CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       38,852
COMMITMENTS
   4,499   17,659    1,069   33,275   20,124   38,843   38,852        9        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -620)
    -207     -438        0     -385     -182     -592     -620      -28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     45.5      2.8     85.6     51.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        8        5       16       17       25       27                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      203,457
COMMITMENTS
  86,019   24,780    3,615  113,823  175,062  203,457  203,457        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
    -197        0        0      197        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3     12.2      1.8     55.9     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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      209,605
COMMITMENTS
  37,288   41,780    7,879  164,438  159,946  209,605  209,605        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,159)
  -1,250       50      155    2,254      953    1,159    1,159        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     19.9      3.8     78.5     76.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        5        9       20       14       31       25                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      154,192
COMMITMENTS
  87,622   49,933   15,309   50,729   88,860  153,660  154,102      532       90

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,484)
   8,577    1,581   -5,191   -1,678    5,551    1,708    1,941     -224     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.8     32.4      9.9     32.9     57.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      45       14       26       32       25       85       57                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       57,163
COMMITMENTS
  22,583    7,064      735   33,822   49,364   57,140   57,163       23        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,070)
   1,241      496        0     -171      574    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5     12.4      1.3     59.2     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19        5        3       18       13       38       20                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       21,800
COMMITMENTS
   7,957    7,082      782   13,061   13,936   21,800   21,800        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -34)
       0        0        0      -34      -34      -34      -34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     32.5      3.6     59.9     63.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        3       11        8       17       13                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       14,407
COMMITMENTS
   1,495    2,521       50   12,862   11,836   14,407   14,407        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -5,885)
  -1,245     -850     -175   -4,465   -4,860   -5,885   -5,885        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     17.5      0.3     89.3     82.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        1        9       11       12       17                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       15,491
COMMITMENTS
     974    5,006      641   13,876    9,844   15,491   15,491        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -8,455)
    -296   -3,200     -334   -7,800   -4,921   -8,430   -8,455      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     32.3      4.1     89.6     63.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        2       10       10       14       15                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,624
COMMITMENTS
  19,534   13,585    3,655   18,435   24,384   41,624   41,624        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.9     32.6      8.8     44.3     58.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        4       15        9       23       14                  
 
 
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV                    Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 AECs)                                           OPEN INTEREST:       13,222
COMMITMENTS
   4,278        0      630    8,314   12,592   13,222   13,222        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4      0.0      4.8     62.9     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        0        2       11        8       16       10                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       40,932
COMMITMENTS
  13,914    1,351      269   26,728   39,312   40,911   40,932       21        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -871)
     -33      195     -192     -651     -873     -876     -871        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0      3.3      0.7     65.3     96.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        5        4       18       15       29       23                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       25,008
COMMITMENTS
   6,236    1,530    2,621   16,050   20,857   24,907   25,008      101        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      6.1     10.5     64.2     83.4     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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        8,165
COMMITMENTS
      60        0       20    7,962    7,982    8,042    8,002      123      163

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -226)
       0        0        0     -226     -376     -226     -376        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.2     97.5     97.8     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       19       20       20                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       21,745
COMMITMENTS
   4,937      299    1,466   15,135   19,677   21,538   21,442      207      303

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,192)
      20       48     -134    1,311    1,171    1,197    1,085       -5      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7      1.4      6.7     69.6     90.5     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        4       31       39       38       45                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       17,554
COMMITMENTS
   2,325    3,150    1,081   13,411   13,279   16,817   17,510      737       44

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -143)
    -659     -495      110      213      227     -336     -158      193       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     17.9      6.2     76.4     75.6     95.8     99.7      4.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        2       22       16       28       19                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        5,964
COMMITMENTS
      75      672       78    5,663    5,092    5,816    5,842      148      122

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         25)
       0       25      -15       15       15        0       25       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     11.3      1.3     95.0     85.4     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       15       14       17       17                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,188,443
COMMITMENTS
 1043296   15,796  507,722  4599973  5650362  6150991  6173880   37,452   14,563

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:   -223,128)
 -22,839  -17,937  -51,387 -150,266 -152,015 -224,492 -221,339    1,364   -1,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      0.3      8.2     74.3     91.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      58       14       52      151      130      220      186                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,719,613
COMMITMENTS
 121,255   68,856  703,389  891,926  944,672  1716570  1716917    3,043    2,696

