CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,015
COMMITMENTS
   2,082   15,881      500   29,404   15,625   31,986   32,006       29        9

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -987)
    -377        6       -6     -624     -987   -1,007     -987       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     49.6      1.6     91.8     48.8     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 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      159,104
COMMITMENTS
  70,227   16,547    2,950   85,927  139,607  159,104  159,104        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -42,244)
 -13,341  -10,270      -10  -28,893  -31,964  -42,244  -42,244        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1     10.4      1.9     54.0     87.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        4       15       10       24       16                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      164,595
COMMITMENTS
  21,985   34,033    7,830  134,780  122,732  164,595  164,595        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -48,095)
  -9,215  -10,683   -2,416  -34,632  -33,164  -46,263  -46,263   -1,832   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     20.7      4.8     81.9     74.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        4        6       21       11       30       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      169,355
COMMITMENTS
  93,733   52,412   19,371   56,193   97,535  169,298  169,318       57       37

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -16,059)
  -3,699     -664   -1,911  -10,432  -13,520  -16,041  -16,095      -18       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.3     30.9     11.4     33.2     57.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      54       14       28       29       28       92       61                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       70,744
COMMITMENTS
  36,432    7,133    1,558   32,570   61,976   70,559   70,666      184       77

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        110)
     391       14       19     -383       57       27       90       82       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.5     10.1      2.2     46.0     87.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      30        4        5       19       19       50       27                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       20,914
COMMITMENTS
   7,844    7,505      802   12,268   12,607   20,914   20,914        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -565)
    -357      525        0     -208   -1,079     -565     -554        0      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     35.9      3.8     58.7     60.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        2       11        6       16        9                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       40,247
COMMITMENTS
   1,200   30,842    3,550   35,485    5,826   40,235   40,218       12       29

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,024)
     -50    2,450      700    2,374     -126    3,024    3,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     76.6      8.8     88.2     14.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        9        5       12        6       20       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       15,282
COMMITMENTS
   1,785    2,041      110   13,387   13,131   15,282   15,282        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        100)
       0      100        0      100        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     13.4      0.7     87.6     85.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        1       10       13       12       19                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       16,465
COMMITMENTS
     860    5,006      315   15,290   11,144   16,465   16,465        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1       11       11       14       15                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,499
COMMITMENTS
  21,058   14,885    2,705   20,736   26,909   44,499   44,499        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        4       17        9       24       14                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       44,965
COMMITMENTS
  14,875    3,325      297   29,773   41,343   44,945   44,965       20        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,187)
     233      548     -616     -798   -1,118   -1,182   -1,187       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      7.4      0.7     66.2     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        5        5       17       16       30       25                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       26,052
COMMITMENTS
   7,435    1,555    2,621   15,894   21,875   25,950   26,051      102        1

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      6.0     10.1     61.0     84.0     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 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        6,102
COMMITMENTS
      75        0        0    5,900    6,084    5,975    6,084      127       18

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -879)
      20        0      -20     -867     -859     -867     -879      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     96.7     99.7     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       16       17       16                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       16,057
COMMITMENTS
   3,390      923      950   11,429   13,748   15,769   15,621      288      436

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -3,814)
    -605       86     -267   -2,928   -3,733   -3,800   -3,914      -14      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      5.7      5.9     71.2     85.6     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        5       23       38       31       43                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       13,362
COMMITMENTS
       0    3,507      242   12,891    9,596   13,133   13,345      229       17

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,941)
    -100      642     -335   -1,477   -2,248   -1,912   -1,941      -29        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     26.2      1.8     96.5     71.8     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        6        2       25       17       27       23                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,257
COMMITMENTS
     215      787      111    3,877    3,239    4,203    4,137       54      120

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -2,692)
    -175     -514      -28   -2,474   -2,160   -2,677   -2,702      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     18.5      2.6     91.1     76.1     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       16       11       19       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,577,944
COMMITMENTS
 1452737   18,491  494,697  4593162  6051929  6540596  6565117   37,348   12,827

