CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,744
COMMITMENTS
   2,043   17,131      500   31,176   16,104   33,719   33,735       25        9

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -405)
    -380        0        0      -25     -405     -405     -405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     50.8      1.5     92.4     47.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        7        5       14       14       23       22                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      200,723
COMMITMENTS
  86,790   26,711    2,950  110,983  171,062  200,723  200,723        0        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2     13.3      1.5     55.3     85.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        7        4       16       14       27       23                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      213,100
COMMITMENTS
  36,619   42,881    9,614  166,867  160,605  213,100  213,100        0        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        500)
       0      550        0      500      -50      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     20.1      4.5     78.3     75.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5        9       21       13       32       24                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      175,540
COMMITMENTS
  94,920   53,884   20,821   59,745  100,822  175,486  175,527       54       13

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      7,567)
   4,284    1,726    1,175    2,088    4,655    7,547    7,555       20       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.1     30.7     11.9     34.0     57.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      49       15       24       29       28       87       58                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       69,746
COMMITMENTS
  34,502    7,407    1,097   34,133   61,242   69,732   69,746       14        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      1,346)
   2,126      198      232   -1,013      916    1,346    1,346        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.5     10.6      1.6     48.9     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      26        5        4       18       14       45       22                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       20,979
COMMITMENTS
   8,252    6,980      302   12,425   13,686   20,979   20,968        0       11

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -201)
       0        0     -110      -91      -91     -201     -201        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     33.3      1.4     59.2     65.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        2       10        7       16       10                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       36,123
COMMITMENTS
   1,475   26,517    5,025   29,611    4,552   36,111   36,094       12       29

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      1,750)
     200     -150     -400    1,950    2,300    1,750    1,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     73.4     13.9     82.0     12.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        5       11        5       19       14                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       16,885
COMMITMENTS
     279      205        0   16,605   16,680   16,884   16,885        1        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.2      0.0     98.3     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15        3       16        4                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| 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:       14,592
COMMITMENTS
   1,385    2,521      160   13,047   11,911   14,592   14,592        0        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     17.3      1.1     89.4     81.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        2        9       12       12       19                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       16,465
COMMITMENTS
   1,100    5,006      515   14,850   10,944   16,465   16,465        0        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,100    1,100    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     30.4      3.1     90.2     66.5    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 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,724
COMMITMENTS
  19,383   13,635    3,705   18,636   24,384   41,724   41,724        0        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.5     32.7      8.9     44.7     58.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        3        4       15        9       23       14                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       44,040
COMMITMENTS
  15,104    2,686      319   28,605   41,027   44,029   44,033       11        7

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      1,121)
     160      234      166      796      714    1,121    1,114        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      6.1      0.7     65.0     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        6        5       20       15       33       24                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       25,423
COMMITMENTS
   6,481    1,655    2,621   16,220   21,147   25,322   25,423      101        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -340)
    -660        0        0      320     -340     -340     -340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      6.5     10.3     63.8     83.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        2        2       13       10       24       14                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        6,715
COMMITMENTS
      30        0       50    6,537    6,657    6,617    6,707       98        8

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -739)
      15        0      -15     -722     -719     -722     -734      -17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.7     97.3     99.1     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       18       20       19       21                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       14,694
COMMITMENTS
   3,045      808      809   10,637   12,904   14,491   14,521      203      173

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -3,482)
    -557     -161       32   -2,943   -3,349   -3,468   -3,478      -14       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      5.5      5.5     72.4     87.8     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        6       22       34       30       40                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       12,162
COMMITMENTS
     100    2,220      427   11,244    9,496   11,771   12,143      391       19

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -3,076)
    -318   -1,266      -35   -2,655   -1,775   -3,008   -3,076      -68        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     18.3      3.5     92.5     78.1     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        5        2       27       15       30       20                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        5,763
COMMITMENTS
     303      654      126    5,265    4,873    5,694    5,653       69      110

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,176)
      53     -372       73   -1,270     -871   -1,144   -1,170      -32       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     11.3      2.2     91.4     84.6     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       15       13       19       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,609,787
COMMITMENTS
 1582784   20,072  491,580  4494667  6080631  6569031  6592283   40,756   17,504