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     64,886)
  10,680   -6,012   36,039   18,373   35,742   65,091   65,769     -205     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      4.0     40.9     51.9     54.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       12       26       48       44       79       71                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,028
COMMITMENTS
   3,011      178      714  202,447  217,220  206,172  218,112   17,856    5,916

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,043)
    -353      178      263    1,655      516    1,565      957     -522       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.1      0.3     90.4     97.0     92.0     97.4      8.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        4       30       23       36       27                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,634
COMMITMENTS
   4,265      345      724  142,278  146,665  147,267  147,734   13,367   12,900

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,037)
       1     -323      267      859    1,661    1,127    1,605      -90     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.2      0.5     88.6     91.3     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        4       21       21       27       25                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      271,505
COMMITMENTS
   7,731    4,615      875  248,926  259,576  257,532  265,066   13,973    6,439

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      5,681)
     401     -944      -64    4,215    7,288    4,552    6,280    1,129     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.7      0.3     91.7     95.6     94.9     97.6      5.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        2        4       30       36       36       41                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      923,327
COMMITMENTS
   6,991    4,077    9,980  893,714  896,581  910,685  910,638   12,642   12,689

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,199)
     417       -1     -264    2,015   -4,979    2,168   -5,244       31    7,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.4      1.1     96.8     97.1     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        3        5       43       28       52       34                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      340,570
COMMITMENTS
  10,858        0    1,721  315,984  328,335  328,563  330,056   12,007   10,514

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -2,981)
      27        0       62   -3,935   -4,577   -3,846   -4,515      865    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.5     92.8     96.4     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        0        3       39       37       46       40                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      650,575
COMMITMENTS
  30,326      151    2,240  609,609  645,371  642,175  647,762    8,400    2,813

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     10,808)
   3,680       25       -1    7,537   10,480   11,216   10,504     -408      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.0      0.3     93.7     99.2     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      14        1        5       44       35       59       40                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      465,569
COMMITMENTS
       0   16,046    1,862  452,190  429,711  454,052  447,619   11,517   17,950

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      8,263)
       0    2,683      -90    8,138    6,438    8,048    9,031      215     -768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.4      0.4     97.1     92.3     97.5     96.1      2.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        5        3       37       32       40       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,655
COMMITMENTS
   1,613    4,544      673  107,308  103,924  109,594  109,141    3,061    3,514

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,223)
     342      -30       30    1,343    1,100    1,715    1,100     -492      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      4.0      0.6     95.3     92.2     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       17       20       20       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,786
COMMITMENTS
   1,132      294      310   39,463   43,365   40,905   43,969    3,881      817

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        906)
       0       30      -30       30      906        0      906      906        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.7      0.7     88.1     96.8     91.3     98.2      8.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       17       18       19       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      359,372
COMMITMENTS
       0    1,645      902  348,343  353,162  349,245  355,709   10,127    3,663

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      3,144)
     -64      177       15    3,112    2,047    3,063    2,239       81      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.3     96.9     98.3     97.2     99.0      2.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        3        2       26       32       28       35                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      203,537
COMMITMENTS
   2,924        0        0  190,815  199,691  193,739  199,691    9,798    3,846

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,952)
   2,118        0        0     -228    1,796    1,890    1,796       62      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     93.7     98.1     95.2     98.1      4.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       26       23       27       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      247,260
COMMITMENTS
   1,530   17,471      351  242,304  221,575  244,185  239,397    3,075    7,863

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      4,287)
       0     -351      351    4,169    3,714    4,520    3,714     -233      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      7.1      0.1     98.0     89.6     98.8     96.8      1.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        1       21       18       23       21                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,188
COMMITMENTS
   5,954    2,949    3,554   30,413   33,162   39,921   39,665    1,267    1,523

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      3,492)
   2,531      210      471      670    2,823    3,672    3,504     -180      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      7.2      8.6     73.8     80.5     96.9     96.3      3.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        3       18       22       25       28                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      665,593
COMMITMENTS
  26,347   13,232    5,161  624,620  643,172  656,128  661,565    9,465    4,028