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:   -250,502)
 -53,288    6,317  -60,197 -138,350 -196,592 -251,835 -250,472    1,333      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      0.3      7.5     69.8     92.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      51       16       47      157      136      222      186                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,343,490
COMMITMENTS
 156,286   39,606  1006936  1178138  1295779  2341360  2342320    2,130    1,170

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     81,543)
   3,137  -18,983   61,807   17,873   39,425   82,817   82,249   -1,274     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      1.7     43.0     50.3     55.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       10       26       52       52       82       80                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,188
COMMITMENTS
       0    1,068        0  195,079  199,811  195,079  200,879   20,109   14,309

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      2,436)
       0      341      -90    3,519   -2,608    3,429   -2,357     -993    4,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     90.7     92.9     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       28       22       28       23                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,312
COMMITMENTS
   9,472        0      122  151,699  164,696  161,293  164,818   16,019   12,494

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      2,798)
      89        0     -121    2,045    2,851    2,013    2,730      785       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.0      0.1     85.6     92.9     91.0     93.0      9.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        0        1       22       23       27       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      271,327
COMMITMENTS
   3,458    3,710    2,826  249,184  260,245  255,468  266,781   15,859    4,546

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,301)
     562   -1,448      575    1,784    4,384    2,921    3,511      380     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.4      1.0     91.8     95.9     94.2     98.3      5.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        4       31       37       36       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      910,912
COMMITMENTS
   7,809    4,703    9,686  874,360  878,919  891,855  893,308   19,057   17,604

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      5,025)
  -2,204     -323     -715    2,872   -7,269      -47   -8,307    5,072   13,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.5      1.1     96.0     96.5     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        4        7       42       30       51       39                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      303,835
COMMITMENTS
   6,726    3,597    2,923  282,501  286,325  292,150  292,845   11,685   10,990

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        522)
   1,040     -248      -90      384    1,894    1,334    1,556     -812   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.2      1.0     93.0     94.2     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        4        3       45       39       52       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      612,390
COMMITMENTS
  11,240    2,255    1,930  591,581  603,061  604,751  607,246    7,639    5,144

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,176)
   1,870     -156       42    1,910    1,446    3,822    1,332     -646    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.4      0.3     96.6     98.5     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10        3        6       47       41       59       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      448,092
COMMITMENTS
     695   10,091    3,555  430,682  421,910  434,932  435,556   13,160   12,536

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,237)
     119     -153    2,061   -1,061    1,688    1,119    3,596      118   -2,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.3      0.8     96.1     94.2     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        2       37       33       41       39                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,562
COMMITMENTS
   1,082    1,619      370  102,372  101,478  103,824  103,467    5,738    6,095

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      2,873)
     213     -465      -19    2,690    1,779    2,884    1,295      -11    1,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.5      0.3     93.4     92.6     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       18       21       21       26                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,149
COMMITMENTS
   1,267      232      372   48,610   52,476   50,249   53,080    3,900    1,069

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        770)
       0      -93       93      584      770      677      770       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.4      0.7     89.8     96.9     92.8     98.0      7.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       18       16       21       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      350,637
COMMITMENTS
       0    2,261      267  335,510  342,687  335,777  345,215   14,860    5,422

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      6,652)
       0    1,263      267      908    4,809    1,175    6,339    5,477      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     95.7     97.7     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        3        1       25       31       26       34                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      191,628
COMMITMENTS
   5,025        0        0  173,454  190,096  178,479  190,096   13,149    1,532

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        900)
     423        0     -151   -2,222    1,051   -1,950      900    2,850        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     90.5     99.2     93.1     99.2      6.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        0       24       27       26       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,449
COMMITMENTS
     920   34,331      449  259,257  217,030  260,626  251,810    2,823   11,639

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      7,075)
       0    7,195       75    6,985   -1,691    7,060    5,579       15    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     13.0      0.2     98.4     82.4     98.9     95.6      1.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       25       21       27       25                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,376
COMMITMENTS
  13,632    6,647    2,537   39,997   47,272   56,166   56,456    2,210    1,920