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    106,583)
  53,270    4,946   -5,280   57,398  105,586  105,388  105,252    1,195    1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      0.3      7.4     68.0     92.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      58       12       47      157      134      224      184                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,216,700
COMMITMENTS
 142,819   68,305  972,162  1100020  1175112  2215000  2215579    1,700    1,121

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     67,778)
  19,669    2,887   45,241    3,033   19,658   67,943   67,785     -166       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      3.1     43.9     49.6     53.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       12       28       51       47       83       77                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,251
COMMITMENTS
       0    1,171      152  188,209  194,538  188,361  195,861   18,890   11,390

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -12,423)
       0      612     -316  -11,547  -12,774  -11,863  -12,478     -560       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     90.8     93.9     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       28       21       29       22                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      159,488
COMMITMENTS
   6,881        0        0  139,771  147,646  146,652  147,646   12,836   11,842

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -12,133)
  -1,389        0     -369  -11,103  -10,952  -12,861  -11,321      728     -812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      0.0     87.6     92.6     92.0     92.6      8.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        0       23       23       27       23                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,659
COMMITMENTS
   4,005    4,892    2,042  241,544  249,197  247,591  256,131   15,068    6,528

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -19,935)
  -1,911     -392      572  -18,851  -19,844  -20,190  -19,664      255     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.9      0.8     92.0     94.9     94.3     97.5      5.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        5       28       38       35       44                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      876,114
COMMITMENTS
   6,156    4,390    9,539  845,637  857,616  861,332  871,545   14,782    4,569

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -41,157)
  -1,592   -1,811   -1,100  -40,229  -37,981  -42,921  -40,892    1,764     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.5      1.1     96.5     97.9     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        4       41       27       48       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      300,832
COMMITMENTS
   9,283    2,799    2,510  280,119  283,968  291,912  289,277    8,920   11,555

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -18,732)
  -2,033    2,491      306  -16,367  -21,132  -18,094  -18,335     -638     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.9      0.8     93.1     94.4     97.0     96.2      3.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        3        4       42       38       49       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      591,861
COMMITMENTS
   9,251      809    1,634  572,946  586,673  583,831  589,116    8,030    2,745

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -45,393)
 -14,724     -340     -298  -27,383  -44,482  -42,405  -45,120   -2,988     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.1      0.3     96.8     99.1     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        1        4       44       39       50       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      448,825
COMMITMENTS
     102   12,736    1,094  436,399  417,878  437,595  431,708   11,230   17,117

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -31,049)
    -223   -2,724     -594  -30,056  -26,783  -30,873  -30,101     -176     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.2     97.2     93.1     97.5     96.2      2.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        2       34       30       36       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,607
COMMITMENTS
     548    2,362      248   92,932   91,811   93,728   94,421    4,879    4,186

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -11,376)
    -894   -1,815     -214  -11,781   -9,085  -12,889  -11,114    1,513     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.4      0.3     94.2     93.1     95.1     95.8      4.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       16       21       18       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,693
COMMITMENTS
     709      325      279   35,480   39,268   36,468   39,872    4,225      821

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -7,734)
    -330      -62       62   -7,046   -7,583   -7,314   -7,583     -420     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.8      0.7     87.2     96.5     89.6     98.0     10.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       15       15       17       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,378
COMMITMENTS
     528    1,077      430  326,113  332,359  327,071  333,866   10,307    3,512

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -23,038)
     528     -873     -752  -22,380  -21,061  -22,604  -22,686     -434     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      0.1     96.7     98.5     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       22       31       23       34                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,952
COMMITMENTS
   3,794        0      151  175,576  187,270  179,521  187,421    9,431    1,531

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -15,019)
    -558     -308        0  -14,694  -14,316  -15,252  -14,624      233     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.1     92.9     99.1     95.0     99.2      5.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       23       25       25       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      230,014
COMMITMENTS
     920   17,554        0  225,871  203,235  226,791  220,789    3,223    9,225

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -4,359)
    -310      210     -123   -3,975   -3,622   -4,408   -3,535       49     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.6      0.0     98.2     88.4     98.6     96.0      1.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        0       21       17       22       20                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,014
COMMITMENTS
  10,901    2,563    1,661   20,358   29,573   32,920   33,797    1,094      217

