CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       39,421
COMMITMENTS
   4,280   18,079    1,087   34,035   20,255   39,402   39,421       19        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -309)
     221     -238      202     -735     -264     -312     -300        3       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     45.9      2.8     86.3     51.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        9        5       16       16       26       27                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      203,457
COMMITMENTS
  86,316   24,280    4,115  113,026  175,062  203,457  203,457        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        700)
    -950     -100    1,100      550     -300      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     11.9      2.0     55.6     86.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        7        5       16       14       27       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      206,136
COMMITMENTS
  36,013   41,680    8,174  161,949  156,283  206,136  206,136        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        371)
     550        0     -229       50      600      371      371        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     20.2      4.0     78.6     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        4        8       20       13       31       23                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      150,923
COMMITMENTS
  74,254   50,305   17,274   58,736   83,118  150,264  150,697      659      226

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      9,176)
   5,639    4,328    3,263     -101    1,420    8,801    9,011      375      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.2     33.3     11.4     38.9     55.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       17       27       30       26       80       58                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       55,726
COMMITMENTS
  19,860    6,568      735   35,108   48,423   55,703   55,726       23        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      3,661)
   2,519      901        0    1,142    2,760    3,661    3,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6     11.8      1.3     63.0     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17        5        3       17       13       35       20                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       21,834
COMMITMENTS
   7,957    7,082      782   13,095   13,970   21,834   21,834        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     32.4      3.6     60.0     64.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        3       11        8       17       13                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       43,548
COMMITMENTS
   4,650   25,281    9,811   29,075    8,427   43,536   43,519       12       29

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      3,455)
    -450      180    1,300    2,605    1,975    3,455    3,455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     58.1     22.5     66.8     19.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        7        6       12        6       20       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| 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:       20,370
COMMITMENTS
   2,740    3,341      255   17,375   16,774   20,370   20,370        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,641)
     550      491        0    2,091    2,150    2,641    2,641        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     16.4      1.3     85.3     82.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        4       13       14       18       21                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       23,016
COMMITMENTS
   1,725    8,356      920   20,346   13,740   22,991   23,016       25        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        -50)
    -503      -50        0      453        0      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     36.3      4.0     88.4     59.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        4       11       11       15       19                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,369
COMMITMENTS
  19,536   13,585    3,655   18,178   24,129   41,369   41,369        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        600)
     600      600        0        0        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.2     32.8      8.8     43.9     58.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        4       15        9       23       14                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       41,410
COMMITMENTS
  13,989    1,171      306   27,099   39,933   41,394   41,410       16        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,382)
     384       30       14      984    1,338    1,382    1,382        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8      2.8      0.7     65.4     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        5        3       17       15       28       22                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       24,758
COMMITMENTS
   5,651    1,530    2,621   16,385   20,607   24,657   24,758      101        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,480)
   1,434        0        0    1,000    2,480    2,434    2,480       46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      6.2     10.6     66.2     83.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        2       12        8       19       12                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        7,202
COMMITMENTS
      40        0       25    7,019    7,164    7,084    7,189      118       13

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -139)
     -15        0       15     -129     -138     -129     -123      -10      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.3     97.5     99.5     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       21       20       22       21                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       19,527
COMMITMENTS
   4,779      188    1,724   12,832   17,408   19,335   19,320      192      207

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        -83)
      -6      -79       32     -100      -53      -74     -100       -9       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5      1.0      8.8     65.7     89.1     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        5       27       36       34       43                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       17,741
COMMITMENTS
   3,927    3,650      971   12,322   13,096   17,220   17,717      521       24

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        507)
      33     -112       74      400      560      507      522        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     20.6      5.5     69.5     73.8     97.1     99.9      2.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        2       19       15       25       18                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,474
COMMITMENTS
      75      522       43    4,233    3,787    4,351    4,352      123      122

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        281)
       0      -75       43      238      313      281      281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     11.7      1.0     94.6     84.6     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       12       11       15       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,328,127
COMMITMENTS
 1111757   13,246  517,734  4658416  5779593  6287907  6310573   40,220   17,554