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     20,803)
   8,372     -660     -702   10,702   21,566   18,372   20,204    2,431      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      2.0      0.8     93.8     96.6     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       6        8        7       60       46       70       57                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      145,996
COMMITMENTS
     450        0      151  138,067  141,081  138,668  141,232    7,328    4,764

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        552)
       0        0        0      552      552      552      552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.1     94.6     96.6     95.0     96.7      5.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       17       15       19       16                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,969
COMMITMENTS
   3,224        0    1,894  203,514  211,338  208,632  213,232    6,337    1,737

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -1,469)
     852        0      365   -3,080   -2,318   -1,863   -1,953      394      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.9     94.7     98.3     97.1     99.2      2.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        3       21       20       25       23                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      176,728
COMMITMENTS
  24,295    7,356        0  150,425  164,895  174,720  172,251    2,008    4,477

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     14,610)
  11,543    2,760        0    3,060   11,580   14,603   14,340        7      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      4.2      0.0     85.1     93.3     98.9     97.5      1.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8        6        0       35       40       43       46                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,132
COMMITMENTS
  49,285    9,077    2,584  160,689  200,097  212,558  211,758      574    1,374

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     13,050)
  11,129    2,402      838    1,138    9,630   13,105   12,870      -55      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      4.3      1.2     75.4     93.9     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      11        7        6       43       45       59       53                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,189
COMMITMENTS
   3,522      640       79  191,238  193,635  194,839  194,354    1,350    1,835

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      6,275)
   1,704      153       48    4,131    6,726    5,883    6,927      392     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.3      0.0     97.5     98.7     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        2       30       24       33       28                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       31,332
COMMITMENTS
     360        0        0   29,154   29,473   29,514   29,473    1,818    1,859

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      -30      300      -30      300      210     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     93.0     94.1     94.2     94.1      5.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       11       18       11                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      222,282
COMMITMENTS
     312    1,747      615  213,514  216,442  214,441  218,804    7,841    3,478

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,223)
     312      -86      146    1,857    2,043    2,315    2,103      -92      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.8      0.3     96.1     97.4     96.5     98.4      3.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        1        1       36       40       37       42                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,417
COMMITMENTS
   1,279        0       29   70,612   75,562   71,920   75,591   10,497    6,826

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -62)
       0        0        0      514     -122      514     -122     -576       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     85.7     91.7     87.3     91.7     12.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       16       19       17                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,982
COMMITMENTS
   3,348    1,024    1,950  192,594  194,409  197,892  197,383    6,090    6,599

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,926)
   1,707      301       -6    1,816    2,563    3,517    2,858     -591       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.5      1.0     94.4     95.3     97.0     96.8      3.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       25       30       26       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,428
COMMITMENTS
       0    2,187      248  158,861  161,491  159,109  163,926   12,319    7,502

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -1,241)
       0      267       62   -1,215   -2,036   -1,153   -1,707      -88      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.1     92.7     94.2     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       20       17       21       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,774
COMMITMENTS
   1,199        0        0   86,499   89,135   87,698   89,135    5,076    3,639

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -33)
     124        0        0       43    2,481      167    2,481     -200   -2,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     93.2     96.1     94.5     96.1      5.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       20       14       22       14                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,952
COMMITMENTS
   5,269        0        0   28,722   35,513   33,991   35,513    3,961    2,439

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      604        0      604        0     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      0.0      0.0     75.7     93.6     89.6     93.6     10.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       12       14       15       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      225,167
COMMITMENTS
   9,515        0       97  208,707  208,588  218,319  208,685    6,848   16,482

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,296)
    -279        0        0    2,876    2,420    2,597    2,420     -301     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     92.7     92.6     97.0     92.7      3.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       13       18       15       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      154,238
COMMITMENTS
   3,151    1,625      756  140,255  145,146  144,162  147,527   10,076    6,711

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,386)
     303       30       29    1,204      782    1,536      841     -150      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.1      0.5     90.9     94.1     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        2       30       29       33       32                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,620
COMMITMENTS
       0      934        0   20,948   19,553   20,948   20,487      672    1,133

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     96.9     90.4     96.9     94.8      3.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11       10       11       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,259
COMMITMENTS
     360    1,197      540   46,776   44,961   47,676   46,698      583    1,561