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -11,100)
     176     -420   -2,336   -8,311   -8,043  -10,471  -10,799     -629     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0      7.5      4.9     59.9     86.9     96.8     99.4      3.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        1       11       21       18       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      649,228
COMMITMENTS
  18,529      824    9,085  613,394  633,788  641,008  643,697    8,220    5,531

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -30,492)
  -5,258   -5,210   -1,976  -23,521  -24,191  -30,755  -31,377      263      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.1      1.4     94.5     97.6     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        3        7       58       47       66       56                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,121
COMMITMENTS
   3,183        0        6  177,554  185,117  180,743  185,123    5,378      998

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -15,185)
    -455        0     -260  -14,234  -14,743  -14,949  -15,003     -236     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     95.4     99.5     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       21       20       22       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,630
COMMITMENTS
       0    1,104        0  105,912  103,979  105,912  105,083    2,718    3,547

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -55,924)
 -13,764   -9,062        0  -43,225  -46,552  -56,989  -55,614    1,065     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     97.5     95.7     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       18       20       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,093
COMMITMENTS
  13,764   10,290        0  127,589  130,761  141,353  141,051      740    1,042

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -59,610)
 -23,280   -4,649   -1,441  -34,350  -53,595  -59,071  -59,685     -539       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      7.2      0.0     89.8     92.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       5        8        0       36       42       41       50                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,671
COMMITMENTS
   8,343    1,978      310  180,089  186,589  188,742  188,877      929      794

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -20,224)
      92      277     -270  -19,812  -19,833  -19,990  -19,826     -234     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.0      0.2     94.9     98.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        2       34       28       38       33                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       28,479
COMMITMENTS
     248      372        0   26,547   27,152   26,795   27,524    1,684      955

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -6,690)
    -360       60      -60   -5,250   -5,910   -5,670   -5,910   -1,020     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.3      0.0     93.2     95.3     94.1     96.6      5.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       11       12       12                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,959
COMMITMENTS
   1,102    2,071    1,001  204,329  209,816  206,432  212,888    8,527    2,071

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -10,465)
    -345     -304      461  -11,212   -9,974  -11,096   -9,817      631     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.0      0.5     95.1     97.6     96.0     99.0      4.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        2       35       37       38       40                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,155
COMMITMENTS
   1,215        0        0   85,535   86,987   86,750   86,987    1,405    1,168

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,574)
    -255        0        0   -8,480   -8,402   -8,735   -8,402      161     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     97.0     98.7     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       13       14       13                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,911
COMMITMENTS
   2,600        0    1,192  188,358  190,233  192,150  191,425    3,761    4,486

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,344)
    -664   -1,270      -97   -5,530   -6,373   -6,291   -7,740   -2,053     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.6     96.1     97.1     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       25       31       27       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      159,164
COMMITMENTS
       0        0        0  151,799  151,097  151,799  151,097    7,365    8,067

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -7,565)
       0   -1,885      -31   -8,012   -6,805   -8,043   -8,721      478    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     94.9     95.4     94.9      4.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       16       20       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,310
COMMITMENTS
   1,147        0        0   78,583   81,126   79,730   81,126    5,580    4,184

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -6,200)
    -246        0        0   -6,574   -6,138   -6,820   -6,138      620      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     92.1     95.1     93.5     95.1      6.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       14       21       14                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,737
COMMITMENTS
   2,492        0        0   23,254   25,853   25,746   25,853    2,991    2,884

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -5,280)
  -1,135        0        0   -4,121   -4,773   -5,256   -4,773      -24     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      0.0      0.0     80.9     90.0     89.6     90.0     10.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12       12       14       12                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      211,362
COMMITMENTS
   6,717      526        0  199,560  196,109  206,277  196,635    5,085   14,727

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -9,714)
  -1,006      -67     -342   -8,324   -8,452   -9,672   -8,861      -42     -853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.2      0.0     94.4     92.8     97.6     93.0      2.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       14       17       16       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,521
COMMITMENTS
   2,897    1,378      121  126,643  133,822  129,661  135,321   10,860    5,200

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,423)
    -341     -451     -279   -7,020   -6,726   -7,640   -7,456     -783     -967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.0      0.1     90.1     95.2     92.3     96.3      7.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       30       29       32       31                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,867
COMMITMENTS
       0    2,077        0   42,433   39,002   42,433   41,079      434    1,788