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:    135,296)
   1,689  -31,870   52,754   78,038  114,434  132,481  135,318    2,815      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      0.2      8.2     73.6     91.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      56       13       49      156      132      222      185                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,794,045
COMMITMENTS
 104,937   72,590  776,346  909,298  942,264  1790581  1791200    3,464    2,846

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:     64,031)
  15,665   15,592   12,393   35,904   35,982   63,962   63,967       69       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      4.0     43.3     50.7     52.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       11       29       49       47       81       77                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      217,973
COMMITMENTS
   3,251        0      511  195,215  211,907  198,977  212,418   18,996    5,555

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      5,909)
     -71        0      419    5,501    5,024    5,849    5,443       60      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.2     89.6     97.2     91.3     97.5      8.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        3       28       21       32       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,526
COMMITMENTS
   3,067      668      546  140,643  143,260  144,256  144,474   13,270   13,052

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,483)
     878       49      -19      629    1,799    1,488    1,829      995      654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.4      0.3     89.3     90.9     91.6     91.7      8.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        1        4       21       20       27       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,067
COMMITMENTS
   7,928    5,187      807  237,521  244,364  246,256  250,358   11,811    7,709

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -867)
     692   -2,093     -562   -1,497    1,439   -1,367   -1,216      500      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.0      0.3     92.0     94.7     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        2        4       27       35       34       40                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      919,604
COMMITMENTS
   3,463    4,089    8,932  894,025  900,936  906,420  913,957   13,184    5,647

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -984)
     125      542       80     -370   -1,513     -165     -891     -819      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.4      1.0     97.2     98.0     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        3        5       43       27       51       33                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      340,756
COMMITMENTS
   9,706        0    1,659  318,864  330,427  330,229  332,086   10,527    8,670

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,017)
     627        0      118    1,931    1,086    2,676    1,204   -1,659     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.5     93.6     97.0     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        0        2       38       36       45       38                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      625,317
COMMITMENTS
  21,387        0    1,430  594,244  621,281  617,061  622,711    8,256    2,606

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:     12,521)
  -4,432        0       84   15,772   12,276   11,424   12,360    1,097      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.2     95.0     99.4     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        0        3       41       36       49       39                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      459,082
COMMITMENTS
       0   12,178    1,785  447,577  424,644  449,362  438,607    9,720   20,475

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,043)
       0   -2,994      131    3,386    4,645    3,517    1,782   -1,474      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.4     97.5     92.5     97.9     95.5      2.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        4        3       33       29       36       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,416
COMMITMENTS
   1,271    4,303    1,031  103,958  101,832  106,260  107,166    3,156    2,250

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,159)
    -278      579      273      728       96      723      948      436      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.9      0.9     95.0     93.1     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       17       21       20       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,216
COMMITMENTS
     960        0      302   36,008   38,672   37,270   38,974    2,946    1,242

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      7,562)
       0        0        0    6,626    6,506    6,626    6,506      936    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.8     89.5     96.2     92.7     96.9      7.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       15       15       17       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      349,714
COMMITMENTS
     461      644      843  338,250  344,336  339,554  345,823   10,160    3,891

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      5,142)
     461      644      843    5,151    5,306    6,455    6,793   -1,313   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.2     96.7     98.5     97.1     98.9      2.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       24       30       25       32                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      200,306
COMMITMENTS
     806        0        0  189,764  196,765  190,570  196,765    9,736    3,541

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      3,948)
       0        0        0    4,685    3,548    4,685    3,548     -737      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     94.7     98.2     95.1     98.2      4.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       25       22       26       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      241,549
COMMITMENTS
   1,530   17,672        0  236,183  216,737  237,713  234,409    3,836    7,140

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      5,387)
       0        0        0    5,540    5,081    5,540    5,081     -153      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      7.3      0.0     97.8     89.7     98.4     97.0      1.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        0       20       18       21       21                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,382
COMMITMENTS
   2,661    1,753    1,831   27,193   27,608   31,685   31,192      697    1,190

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,280)
    -228   -1,020      588    1,920    2,793    2,280    2,361        0      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      5.4      5.7     84.0     85.3     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        2       14       21       19       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      630,232
COMMITMENTS
  14,395   18,629    6,722  602,045  601,247  623,162  626,598    7,070    3,634