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        360)
       0      240     -240      720      243      480      243     -120      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.5      1.1     96.9     93.2     98.8     96.8      1.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       18       22       20       24                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      241,497
COMMITMENTS
   3,352    8,781    1,812  229,874  222,257  235,038  232,850    6,459    8,647

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,376)
     305      213        0    1,043    2,778    1,348    2,991       28   -1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.6      0.8     95.2     92.0     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        6        1       32       30       35       36                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      138,173
COMMITMENTS
     612      372        0  133,420  134,840  134,032  135,212    4,141    2,961

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,812)
       0        0        0    1,231    2,677    1,231    2,677      581     -865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.3      0.0     96.6     97.6     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       29       22       30       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      105,375
COMMITMENTS
   4,953        0        0   93,027  102,029   97,980  102,029    7,395    3,346

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,516)
   1,380        0        0      136      570    1,516      570        0      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.0      0.0     88.3     96.8     93.0     96.8      7.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       13       18       15       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       52,223
COMMITMENTS
       0    3,049      108   51,471   45,414   51,579   48,571      644    3,652

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      8,229)
       0    2,690       77    8,229    5,131    8,306    7,898      -77      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.8      0.2     98.6     87.0     98.8     93.0      1.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       18       16       20       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      341,675
COMMITMENTS
       0    5,335        0  328,646  330,187  328,646  335,522   13,029    6,153

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     11,578)
       0    1,753        0   10,691   10,099   10,691   11,852      887     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     96.2     96.6     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        4        0       33       25       33       29                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      101,361
COMMITMENTS
     758        0      450   94,629   98,796   95,837   99,246    5,524    2,115

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        305)
     -30        0       30      427      215      427      245     -122       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.4     93.4     97.5     94.6     97.9      5.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       22       16       23       17                  
 
 
TENNESSEE ZONE 4 300L BASIS - ICE FUTURES ENERGY DIV                 Code-0233DU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2,500 MMBtus                                         OPEN INTEREST:       58,432
COMMITMENTS
   1,158        0        0   55,568   56,140   56,726   56,140    1,706    2,292

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        151)
       0        0        0        0      151        0      151      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     95.1     96.1     97.1     96.1      2.9      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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       40,330
COMMITMENTS
   4,694        0        0   34,445   38,657   39,139   38,657    1,191    1,673

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      3,804)
       0        0        0    3,804    3,804    3,804    3,804        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      0.0      0.0     85.4     95.9     97.0     95.9      3.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       10       12       12       12                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      227,693
COMMITMENTS
       0      548        0  221,209  223,163  221,209  223,711    6,484    3,982

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      4,609)
     -32      548     -245    4,580    4,518    4,303    4,821      306     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     97.2     98.0     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       20       28       20       29                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       28,930
COMMITMENTS
       0        0        0   27,554   27,861   27,554   27,861    1,376    1,069

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -360)
       0        0        0     -360     -360     -360     -360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.2     96.3     95.2     96.3      4.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       12       13       12                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       31,761
COMMITMENTS
   5,988       43    1,074   24,574   30,619   31,636   31,736      125       25

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -2,199)
    -573       -1     -175   -1,386   -1,993   -2,134   -2,169      -65      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      0.1      3.4     77.4     96.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        1        5       24       24       34       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       29,280
COMMITMENTS
   3,962        0      278   24,850   29,002   29,090   29,280      190        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -2,508)
    -273     -128     -187   -2,238   -2,193   -2,698   -2,508      190        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      0.0      0.9     84.9     99.1     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        0        3       22       23       28       26                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      133,988
COMMITMENTS
  19,622    3,864    2,363  111,676  127,386  133,661  133,613      327      375

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        970)
     203   -1,189      -23      731    2,012      911      800       59      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      2.9      1.8     83.3     95.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15        6       11       33       38       51       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       61,079
COMMITMENTS
   7,647    2,095      898   52,481   57,976   61,026   60,969       53      110

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        270)
    -311     -432      246      386      449      321      263      -51        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      3.4      1.5     85.9     94.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        4        7       28       23       40       31                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       39,332
COMMITMENTS
   1,365    2,332      681   37,286   36,279   39,332   39,292        0       40

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,533)
    -120     -236      215    1,438    1,524    1,533    1,503        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.9      1.7     94.8     92.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        4       18       17       23       23                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       49,113
COMMITMENTS
  11,840    5,437      713   35,913   42,473   48,466   48,623      647      490