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,610)
    -360      480     -540   -7,710   -8,778   -8,610   -8,838        0      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.8      0.0     99.0     91.0     99.0     95.8      1.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       14       15       14       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      244,041
COMMITMENTS
   3,192    8,672    1,343  231,702  226,779  236,237  236,794    7,804    7,247

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -12,919)
    -626    1,854   -1,545   -9,456  -10,962  -11,627  -10,653   -1,292   -2,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.6      0.6     94.9     92.9     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        3       33       31       37       36                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      129,315
COMMITMENTS
   3,280      434        0  120,936  123,685  124,216  124,119    5,099    5,196

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,315)
   1,455        0        0   -9,911   -8,218   -8,456   -8,218      141      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.3      0.0     93.5     95.6     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       27       21       29       22                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,480
COMMITMENTS
   1,932        0        0   76,599   85,534   78,531   85,534    8,949    1,946

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -6,925)
    -651        0        0   -6,845   -6,460   -7,496   -6,460      571     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     87.6     97.8     89.8     97.8     10.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       16       19       17       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       46,820
COMMITMENTS
       0    6,441        0   46,696   36,981   46,696   43,422      124    3,398

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -7,080)
       0     -993        0   -6,930   -7,133   -6,930   -8,126     -150    1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.8      0.0     99.7     79.0     99.7     92.7      0.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       17       13       17       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      333,346
COMMITMENTS
       0    7,862        0  322,771  319,920  322,771  327,782   10,575    5,564

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -24,439)
       0   -6,286      -94  -23,343  -18,875  -23,437  -25,255   -1,002      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     96.8     96.0     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        2        0       34       23       34       25                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       93,962
COMMITMENTS
     792        0      540   85,116   92,819   86,448   93,359    7,514      603

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,479)
      96        0       28   -7,657   -8,311   -7,533   -8,283     -946     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.6     90.6     98.8     92.0     99.4      8.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       16       17       17                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       32,736
COMMITMENTS
     403        0    1,351   30,167   31,101   31,921   32,452      815      284

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -7,950)
  -2,400        0        0   -5,130   -7,950   -7,530   -7,950     -420        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      4.1     92.2     95.0     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       10       13       13       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      205,521
COMMITMENTS
       0      241      124  201,922  201,022  202,046  201,387    3,475    4,134

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:    -13,351)
       0     -341     -426  -12,471  -12,752  -12,897  -13,519     -454      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.1     98.2     97.8     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       20       27       21       28                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       30,548
COMMITMENTS
   4,439      369    1,652   24,270   28,446   30,361   30,467      187       81

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,993)
  -1,524      230     -214     -345   -2,066   -2,083   -2,050       90       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      1.2      5.4     79.4     93.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        1        7       21       24       29       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       27,885
COMMITMENTS
   3,097      495      583   24,035   26,792   27,715   27,870      170       15

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,530)
    -460      325      -25   -1,035   -1,830   -1,520   -1,530      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      1.8      2.1     86.2     96.1     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        3       20       19       26       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      145,181
COMMITMENTS
  21,532    2,704    1,122  121,807  141,012  144,461  144,838      720      343

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -4,167)
     162      -61     -125   -4,284   -3,983   -4,247   -4,169       80        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      1.9      0.8     83.9     97.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15        4        9       33       39       51       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       61,832
COMMITMENTS
   5,965    1,937    2,047   53,726   57,765   61,738   61,749       94       83

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        553)
      44      202      299      218      130      561      631       -8      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      3.1      3.3     86.9     93.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        9       28       21       39       30                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       38,347
COMMITMENTS
   1,225      885      835   36,282   36,312   38,342   38,032        5      315

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        279)
     297      -35     -178      160      217      279        4        0      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.3      2.2     94.6     94.7    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       18       17       21       21                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       47,136
COMMITMENTS
  11,640    5,422      558   34,428   40,697   46,626   46,677      510      459

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -466)
     -50       65      -65     -426     -739     -541     -739       75      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     11.5      1.2     73.0     86.3     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       24       25       26       26                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       57,198
COMMITMENTS
   9,829    4,247    1,749   44,669   51,060   56,247   57,056      951      142

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -681)
    -399      106     -105     -133     -652     -637     -651      -44      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      7.4      3.1     78.1     89.3     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        1        4       26       28       39       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,630
COMMITMENTS
     818    5,280    1,336   67,080   63,014   69,234   69,630      396        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -2,353)
    -130        0       10   -2,202   -2,343   -2,322   -2,333      -31      -20