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:     13,100)
   3,935    1,414     -220    9,479   12,368   13,194   13,562      -94     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.0      1.1     95.5     95.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       3       10        7       61       47       69       59                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      215,096
COMMITMENTS
   2,177        0      461  205,856  213,281  208,494  213,742    6,602    1,354

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        824)
    -753        0       82    1,680      491    1,009      573     -185      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.2     95.7     99.2     96.9     99.4      3.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       21       19       22       20                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,809
COMMITMENTS
     390    2,286        0  130,214  126,452  130,604  128,738    3,205    5,071

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      5,710)
     390      450        0    7,732    5,200    8,122    5,650   -2,412       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.7      0.0     97.3     94.5     97.6     96.2      2.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       22       18       23       20                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,833
COMMITMENTS
  27,445    6,381        0  140,253  161,124  167,698  167,505    1,135    1,328

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      5,710)
     390      450        0    6,786    5,200    7,176    5,650   -1,466       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      3.8      0.0     83.1     95.4     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        4        0       36       34       45       38                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      177,481
COMMITMENTS
   1,579    1,069        0  175,239  174,446  176,818  175,515      663    1,966

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      7,998)
       0      852        0    7,998    7,638    7,998    8,490        0     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.6      0.0     98.7     98.3     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        0       27       19       28       21                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       29,470
COMMITMENTS
       0        0        0   28,368   28,211   28,368   28,211    1,102    1,259

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     95.7     96.3     95.7      3.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       11       16       11                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,893
COMMITMENTS
       0    1,747        0  205,338  208,136  205,338  209,883    8,555    4,010

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      4,993)
       0    1,224        0    5,027    3,526    5,027    4,750      -34      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     96.0     97.3     96.0     98.1      4.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        1        0       36       40       36       41                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,614
COMMITMENTS
       0        0        0  100,975  100,841  100,975  100,841      639      773

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     99.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,770
COMMITMENTS
   1,279        0       29   69,451   72,724   70,759   72,753   11,011    9,017

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,034)
     -48     -241        5      728    3,987      685    3,751      349   -2,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     84.9     88.9     86.5     89.0     13.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       15       17       16                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,690
COMMITMENTS
     751        0    1,956  186,690  188,340  189,397  190,296    6,293    5,394

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,364)
     751      -45     -488      977    3,079    1,240    2,546      124   -1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      1.0     95.4     96.2     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       24       30       25       31                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      170,299
COMMITMENTS
       0       96      369  157,710  162,349  158,079  162,814   12,220    7,485

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:     -1,535)
       0      -92      185   -2,194   -2,071   -2,009   -1,978      474      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.2     92.6     95.3     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       17       21       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,463
COMMITMENTS
   1,469        0       49   85,273   86,374   86,791   86,423    4,672    5,040

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        544)
     364        0        0      147      575      511      575       33      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.1     93.2     94.4     94.9     94.5      5.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       18       14       21       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,646
COMMITMENTS
   5,331        0        0   26,678   33,149   32,009   33,149    4,637    3,497

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      0.0      0.0     72.8     90.5     87.3     90.5     12.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0        8       11       12       11                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      221,283
COMMITMENTS
   6,874        0       97  207,164  204,583  214,135  204,680    7,148   16,603

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,461)
     -44        0       49    1,678    1,248    1,683    1,297     -222      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     93.6     92.5     96.8     92.5      3.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       12       18       14       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,387
COMMITMENTS
   2,998    1,200      697  137,889  144,290  141,584  146,187   10,803    6,200

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        465)
   1,101     -150      576     -187      476    1,490      902   -1,025     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.8      0.5     90.5     94.7     92.9     95.9      7.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       29       28       32       30                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,670
COMMITMENTS
     210      724      180   17,848   16,963   18,238   17,867      432      803

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.9      1.0     95.6     90.9     97.7     95.7      2.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       11       10       13       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,029
COMMITMENTS
       0    1,737        0   43,198   40,698   43,198   42,435      831    1,594

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        360)
       0        0        0    1,284      150    1,284      150     -924      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.0     98.1     92.4     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       12       15       12       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      239,510
COMMITMENTS
   2,718    4,575    1,812  228,554  223,185  233,084  229,572    6,426    9,938