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -307)
       0     -334       64     -388      -45     -324     -315       17        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     11.1      1.5     73.1     86.5     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       25       25       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,456
COMMITMENTS
  13,490    4,548    1,171   43,714   53,278   58,375   58,997    1,081      459

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -685)
    -370     -389      109     -289     -306     -550     -586     -135      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7      7.6      2.0     73.5     89.6     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        2        2       27       25       39       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,320
COMMITMENTS
   1,244    5,280    1,334   66,275   62,666   68,853   69,280      467       40

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        243)
    -342        0      130      455      113      243      243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      7.6      1.9     95.6     90.4     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        2       23       24       27       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       92,894
COMMITMENTS
   1,193    5,824    1,692   89,616   85,358   92,501   92,874      393       20

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        464)
     -91      308     -183      738      339      464      464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      6.3      1.8     96.5     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        2       26       23       30       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,349
COMMITMENTS
     100      236       33   29,194   28,210   29,327   28,479       22      870

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0      -45     -345      -45     -345       10      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.8      0.1     99.5     96.1     99.9     97.0      0.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       18       14       20       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       29,528
COMMITMENTS
     700      500        0   28,572   28,998   29,272   29,498      256       30

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -28)
    -260        0        0      232      -28      -28      -28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.7      0.0     96.8     98.2     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       18       17       19       19                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       30,600
COMMITMENTS
   1,800        0        0   28,717   30,600   30,517   30,600       83        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        960)
       0     -132     -300    1,260    1,392      960      960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.0      0.0     93.8    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       15       14       18       14                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      128,644
COMMITMENTS
  12,139   11,269    5,447  110,521  111,815  128,108  128,531      536      113

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,223)
   1,501      760     -221      989    1,697    2,269    2,236      -46      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      8.8      4.2     85.9     86.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       10       13       43       39       64       57                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       27,923
COMMITMENTS
     600        0        0   26,511   27,923   27,111   27,923      812        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,991)
       0        0        0    2,991    2,991    2,991    2,991        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     94.9    100.0     97.1    100.0      2.9      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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,221
COMMITMENTS
     600        0        0   24,809   26,221   25,409   26,221      812        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      3,051)
       0        0        0    3,051    3,051    3,051    3,051        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.0     94.6    100.0     96.9    100.0      3.1      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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       36,100
COMMITMENTS
      50    6,763        0   36,010   29,337   36,060   36,100       40        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,175)
       0    1,800        0    2,175      375    2,175    2,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     18.7      0.0     99.8     81.3     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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       31,618
COMMITMENTS
       0    4,363        0   31,578   27,255   31,578   31,618       40        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        245)
       0        0        0      245      245      245      245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.8      0.0     99.9     86.2     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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       74,055
COMMITMENTS
   4,908    4,475    1,130   67,451   67,738   73,489   73,343      566      712

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,080)
     395     -215      685    1,015    1,680    2,095    2,150      -15      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      6.0      1.5     91.1     91.5     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        5       25       25       32       31                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,388
COMMITMENTS
     100      196        0   34,181   33,750   34,281   33,946      107      442

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        224)
       0        0        0      154      224      154      224       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.6      0.0     99.4     98.1     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       22       17       23       18                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       46,421
COMMITMENTS
   1,936      690       60   44,289   45,671   46,285   46,421      136        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         82)
     -83        0        0      325       82      242       82     -160        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      1.5      0.1     95.4     98.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5        2       22       23       28       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,904
COMMITMENTS
   2,736      100       10   46,445   49,379   49,191   49,489      713      415

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         79)
     534        0      -85     -370      164       79       79        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.2      0.0     93.1     98.9     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        1       21       18       26       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,838
COMMITMENTS
   3,013      156      124   52,216   55,238   55,353   55,518      485      320

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        267)
      -9        0        5      271      262      267      267        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.3      0.2     93.5     98.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        2       22       19       26       22                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       91,003
COMMITMENTS
     689    1,800    1,418   88,384   87,745   90,491   90,963      512       40

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        164)
      -5      -21       21      148      164      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.0      1.6     97.1     96.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        6       26       29       33       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      117,513
COMMITMENTS
   3,580    6,748    2,533  110,983  107,972  117,096  117,253      417      260