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       23       19       26       22                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       89,710
COMMITMENTS
   1,046    6,039    1,455   86,828   82,206   89,329   89,700      381       10

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -3,474)
     -32      101     -147   -3,083   -3,423   -3,262   -3,469     -212       -5

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       27       21       31       25                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,051
COMMITMENTS
     131        0       68   29,837   29,357   30,036   29,425       15      626

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:         55)
       0        0        0       55       55       55       55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.2     99.3     97.7    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       16       19       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       29,928
COMMITMENTS
     550      450        0   29,142   29,478   29,692   29,928      236        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      145      145      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.5      0.0     97.4     98.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       17       18       18       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       29,210
COMMITMENTS
       0      165       25   29,147   29,020   29,172   29,210       38        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     99.8     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       14       17       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      129,112
COMMITMENTS
  14,057    9,965    4,300  109,947  114,323  128,304  128,588      808      524

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -144)
     -42      -29      109     -222     -402     -156     -322       12      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      7.7      3.3     85.2     88.5     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       10       14       45       39       66       57                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       29,167
COMMITMENTS
     300      600        0   28,065   28,567   28,365   29,167      802        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.1      0.0     96.2     97.9     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,049
COMMITMENTS
     300      600        0   25,947   26,449   26,247   27,049      802        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.2      0.0     95.9     97.8     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       41,856
COMMITMENTS
      50    9,888        0   41,771   31,968   41,821   41,856       35        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     23.6      0.0     99.8     76.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       17       16       20                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       36,046
COMMITMENTS
       0    6,738        0   36,011   29,308   36,011   36,046       35        0

CHANGES FROM 06/29/21 (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     18.7      0.0     99.9     81.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       13       17       13       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       75,024
COMMITMENTS
   7,793    1,880    1,470   65,170   70,802   74,433   74,152      591      872

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          0)
     150        0        0     -150        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      2.5      2.0     86.9     94.4     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        5       24       24       32       29                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,498
COMMITMENTS
     200        0        0   35,100   34,855   35,300   34,855      198      643

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -50      -40      -50      -40       20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     98.9     98.2     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       18       23       18                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       47,035
COMMITMENTS
   1,868      658        0   44,656   46,377   46,524   47,035      511        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          7)
      10        0        0       -3        7        7        7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      1.4      0.0     94.9     98.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        0       21       22       24       26                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,636
COMMITMENTS
   2,634       70       10   47,303   50,196   49,947   50,276      689      360

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -2,725)
    -110        0        0   -2,564   -2,720   -2,674   -2,720      -51       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.1      0.0     93.4     99.1     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       18       18       21       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,046
COMMITMENTS
   3,432      180      119   53,004   56,537   56,555   56,836      491      210

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -4,032)
    -548        0        0   -3,469   -4,027   -4,017   -4,027      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.3      0.2     92.9     99.1     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        1       22       18       26       21                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       90,124
COMMITMENTS
     796      931    1,636   86,066   85,655   88,498   88,222    1,626    1,902

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        298)
      69     -181       -4     -653   -1,369     -588   -1,554      886    1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      1.8     95.5     95.0     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        5       24       28       30       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      114,882
COMMITMENTS
   3,285    3,266    2,126  108,157  108,899  113,568  114,291    1,314      591

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        601)
    -797      -81      199      357      311     -242      429      843      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.8      1.9     94.1     94.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        6        6       29       30       42       39                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       66,564
COMMITMENTS
   1,646    5,499      585   64,003   60,355   66,234   66,439      330      125

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        342)
      -2       35      123      -54      134       67      292      275       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      8.3      0.9     96.2     90.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        3       24       15       27       21                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       53,126
COMMITMENTS
      75    2,596      860   52,191   49,620   53,126   53,076        0       50

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:         35)
      75        0        0      -40      -15       35      -15        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.9      1.6     98.2     93.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        5        2       18       11       21       16                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| 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:       44,759
COMMITMENTS
       0      872      120   43,483   43,629   43,603   44,621    1,156      138