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      6,397)
     984   -1,480       85    4,522    6,397    5,591    5,002      806    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     11.4      4.3     68.5     81.0     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        4        2       24       26       31       31                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      680,418
COMMITMENTS
  20,801    2,194    9,433  638,131  658,783  668,365  670,410   12,053   10,008

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     14,322)
   3,850    1,114   -1,872    8,817   11,007   10,795   10,249    3,527    4,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.3      1.4     93.8     96.8     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       6        5        4       59       46       67       53                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      136,231
COMMITMENTS
     840        0       59  130,326  132,293  131,225  132,352    5,006    3,879

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -279)
      93        0      -93     -438   -1,497     -438   -1,590      159    1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     95.7     97.1     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       16       19       17                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,660
COMMITMENTS
   4,207        0      461  179,158  189,962  183,826  190,423    7,834    1,237

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        976)
     827        0      -85   -3,144      523   -2,402      438    3,378      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.2     93.5     99.1     95.9     99.4      4.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        2       22       22       27       24                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,858
COMMITMENTS
   6,172    6,172        0  135,027  130,186  141,199  136,358    1,659    6,500

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      9,838)
     536     -372        0   10,675    7,145   11,211    6,773   -1,373    3,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      4.3      0.0     94.5     91.1     98.8     95.5      1.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        0       38       36       45       40                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      177,807
COMMITMENTS
  17,883   12,664    2,322  156,638  156,819  176,843  171,805      964    6,002

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      8,875)
     492     -730      -76    8,689    4,969    9,105    4,163     -230    4,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      7.1      1.3     88.1     88.2     99.5     96.6      0.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       8        6        5       44       48       54       57                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      206,325
COMMITMENTS
   7,608    2,625      588  197,341  202,317  205,537  205,530      788      795

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        119)
       0      213        0       26      -94       26      119       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.3      0.3     95.6     98.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        2       34       30       37       36                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       37,097
COMMITMENTS
     217      868       62   34,212   34,879   34,491   35,809    2,606    1,288

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,740)
     -31      -62       62    4,523    4,593    4,554    4,593      186      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.3      0.2     92.2     94.0     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       11       13       13       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      221,509
COMMITMENTS
     372    2,557    1,350  210,937  213,850  212,659  217,757    8,850    3,752

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,422)
     124      455      -69    4,596    3,365    4,651    3,751     -229      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.2      0.6     95.2     96.5     96.0     98.3      4.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        2       34       38       37       41                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,245
COMMITMENTS
   1,215        0        0   90,097   91,658   91,312   91,658      933      587

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       31      -31       31      -31      -31       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     97.7     99.4     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       16       21       17       21                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,351
COMMITMENTS
   3,295      208      564   63,562   72,979   67,421   73,751   11,930    5,600

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,681)
   1,568      -28        0     -298    1,120    1,270    1,092      411      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.3      0.7     80.1     92.0     85.0     92.9     15.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       16       18       18       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,985
COMMITMENTS
   1,888    2,370      944  200,720  200,119  203,552  203,433    4,433    4,552

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,057)
       0      255     -100    4,494    3,612    4,394    3,767     -337      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.1      0.5     96.5     96.2     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        1       24       30       26       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,090
COMMITMENTS
       0    2,536      525  157,996  154,376  158,521  157,437    5,569    6,653

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,114)
       0    1,168     -263      456     -344      193      561      921      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.3     96.3     94.1     96.6     95.9      3.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       22       18       23       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,531
COMMITMENTS
   1,364        0        0   83,862   85,747   85,226   85,747    6,305    5,784

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,398)
       0        0        0    1,032       43    1,032       43      366    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     91.6     93.7     93.1     93.7      6.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       19       17       21       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,095
COMMITMENTS
   1,711        0      496   24,149   27,783   26,356   28,279    3,739    1,816

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -782)
    -161        0        0   -1,278     -906   -1,439     -906      657      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      1.6     80.2     92.3     87.6     94.0     12.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       15       16       16       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,264
COMMITMENTS
   7,314        0      360  192,796  191,103  200,470  191,463    6,794   15,801