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -140)
     214      644      -61     -689   -2,310     -536   -1,727      396    1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.9      0.8     95.4     93.2     97.3     95.9      2.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        1       28       28       31       32                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      133,226
COMMITMENTS
     672      372        0  128,752  129,269  129,424  129,641    3,802    3,585

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      4,416)
    -390        0        0    6,587    3,722    6,197    3,722   -1,781      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.3      0.0     96.6     97.0     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       30       22       31       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      104,499
COMMITMENTS
   3,213        0        0   93,891  101,889   97,104  101,889    7,395    2,610

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,778)
       0        0        0    2,748    2,748    2,748    2,748       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     89.8     97.5     92.9     97.5      7.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       13       18       14       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       39,232
COMMITMENTS
       0        0        0   38,750   36,031   38,750   36,031      482    3,201

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        720)
    -233        0      -45      960    1,398      682    1,353       38     -633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.8     91.8     98.8     91.8      1.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       12       16       12                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      329,569
COMMITMENTS
       0    1,029        0  317,102  321,838  317,102  322,867   12,467    6,702

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,285)
       0    1,029        0    2,194     -878    2,194      151       91    2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     96.2     97.7     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       29       23       29       24                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,693
COMMITMENTS
     728      297      573   92,808   97,068   94,109   97,938    5,584    1,755

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      3,864)
       0     -336       62    3,802    4,138    3,864    3,864        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.6     93.1     97.4     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       22       16       24       18                  
 
 
TENNESSEE ZONE 4 300L BASIS - ICE FUTURES ENERGY DIV                 Code-0233DU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2,500 MMBtus                                         OPEN INTEREST:       58,039
COMMITMENTS
   1,158        0        0   55,326   55,747   56,484   55,747    1,555    2,292

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      215      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     95.3     96.1     97.3     96.1      2.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       11       15       11                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       32,236
COMMITMENTS
   3,374        0        0   27,727   30,683   31,101   30,683    1,135    1,553

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,424)
   1,080        0        0    1,224    2,424    2,304    2,424      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.0      0.0     86.0     95.2     96.5     95.2      3.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       12       12       12                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      211,271
COMMITMENTS
       0        0        0  205,506  206,759  205,506  206,759    5,765    4,512

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,908)
       0        0        0    2,030    1,969    2,030    1,969     -122      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.3     97.9     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       20       27       20       27                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       33,839
COMMITMENTS
   6,754       51    1,285   25,580   32,484   33,619   33,820      220       19

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,366)
     331       14      144      866    1,331    1,341    1,489       25     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      0.2      3.8     75.6     96.0     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        3        6       24       28       35       35                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,952
COMMITMENTS
   4,210      153      490   27,252   31,309   31,952   31,952        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        733)
    -115     -150       40      818      873      743      763      -10      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      0.5      1.5     85.3     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        4       25       24       31       29                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      131,060
COMMITMENTS
  19,727    5,216    1,906  109,180  123,691  130,813  130,813      247      247

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        935)
    -481     -285      421    1,007      728      947      864      -12       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      4.0      1.5     83.3     94.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17        6       10       33       38       51       53                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       59,556
COMMITMENTS
   7,859    2,422      688   50,926   56,388   59,473   59,498       83       58

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        238)
     309      109      -88      -12      208      209      229       29        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      4.1      1.2     85.5     94.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        5        5       28       21       43       27                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| 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:       37,002
COMMITMENTS
   1,635    2,413      275   35,092   34,314   37,002   37,002        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        277)
     270       75      -46       53      248      277      277        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      6.5      0.7     94.8     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        3       16       17       21       22                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       49,583
COMMITMENTS
  11,840    5,771      649   36,464   42,748   48,953   49,168      630      415

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        119)
       0       -5        5       73      168       78      168       41      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     11.6      1.3     73.5     86.2     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       23       25       25                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       60,218
COMMITMENTS
  14,197    4,918    1,091   43,798   53,744   59,086   59,753    1,132      465