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        868)
     467       -3      178      218      687      863      862        5        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      5.7      2.2     94.4     91.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        6        9       29       32       41       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       66,412
COMMITMENTS
   1,030    6,467      212   65,158   59,720   66,400   66,399       12       13

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        207)
    -331       27       90      464       92      223      209      -16       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      9.7      0.3     98.1     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        2       25       13       29       18                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       54,856
COMMITMENTS
      30    2,756    1,255   53,571   50,845   54,856   54,856        0        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        506)
       5        0       70      431      436      506      506        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.0      2.3     97.7     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 06/01/21          |
--------------------------------------------------------------| 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:       49,177
COMMITMENTS
     174    1,070      120   48,026   47,876   48,320   49,066      857      111

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         88)
    -671       -1      -43      605       73     -109       29      197       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.2      0.2     97.7     97.4     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       20       20       23       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       54,086
COMMITMENTS
   1,917    3,109      194   51,539   50,427   53,650   53,730      436      356

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        660)
      29        0        0      636      660      665      660       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.7      0.4     95.3     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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       20,071
COMMITMENTS
      51    2,558        0   19,472   17,445   19,523   20,003      548       68

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110      130      110      130        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     12.7      0.0     97.0     86.9     97.3     99.7      2.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       16       13       17       15                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       18,160
COMMITMENTS
      50    1,140        0   17,048   16,992   17,098   18,132    1,062       28

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      104      130      104      130        6      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.3      0.0     93.9     93.6     94.2     99.8      5.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       13       11       14       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,089
COMMITMENTS
   1,881       20      162   22,515   24,563   24,558   24,745      531      344

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         80)
     100       20       60        0        0      160       80      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      0.1      0.6     89.7     97.9     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       15       19       20       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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       70       70   14,816   15,567   15,615   15,707      574      482

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.4      0.4     91.5     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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       43,400
COMMITMENTS
   4,125    5,389      760   37,864   36,966   42,749   43,115      651      285

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -504)
     -93      -90        0     -421     -409     -514     -499       10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     12.4      1.8     87.2     85.2     98.5     99.3      1.5      0.7

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 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       25,238
COMMITMENTS
   1,648    2,800      675   22,534   21,607   24,857   25,082      381      156

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         -7)
       5        0        0      -12       -7       -7       -7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     11.1      2.7     89.3     85.6     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        2       22       22       26       27                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        3,741
COMMITMENTS
     440       50        0    3,215    3,631    3,655    3,681       86       60

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      1.3      0.0     85.9     97.1     97.7     98.4      2.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12        9       14       11                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,324
COMMITMENTS
   1,128       75      308   14,826   15,872   16,262   16,255       62       69

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -1,401)
  -1,231       75      -69      -83   -1,408   -1,383   -1,402      -18        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.5      1.9     90.8     97.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        2       17       14       22       18                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       19,783
COMMITMENTS
   2,470        0        0   16,993   19,783   19,463   19,783      320        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -996)
    -850      -86      -15     -140     -895   -1,005     -996        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      0.0      0.0     85.9    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       10       16       10                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,743
COMMITMENTS
     440      100      100   12,998   13,443   13,538   13,643      205      100

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         66)
       0      100        0       66      -34       66       66        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.7      0.7     94.6     97.8     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       13       20       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,177
COMMITMENTS
     260      100      205    9,232    9,772    9,697   10,077      480      100

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         66)
       0      100        0       66      -34       66       66        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.0      2.0     90.7     96.0     95.3     99.0      4.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       17       13       19       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,536
COMMITMENTS
   2,845        0    1,145   43,376   46,391   47,366   47,536      170        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      2.4     91.2     97.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        1       21       16       26       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,271
COMMITMENTS
   2,760        0    1,110   46,241   49,161   50,111   50,271      160        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.0      2.2     92.0     97.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        1       21       14       26       15                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      120,551
COMMITMENTS
   1,613    3,133    1,893  116,681  115,384  120,187  120,410      364      141

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        525)
     -65      149       36      553      340      524      525        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.6      1.6     96.8     95.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        7        8       40       34       53       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      133,375
COMMITMENTS
   1,818    5,083    2,446  128,983  125,764  133,247  133,293      128       82