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        937)
   1,744        0        0   -2,344      783     -600      783    1,537      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.2     93.0     92.2     96.7     92.4      3.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       15       19       17       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,587
COMMITMENTS
   4,426      511      880  127,572  133,434  132,878  134,825    9,709    7,762

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -2,179)
    -384     -973     -748   -2,362   -2,308   -3,494   -4,029    1,315    1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.4      0.6     89.5     93.6     93.2     94.6      6.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       31       30       33       31                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,845
COMMITMENTS
     372    2,755        0   43,924   43,128   44,296   45,883    5,549    3,962

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        183)
       0     -930        0   -4,653   -1,671   -4,653   -2,601    4,836    2,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      5.5      0.0     88.1     86.5     88.9     92.1     11.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        0       17       18       18       22                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      244,553
COMMITMENTS
   3,635    9,680    2,956  227,157  222,010  233,748  234,646   10,805    9,907

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -3,818)
      92   -1,484      404   -8,478   -4,836   -7,982   -5,916    4,164    2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.0      1.2     92.9     90.8     95.6     95.9      4.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        6        5       33       31       39       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      152,937
COMMITMENTS
   7,739      932       60  138,372  145,130  146,171  146,122    6,766    6,815

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,179)
    -627      -60       60    2,908    3,324    2,341    3,324    1,838      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.6      0.0     90.5     94.9     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       29       21       32       23                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       28,325
COMMITMENTS
   3,717      248        0   22,362   26,930   26,079   27,178    2,246    1,147

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        124)
  -1,439        0        0        0     -930   -1,439     -930    1,563    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      0.9      0.0     78.9     95.1     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8       11       10       12                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,004
COMMITMENTS
   1,932        0        0   81,331   88,828   83,263   88,828    8,741    3,176

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,299)
       0        0        0    3,814    2,899    3,814    2,899     -515      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     88.4     96.5     90.5     96.5      9.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       18       21       19       21                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       51,439
COMMITMENTS
     248    5,591      353   50,571   42,742   51,172   48,686      267    2,753

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        124)
      31       31        0        0       62       31       93       93       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.9      0.7     98.3     83.1     99.5     94.6      0.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       17       19       19       22                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      350,035
COMMITMENTS
       0   10,769        0  338,130  331,696  338,130  342,465   11,905    7,570

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      5,834)
       0   -1,167        0    4,904    3,878    4,904    2,711      930    3,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     96.6     94.8     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        5        0       34       25       34       30                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      101,152
COMMITMENTS
     248        0      960   91,900   99,885   93,108  100,845    8,044      307

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,888)
    -124        0        0    3,699    4,156    3,575    4,156      313     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.9     90.9     98.7     92.0     99.7      8.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       17       18       18                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       36,084
COMMITMENTS
     248      837      638   33,081   33,581   33,967   35,056    2,117    1,028

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:         62)
    -124      558     -744     -310     -124   -1,178     -310    1,240      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.3      1.8     91.7     93.1     94.1     97.2      5.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       10       13       12       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      224,580
COMMITMENTS
     725      310      108  214,648  220,477  215,481  220,895    9,099    3,685

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,367)
       0      -91       31   -2,981      658   -2,950      598    4,317      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.1      0.0     95.6     98.2     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       20       28       22       30                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       23,177
COMMITMENTS
       0      434        0   22,096   21,383   22,096   21,817    1,081    1,360

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     95.3     92.3     95.3     94.1      4.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       10       12       11                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       30,119
COMMITMENTS
   4,132      504    1,351   24,613   28,241   30,096   30,096       23       23

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,787)
    -240       79     -156   -1,376   -1,702   -1,772   -1,779      -15       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      1.7      4.5     81.7     93.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        6       22       24       28       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       27,745
COMMITMENTS
   3,919        0      778   23,048   26,937   27,745   27,715        0       30

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -857)
     875     -125        0   -1,552     -732     -677     -857     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      0.0      2.8     83.1     97.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       23       19       27       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      148,986
COMMITMENTS
  23,651    2,835    1,466  122,186  144,158  147,303  148,459    1,683      527