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        349)
      65      -24      -25      276      400      316      351       33       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      8.2      1.8     72.7     89.2     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        2        4       26       25       38       29                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,248
COMMITMENTS
   1,125    5,280    1,125   65,072   61,720   67,322   68,125      926      123

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        707)
       0        0        0      689      717      689      717       18      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      7.7      1.6     95.3     90.4     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        1       22       22       25       24                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       91,388
COMMITMENTS
   1,169    5,516    1,885   87,942   83,967   90,996   91,368      392       20

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,495)
      15       65        0    1,480    1,445    1,495    1,510        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      6.0      2.1     96.2     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        3       26       22       30       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,391
COMMITMENTS
     100      286        0   29,279   28,555   29,379   28,841       12      550

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -170)
       0        0        0     -170     -170     -170     -170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.0     99.6     97.2    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       19       15       20       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       29,596
COMMITMENTS
   1,010      500        0   28,320   29,066   29,330   29,566      266       30

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0     -200     -220     -200     -220       10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.7      0.0     95.7     98.2     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       17       17       19       19                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       28,755
COMMITMENTS
   1,800      132      300   26,572   28,323   28,672   28,755       83        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.5      1.0     92.4     98.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       14       11       18       12                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      121,326
COMMITMENTS
  11,038    8,332    5,379  104,295  107,460  120,713  121,172      613      154

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      3,172)
      22      732       38    3,111    2,437    3,171    3,207        1      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      6.9      4.4     86.0     88.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       10       12       41       37       63       54                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       22,864
COMMITMENTS
     600        0        0   21,452   22,864   22,052   22,864      812        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,196)
       0        0        0    2,196    2,196    2,196    2,196        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     93.8    100.0     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       13       13       15       13                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,090
COMMITMENTS
     600        0        0   19,678   21,090   20,278   21,090      812        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,150)
       0        0        0    2,150    2,150    2,150    2,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     93.3    100.0     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14       13       16       13                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       33,882
COMMITMENTS
      50    4,963        0   33,792   28,919   33,842   33,882       40        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,278)
       0      600        0    1,278      678    1,278    1,278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     14.6      0.0     99.7     85.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       12       15       13       17                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       31,373
COMMITMENTS
       0    4,363        0   31,333   27,010   31,333   31,373       40        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,110)
       0      300        0    1,110      810    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.9      0.0     99.9     86.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11       15       11       17                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       69,927
COMMITMENTS
   4,513    3,490      745   63,983   64,980   69,241   69,215      686      712

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      5,498)
     300      600        0    5,198    4,898    5,498    5,498        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      5.0      1.1     91.5     92.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        6        4       24       23       30       29                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,906
COMMITMENTS
     100      196        0   33,769   33,278   33,869   33,474       37      432

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        159)
       0        0        0      159      159      159      159        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.6      0.0     99.6     98.1     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       23       17       24       18                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       45,475
COMMITMENTS
   2,160      680       70   42,949   44,725   45,179   45,475      296        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        738)
     -96      -20       20      814      738      738      738        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      1.5      0.2     94.4     98.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        5        2       22       22       28       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,062
COMMITMENTS
   2,202      100       95   45,057   47,437   47,354   47,632      708      430

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.2      0.2     93.7     98.7     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        1       21       17       26       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,195
COMMITMENTS
   3,019      161      119   50,577   53,590   53,715   53,870      480      325

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        665)
       5        0        0      660      665      665      665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.3      0.2     93.3     98.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        1       22       18       26       20                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| 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:       90,244
COMMITMENTS
     694    2,006    1,252   87,786   86,946   89,732   90,204      512       40

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,341)
      10      237       23    1,392    1,202    1,425    1,462      -84     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.2      1.4     97.3     96.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       26       29       32       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      115,666
COMMITMENTS
   2,601    7,551    2,186  110,466  105,664  115,254  115,401      412      265

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,475)
     182      641      -16    1,322      810    1,489    1,435      -14       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      6.5      1.9     95.5     91.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        8        9       29       31       41       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       65,891
COMMITMENTS
   1,311    6,088      127   64,438   59,646   65,876   65,861       15       30