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,949)
       0     -114        0   -2,021   -1,825   -2,021   -1,939       72      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.3     97.1     97.5     97.4     99.7      2.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       19       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,275
COMMITMENTS
   1,751    3,065      168   45,737   44,625   47,656   47,858      619      417

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,153)
     203     -215      -17   -1,310     -926   -1,124   -1,158      -29        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      6.3      0.3     94.7     92.4     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        2       22       22       26       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,074
COMMITMENTS
     150    2,176        0   17,423   15,840   17,573   18,016      501       58

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,226)
       0     -196        0   -1,202   -1,025   -1,202   -1,221      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     12.0      0.0     96.4     87.6     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       15       13       17       15                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       16,289
COMMITMENTS
      50      980        0   15,630   15,271   15,680   16,251      609       38

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,038)
       0      -85        0   -1,005     -963   -1,005   -1,048      -33       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.0      0.0     96.0     93.8     96.3     99.8      3.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       13       12       14       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,081
COMMITMENTS
   1,382       40      182   21,024   22,410   22,588   22,632      493      449

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,235)
    -199       10      -10   -1,007   -1,299   -1,216   -1,299      -19       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.2      0.8     91.1     97.1     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       15       16       19       19                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       14,681
COMMITMENTS
     488       70       80   13,585   14,127   14,153   14,277      528      404

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,021)
    -103        0      -30     -865     -952     -998     -982      -23      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.5      0.5     92.5     96.2     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       12       19       14                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       37,270
COMMITMENTS
   3,255    4,928      785   32,371   31,302   36,411   37,015      859      255

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -3,276)
    -598     -455       25   -2,704   -2,826   -3,277   -3,256        1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     13.2      2.1     86.9     84.0     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        6        4       27       26       34       33                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       21,314
COMMITMENTS
   1,220    2,675      571   18,910   17,903   20,701   21,149      613      165

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,639)
    -146     -110      -40   -1,489   -1,489   -1,675   -1,639       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     12.6      2.7     88.7     84.0     97.1     99.2      2.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       21       20       25       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,778
COMMITMENTS
   1,438       25      302   13,995   15,341   15,735   15,668       43      110

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -638)
     -25      -50        0     -594     -603     -619     -653      -19       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.2      1.9     88.7     97.2     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       18       13       22       16                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       19,164
COMMITMENTS
   2,295        0        0   16,563   19,164   18,858   19,164      306        0

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -769)
    -175        0        0     -580     -769     -755     -769      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      0.0      0.0     86.4    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0       11        7       15        7                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,883
COMMITMENTS
     320      190      170   13,223   13,463   13,713   13,823      170       60

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -854)
     -40       10       70     -849     -854     -819     -774      -35      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.4      1.2     95.2     97.0     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       14       13       16       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,885
COMMITMENTS
   3,020        0      740   45,627   49,125   49,387   49,865      498       20

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,558)
     150        0     -150   -1,527   -1,408   -1,527   -1,558      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      1.5     91.5     98.5     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       18       22       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,690
COMMITMENTS
   2,330       20      790   49,172   51,870   52,292   52,680      398       10

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,543)
     125       20     -125   -1,512   -1,438   -1,512   -1,543      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      1.5     93.3     98.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       20       18       22       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      113,098
COMMITMENTS
   1,324    2,429    2,150  109,287  108,116  112,761  112,695      337      403

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -6,256)
    -503     -727        0   -5,740   -5,504   -6,243   -6,231      -13      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.1      1.9     96.6     95.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        3        8       37       32       47       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      124,924
COMMITMENTS
   1,792    2,493    2,466  120,339  119,570  124,597  124,529      327      395

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -8,368)
    -128     -958     -267   -8,112   -7,128   -8,507   -8,353      139      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.0      2.0     96.3     95.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        8        6       36       34       47       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      696,112
COMMITMENTS
  47,642   16,355   67,261  580,653  612,312  695,556  695,928      556      184

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,214)
     808      338     -184   -1,687     -812   -1,063     -658     -152     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      2.3      9.7     83.4     88.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       12       32       51       51       92       85                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,510
COMMITMENTS
   2,470        0        0   12,190   15,230   14,660   15,230      850      280

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -795)
    -155        0        0     -610     -800     -765     -800      -30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      0.0      0.0     78.6     98.2     94.5     98.2      5.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       12       10       16       10                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,000
COMMITMENTS
   1,435      600        0   10,700   12,285   12,135   12,885      865      115