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,699)
     817      170       72   -3,365   -2,191   -2,476   -1,949      777      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      1.9      1.0     82.0     96.8     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16        5       10       35       38       54       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,413
COMMITMENTS
   4,255    2,230    2,941   55,129   57,190   62,325   62,361       88       52

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -143)
    -359      -87        5      197      -50     -157     -132       14      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      3.6      4.7     88.3     91.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        4        5       24       22       32       29                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| 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:       41,497
COMMITMENTS
   1,370        0    1,190   38,932   40,272   41,492   41,462        5       35

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      2,546)
      -5     -480      380    2,171    2,646    2,546    2,546        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      2.9     93.8     97.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       19       19       21       20                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       48,030
COMMITMENTS
  10,440    5,490      685   36,524   41,482   47,649   47,657      381      373

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -198)
       0       -2        0     -249     -277     -249     -279       51       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     11.4      1.4     76.0     86.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       23       26       26       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,218
COMMITMENTS
   9,472    4,242    1,784   46,949   53,066   58,205   59,092    1,013      126

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        583)
       5        0       10      501      564      516      574       67        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      7.2      3.0     79.3     89.6     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        2        5       25       30       38       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,785
COMMITMENTS
     856    5,280    1,326   67,765   64,146   69,947   70,752      838       33

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        853)
     -10        0        0      431      823      421      823      432       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      7.5      1.9     95.7     90.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        2       24       20       28       23                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       91,978
COMMITMENTS
   1,076    6,098    1,468   88,305   84,297   90,849   91,863    1,129      115

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,681)
      15       26        0      918    1,565      933    1,591      748       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      6.6      1.6     96.0     91.6     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        2       29       22       33       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,106
COMMITMENTS
       0        2       66   29,025   28,472   29,091   28,540       15      566

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0      -70      -70      -70      -70        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       28,982
COMMITMENTS
     500      300        0   28,260   28,682   28,760   28,982      222        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:          8)
       0        0        0        8        8        8        8        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       18       17       19       18                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       32,847
COMMITMENTS
       0    1,640       75   32,770   31,132   32,845   32,847        2        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        850)
       0        0       25      825      825      850      850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.2     99.8     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        3       18       14       21       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      133,196
COMMITMENTS
  14,641   10,647    4,786  113,264  117,471  132,691  132,904      505      292

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      2,370)
   1,061      118     -269    1,597    2,562    2,389    2,411      -19      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      8.0      3.6     85.0     88.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       10       15       45       40       68       59                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       27,141
COMMITMENTS
       0      600        0   26,229   26,541   26,229   27,141      912        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -300)
    -300        0        0        0     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.0     96.6     97.8     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       13       14       14                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,236
COMMITMENTS
       0      600        0   24,324   24,636   24,324   25,236      912        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -300)
    -300        0        0        0     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     96.4     97.6     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       13       14       14                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       40,720
COMMITMENTS
      50    9,888        0   40,639   30,832   40,689   40,720       31        0

CHANGES FROM 07/27/21 (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     24.3      0.0     99.8     75.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       16       16       19                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       35,435
COMMITMENTS
       0    6,738        0   35,405   28,697   35,405   35,435       30        0

CHANGES FROM 07/27/21 (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     19.0      0.0     99.9     81.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       13       16       13       19                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       72,727
COMMITMENTS
   7,058    1,925    1,930   63,272   67,920   72,260   71,775      467      952

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        219)
    -295     -170      170      464      219      339      219     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      2.6      2.7     87.0     93.4     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        5       23       25       31       30                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,965
COMMITMENTS
     100        0        0   34,817   34,379   34,917   34,379       48      586

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        785)
       0        0        0      930      785      930      785     -145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     99.6     98.3     99.9     98.3      0.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       18       24       18                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,338
COMMITMENTS
   1,538      468        0   42,374   43,870   43,912   44,338      426        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,838)
    -150        0      -68   -1,620   -1,760   -1,838   -1,828        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.1      0.0     95.6     98.9     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        0       22       22       25       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,753
COMMITMENTS
   2,802       70       10   47,990   51,313   50,802   51,393      951      360