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,436)
      15      981      -21    1,443      471    1,437    1,431       -1        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.8      1.8     96.7     94.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7       10        8       42       37       55       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      577,258
COMMITMENTS
  38,654   16,033   47,609  490,346  513,228  576,609  576,870      649      388

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     12,317)
  -1,928    2,749      351   14,014    9,206   12,437   12,306     -120       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      2.8      8.2     84.9     88.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       13       29       50       49       89       81                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,002
COMMITMENTS
   2,755       25        0   12,332   15,757   15,087   15,782      915      220

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      130      140      130      140       20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      0.2      0.0     77.1     98.5     94.3     98.6      5.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       13       13       16       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,840
COMMITMENTS
   1,755      625        0   11,035   13,075   12,790   13,700    1,050      140

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      130      140      130      140       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      4.5      0.0     79.7     94.5     92.4     99.0      7.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       13       13       15       15                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       27,111
COMMITMENTS
     465      700      365   26,173   25,986   27,003   27,051      108       60

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,136)
       0      -83        0    1,136    1,189    1,136    1,106        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.6      1.3     96.5     95.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       26       20       30       23                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       16,311
COMMITMENTS
   2,825        0        0   13,066   16,311   15,891   16,311      420        0

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,510)
     575        0        0      935    1,510    1,510    1,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3      0.0      0.0     80.1    100.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        0        0       24       15       29       15                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,018
COMMITMENTS
     449      367      453    5,363    5,125    6,265    5,945      753    1,073

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        158)
      21      -80       37      -36      -57       22     -100      136      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      5.2      6.5     76.4     73.0     89.3     84.7     10.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        5       27       28       34       35                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       34,556
COMMITMENTS
   3,757       90    1,869   28,818   32,383   34,444   34,342      112      214

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,269)
     525       15     -110      820    1,311    1,235    1,216       34       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.3      5.4     83.4     93.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        1       38       38       42       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,943
COMMITMENTS
     645    1,695        0   18,093   16,520   18,738   18,215      205      728

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        210)
      10      -15        0      135       29      145       14       65      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      8.9      0.0     95.5     87.2     98.9     96.2      1.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       26       28       27       30                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,774
COMMITMENTS
   4,356      901      653   13,599   17,691   18,608   19,245    1,166      529

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,004)
     -60      -30      -40      894    1,039      794      969      210       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0      4.6      3.3     68.8     89.5     94.1     97.3      5.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        5        6       39       40       48       48                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        8,453
COMMITMENTS
       0       55       70    7,652    7,812    7,722    7,937      731      516

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        491)
       0        0        0      491      491      491      491        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.8     90.5     92.4     91.4     93.9      8.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       14       18       16       20                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,925
COMMITMENTS
   5,438      332    2,412   22,716   28,733   30,566   31,477    1,359      448

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        318)
    -537      145       20     -216        2     -733      167    1,051      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      1.0      7.6     71.2     90.0     95.7     98.6      4.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        2        5       33       33       40       38                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       68,616
COMMITMENTS
  11,454    5,802    4,783   50,878   56,183   67,115   66,768    1,501    1,848

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,434)
      81     -192      249      -29      126      301      183    1,133    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      8.5      7.0     74.1     81.9     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      14        8       14       70       74       91       90                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,604
COMMITMENTS
      78       62       74    1,780    1,847    1,932    1,983      672      621

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        166)
       8       47        1      132       75      141      123       25       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.4      2.8     68.4     70.9     74.2     76.2     25.8     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       13       15       16       18                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:        8,915
COMMITMENTS
       0      210        0    7,790    7,625    7,790    7,835    1,125    1,080

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -2,580)
       0      -35        0   -2,625   -2,545   -2,625   -2,580       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     87.4     85.5     87.4     87.9     12.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0        9       15        9       16                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       58,181
COMMITMENTS
       0      230        0   57,871   57,594   57,871   57,824      310      357

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         75)
       0       50        0       75       25       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     99.5     99.0     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       25       25       25       26                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       17,663
COMMITMENTS
       0        0        0   17,528   17,333   17,528   17,333      135      330

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         35)
       0        0        0       35       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.2     98.1     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       17       15       17                  



Updated June 04, 2021