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -785)
    -135        0        0     -620     -780     -755     -780      -30       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      4.6      0.0     82.3     94.5     93.3     99.1      6.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       12       12       14       13                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       17,560
COMMITMENTS
      70      910      180   16,285   15,170   16,535   16,260    1,025    1,300

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,090)
     -50     -885      115   -1,515     -925   -1,450   -1,695      360      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.2      1.0     92.7     86.4     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        8        6       17       16       23       25                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       30,779
COMMITMENTS
     285    2,920      165   30,259   27,669   30,709   30,754       70       25

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      9.5      0.5     98.3     89.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        2       27       24       29       29                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       23,895
COMMITMENTS
   3,325        0        0   20,150   23,715   23,475   23,715      420      180

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        150)
     500        0        0     -350      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      0.0      0.0     84.3     99.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        0       20       18       24       18                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,558
COMMITMENTS
     398      436      355    4,956    4,930    5,709    5,721      849      837

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -746)
     -96      -50       34     -624     -522     -686     -538      -60     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      6.6      5.4     75.6     75.2     87.1     87.2     12.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        5       30       30       36       36                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,180
COMMITMENTS
   5,655       40      210   24,151   29,743   30,016   29,993      164      187

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -3,909)
     218      -65     -239   -3,866   -3,565   -3,887   -3,869      -22      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      0.1      0.7     80.0     98.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        1       31       34       36       36                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,529
COMMITMENTS
     270      815      925   14,237   13,439   15,432   15,179       97      350

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -1,354)
    -280     -385      645   -1,781   -1,707   -1,416   -1,447       62       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      5.2      6.0     91.7     86.5     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       20       29       22       31                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,161
COMMITMENTS
   2,797      703      425    9,227   11,492   12,449   12,620      712      541

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -3,562)
    -193     -219     -197   -3,224   -3,206   -3,614   -3,622       52       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      5.3      3.2     70.1     87.3     94.6     95.9      5.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        5       34       33       41       39                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        8,524
COMMITMENTS
       2      120       58    7,722    7,865    7,782    8,043      742      481

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:       -735)
      -5       70      -70     -636     -810     -711     -810      -24       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.7     90.6     92.3     91.3     94.4      8.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       12       20       13       23                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       25,248
COMMITMENTS
   6,012    1,245      692   18,544   23,084   25,248   25,021        0      227

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -4,422)
   1,505     -298   -1,691   -4,227   -2,437   -4,413   -4,426       -9        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      4.9      2.7     73.4     91.4    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        2       28       32       32       37                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       57,505
COMMITMENTS
   8,128    6,920    2,944   45,891   46,929   56,963   56,793      542      712

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -7,543)
    -712    2,493   -2,930   -4,229   -7,313   -7,871   -7,750      328      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     12.0      5.1     79.8     81.6     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       9       10       13       69       64       85       80                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:        8,602
COMMITMENTS
       0      210        0    7,657    7,447    7,657    7,657      945      945

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:         47)
       0        0        0       47       47       47       47        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     89.0     86.6     89.0     89.0     11.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       11       12       12                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       86,521
COMMITMENTS
  24,800    1,213   15,935   34,355   53,451   75,090   70,599   11,431   15,922

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:     -9,359)
  -7,605     -592     -644   -2,944   -7,661  -11,192   -8,897    1,833     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7      1.4     18.4     39.7     61.8     86.8     81.6     13.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        4        8       12       14       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       56,296
COMMITMENTS
       0      250        0   56,046   55,262   56,046   55,512      250      784

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      1,669)
       0        0        0    1,669    1,629    1,669    1,629        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     99.6     98.2     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       27       23       27       24                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       15,899
COMMITMENTS
       0        0        0   15,794   15,586   15,794   15,586      105      313

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:        734)
       0        0        0      734      744      734      744        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.3     98.0     99.3     98.0      0.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       17       16       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      153,775
COMMITMENTS
       0        0        0  149,907  142,092  149,907  142,092    3,868   11,683

CHANGES FROM 06/29/21 (CHANGE IN OPEN INTEREST:      4,301)
       0        0        0    3,423    4,059    3,423    4,059      878      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.5     92.4     97.5     92.4      2.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       20       16       20                  



Updated July 09, 2021