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        290)
      23        0        0        5      290       28      290      262        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.1      0.0     92.7     99.1     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       19       18       22       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,456
COMMITMENTS
   3,774      205      143   53,836   57,913   57,753   58,261      703      195

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        382)
      24       50        0      151      352      175      402      207      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.4      0.2     92.1     99.1     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        1       22       18       26       22                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| 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:       90,024
COMMITMENTS
   1,610      649    1,476   86,325   87,819   89,411   89,944      613       80

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,947)
     309       15     -137    1,895    2,074    2,067    1,952     -120       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.7      1.6     95.9     97.6     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        5       26       29       32       34                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      115,895
COMMITMENTS
   4,751    2,090    1,248  109,243  112,329  115,242  115,667      653      228

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      2,803)
   1,825      320     -265    1,113    2,748    2,673    2,803      130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.8      1.1     94.3     96.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        8        6       27       31       41       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       66,860
COMMITMENTS
   1,642    4,200      831   64,377   61,803   66,850   66,834       10       26

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,613)
     -48      167      156    1,550    1,369    1,658    1,692      -45      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      6.3      1.2     96.3     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       23       13       27       17                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| 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:       53,367
COMMITMENTS
     225    2,150      815   52,327   50,402   53,367   53,367        0        0

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        120)
       0     -270      105       15      285      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.0      1.5     98.1     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       11       22       13                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       43,719
COMMITMENTS
       0      872      120   42,352   42,388   42,472   43,380    1,247      339

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -158)
       0        0        0     -250     -310     -250     -310       92      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.3     96.9     97.0     97.1     99.2      2.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       18       20       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       49,390
COMMITMENTS
   1,245    3,240      178   47,420   45,513   48,843   48,931      547      459

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        989)
    -159      -35        0      988      928      829      893      160       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      6.6      0.4     96.0     92.2     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        3       22       22       27       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,204
COMMITMENTS
     125    2,176        0   17,380   15,915   17,505   18,091      699      113

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:         75)
     -50        0        0      -93       30     -143       30      218       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     12.0      0.0     95.5     87.4     96.2     99.4      3.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       15       13       18       15                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       16,444
COMMITMENTS
      50      975        0   15,635   15,361   15,685   16,336      759      108

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        100)
       0       -5        0      -70       45      -70       40      170       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      5.9      0.0     95.1     93.4     95.4     99.3      4.6      0.7

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 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,568
COMMITMENTS
   1,407       84      182   23,172   24,919   24,761   25,185      807      383

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        697)
       0       10        0      431      697      431      707      266      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.3      0.7     90.6     97.5     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       17       18       22       22                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,675
COMMITMENTS
     488       15      135   15,364   16,121   15,987   16,271      688      404

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        -11)
       0      -55       55      -66      -11      -11      -11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.1      0.8     92.1     96.7     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       13       19       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,702
COMMITMENTS
   3,749    4,943      770   34,531   33,689   39,050   39,402      652      300

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        980)
      68     -195        5      704    1,120      777      930      203       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     12.5      1.9     87.0     84.9     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        6        4       29       25       38       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       22,842
COMMITMENTS
   1,709    2,675      561   20,279   19,441   22,549   22,677      293      165

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        395)
      49        0      -10      271      405      310      395       85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     11.7      2.5     88.8     85.1     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        2       24       20       29       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,318
COMMITMENTS
   2,038       55      295   12,887   14,921   15,220   15,271       98       47

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -703)
     530       30      -57   -1,213     -614     -740     -641       37      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      0.4      1.9     84.1     97.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        4       17       12       22       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,880
COMMITMENTS
     380      180      140   13,153   12,880   13,673   13,200      207      680

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        -30)
      20        0        0      -87     -650      -67     -650       37      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.3      1.0     94.8     92.8     98.5     95.1      1.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       14       13       16       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,175
COMMITMENTS
   3,020        0      740   45,872   49,260   49,632   50,000      543      175