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        964)
     -20      236      -40    1,024      768      964      964        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      9.2      0.2     97.8     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        4        3       23       12       28       18                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       51,930
COMMITMENTS
      50    2,531    1,255   50,625   48,144   51,930   51,930        0        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        476)
     -75      201        0      551      275      476      476        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.9      2.4     97.5     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        3       18       11       21       16                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       49,207
COMMITMENTS
     876    1,076      148   47,505   47,933   48,529   49,157      678       50

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        232)
       0        0        0      232      232      232      232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.2      0.3     96.5     97.4     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       20       20       24       22                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       53,906
COMMITMENTS
   2,863    3,109      207   50,395   50,234   53,465   53,550      441      356

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -351)
     -17        0        3     -332     -354     -346     -351       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      5.8      0.4     93.5     93.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        2       24       22       29       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,931
COMMITMENTS
      51    2,558        0   19,344   17,275   19,395   19,833      536       98

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -180     -180     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     12.8      0.0     97.1     86.7     97.3     99.5      2.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       15       13       16       15                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       17,932
COMMITMENTS
      50    1,140        0   16,836   16,734   16,886   17,874    1,046       58

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -180     -180     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.4      0.0     93.9     93.3     94.2     99.7      5.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       11       12       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,992
COMMITMENTS
   1,841        0      102   21,438   23,546   23,381   23,648      611      344

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       49       50       49        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      0.0      0.4     89.4     98.1     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        1       16       19       20       20                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,189
COMMITMENTS
     729      100       40   14,846   15,567   15,615   15,707      574      482

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.6      0.2     91.7     96.2     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       16       12       19       13                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,272
COMMITMENTS
   4,020    5,459      760   37,102   36,012   41,882   42,231      390       41

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        248)
       0      -40        0      248      288      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     12.9      1.8     87.8     85.2     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        3       29       24       35       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       24,749
COMMITMENTS
   1,643    2,790      675   22,070   21,128   24,388   24,593      361      156

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0     -300     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     11.3      2.7     89.2     85.4     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        2       22       21       26       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,788
COMMITMENTS
   2,588        0      423   14,697   17,304   17,708   17,727       80       61

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        132)
     -40        0       40      132       80      132      120        0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      0.0      2.4     82.6     97.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        0        2       18       14       26       16                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,049
COMMITMENTS
   3,615       86       15   17,108   20,948   20,738   21,049      311        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      0.4      0.1     81.3     99.5     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        1       16       10       22       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,677
COMMITMENTS
     440        0      100   12,932   13,477   13,472   13,577      205      100

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,300)
       0        0        0    1,325    1,300    1,325    1,300      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.7     94.6     98.5     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       17       12       19       13                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,136
COMMITMENTS
     260        0      205    9,191    9,831    9,656   10,036      480      100

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,435)
       0        0        0    1,460    1,435    1,460    1,435      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      2.0     90.7     97.0     95.3     99.0      4.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16       12       18       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,926
COMMITMENTS
   3,210        0    1,145   42,401   45,781   46,756   46,926      170        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.0      2.4     90.4     97.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        0        1       20       16       26       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,321
COMMITMENTS
   3,125        0    1,110   44,926   48,211   49,161   49,321      160        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.0      2.3     91.1     97.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        0        1       20       14       26       15                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,542
COMMITMENTS
   1,432    2,950    1,877  115,888  114,574  119,197  119,401      345      141

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,773)
      25      735      -93    1,839    1,131    1,771    1,773        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.5      1.6     96.9     95.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        9        7       39       33       50       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      130,679
COMMITMENTS
   2,083    3,810    2,469  126,000  124,341  130,552  130,620      127       59

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,792)
    -928      140       67    3,649    2,590    2,788    2,797        4       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.9      1.9     96.4     95.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6       12        8       40       35       52       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      566,888
COMMITMENTS
  41,987   14,912   49,476  474,581  502,098  566,044  566,486      844      402

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:     16,472)
   1,802    1,315    2,318   12,262   13,053   16,382   16,687       91     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.6      8.7     83.7     88.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       14       28       50       49       91       80                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,267
COMMITMENTS
   2,755      625        0   12,617   15,492   15,372   16,117      895      150

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0      -15        5      -15        5       10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      3.8      0.0     77.6     95.2     94.5     99.1      5.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       13       12       16       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,700
COMMITMENTS
   1,755      625        0   10,905   12,935   12,660   13,560    1,040      140

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          5)
       0        0        0      -15        5      -15        5       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      4.6      0.0     79.6     94.4     92.4     99.0      7.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       13       12       15       14                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       25,685
COMMITMENTS
     465      755      365   24,747   24,535   25,577   25,655      108       30

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,826)
       0      350        0    1,816    1,478    1,816    1,828       10       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.9      1.4     96.3     95.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       25       19       29       23                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       14,251
COMMITMENTS
   2,250        0        0   11,581   14,251   13,831   14,251      420        0

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        185)
    -300        0        0      495      185      195      185      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      0.0      0.0     81.3    100.0     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        0       22       14       26       14                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,672
COMMITMENTS
     426      423      359    5,220    5,079    6,005    5,861      667      811

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        268)
      77      103       20      121      157      218      280       50      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      6.3      5.4     78.2     76.1     90.0     87.8     10.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        5       28       29       35       36                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       32,996
COMMITMENTS
   3,010       60    1,999   27,915   30,788   32,924   32,847       72      149

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        770)
     405       25      -56      424      798      773      767       -3        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.2      6.1     84.6     93.3     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        2       39       36       43       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,582
COMMITMENTS
     535    1,945       15   17,893   16,130   18,443   18,090      139      492

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        -14)
      80      170        0      -99     -144      -19       26        5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     10.5      0.1     96.3     86.8     99.3     97.4      0.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       25       28       27       31                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       17,690
COMMITMENTS
   4,252      897      708   11,525   15,560   16,485   17,165    1,205      525

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        291)
     -12      -30       50      342      294      380      314      -89      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      5.1      4.0     65.1     88.0     93.2     97.0      6.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        7       39       36       48       45                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        7,646
COMMITMENTS
       0       55       70    6,845    7,051    6,915    7,176      731      470

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        441)
       0        0        0      441      441      441      441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.9     89.5     92.2     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       13       18       15       20                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,153
COMMITMENTS
   6,978      165    1,112   21,755   28,455   29,845   29,732      308      421

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,079)
   1,170       12      235      666    1,832    2,071    2,079        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      0.5      3.7     72.1     94.4     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        4       34       34       40       38                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       62,416
COMMITMENTS
  10,557    7,230    2,531   48,636   51,930   61,724   61,691      692      725

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,560)
     876    1,226      325      278     -141    1,479    1,410       81      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     11.6      4.1     77.9     83.2     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13        8       13       69       73       89       88                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,247
COMMITMENTS
      65        0       66    1,497    1,650    1,628    1,716      619      531

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      2.9     66.6     73.4     72.5     76.4     27.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       15       15       17                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       11,006
COMMITMENTS
       0      245        0    9,926    9,681    9,926    9,926    1,080    1,080

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,616)
       0        0        0    1,256    1,256    1,256    1,256      360      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.0     90.2     88.0     90.2     90.2      9.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       14       18       14       19                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       56,956
COMMITMENTS
       0      100        0   56,646   56,454   56,646   56,554      310      402

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:    -13,177)
       0      -50        0  -12,842  -12,835  -12,842  -12,885     -335     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     99.5     99.1     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       24       24       24       25                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       16,104
COMMITMENTS
       0        0        0   16,014   15,819   16,014   15,819       90      285

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:     -3,557)
       0        0        0   -3,645   -3,635   -3,645   -3,635       88       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     98.2     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       14       16       14       16                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      170,098
COMMITMENTS
       0        0        0  166,501  163,543  166,501  163,543    3,597    6,555

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        257)
       0        0        0      180      150      180      150       77      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9     96.1     97.9     96.1      2.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17                  
 
 
RBOB GASOLINE 1ST LINE - ICE FUTURES ENERGY DIV                      Code-111416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42,000 Gallons                                       OPEN INTEREST:       10,883
COMMITMENTS
   2,459      654      999    6,577    8,669   10,035   10,322      848      561

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      6.0      9.2     60.4     79.7     92.2     94.8      7.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        4       12        7       18       11                  



Updated May 21, 2021