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      145       35      145       35       45      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      1.5     91.4     98.2     98.9     99.7      1.1      0.3

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 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,915
COMMITMENTS
   2,330       20      790   49,687   52,925   52,807   53,735    1,108      180

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        690)
       0        0        0      -20      510      -20      510      710      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      1.5     92.2     98.2     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       20       19       22       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,331
COMMITMENTS
   1,548    2,334    2,126  106,248  104,165  109,922  108,625    1,409    2,706

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -2,636)
     -30       60        5   -3,693   -4,998   -3,718   -4,933    1,082    2,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.1      1.9     95.4     93.6     98.7     97.6      1.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        5        7       36       30       45       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      128,477
COMMITMENTS
   1,994    2,182    2,959  122,123  120,032  127,076  125,173    1,401    3,304

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        683)
      25       32      -10     -506   -2,177     -491   -2,155    1,174    2,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.7      2.3     95.1     93.4     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        9        9       40       34       53       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      801,504
COMMITMENTS
  57,010   17,797   79,746  663,591  702,237  800,347  799,780    1,157    1,724

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     41,970)
  11,141    1,438      633   33,435   38,562   45,209   40,633   -3,239    1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      2.2      9.9     82.8     87.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      34       12       31       53       50       95       85                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,275
COMMITMENTS
   2,470        0        0   11,915   15,050   14,385   15,050      890      225

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -450)
       0        0        0     -605     -560     -605     -560      155      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      0.0      0.0     78.0     98.5     94.2     98.5      5.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       11       18       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,775
COMMITMENTS
   1,435      600        0   10,340   11,940   11,775   12,540    1,000      235

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -450)
       0        0        0     -550     -490     -550     -490      100       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      4.7      0.0     80.9     93.5     92.2     98.2      7.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       13       12       15       13                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       17,610
COMMITMENTS
     560    1,250    1,185   15,520   14,825   17,265   17,260      345      350

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,345)
    -330     -825      365     -820     -690     -785   -1,150     -560     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      7.1      6.7     88.1     84.2     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        8       10       20       17       31       28                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       32,680
COMMITMENTS
     690    3,255      260   31,660   29,143   32,610   32,658       70       22

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,700)
     200      100        0    1,500    1,600    1,700    1,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     10.0      0.8     96.9     89.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        3       27       23       31       28                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       25,520
COMMITMENTS
   3,800        0        0   21,720   25,340   25,520   25,340        0      180

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        780)
     600        0        0      600      780    1,200      780     -420        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      0.0      0.0     85.1     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        0       22       18       26       18                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,592
COMMITMENTS
     408      404      297    5,094    4,772    5,799    5,473      793    1,119

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -835)
      21     -108      -13     -628     -731     -620     -852     -215       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      6.1      4.5     77.3     72.4     88.0     83.0     12.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       31       29       36       33                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,798
COMMITMENTS
   5,666       55       25   22,963   28,561   28,654   28,641      144      157

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -2,824)
    -122      -40     -120   -2,539   -2,631   -2,781   -2,791      -43      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      0.2      0.1     79.7     99.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        1       30       33       36       34                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,436
COMMITMENTS
     295    1,130      120   14,731   13,561   15,146   14,811      290      625

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,761)
    -160      845     -925     -864   -1,901   -1,949   -1,981      188      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      7.3      0.8     95.4     87.9     98.1     96.0      1.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       20       28       23       30                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,997
COMMITMENTS
   3,905      558      212    8,049   11,380   12,166   12,150      831      847

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,704)
     933     -219      -46   -2,419   -1,738   -1,532   -2,003     -172      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      4.3      1.6     61.9     87.6     93.6     93.5      6.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        5       28       31       35       37                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        7,477
COMMITMENTS
       0       90        0    6,679    6,975    6,679    7,065      798      412

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -1,219)
    -132      -55       -6   -1,119   -1,059   -1,257   -1,120       38      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     89.3     93.3     89.3     94.5     10.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       13       20       13       22                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       24,192
COMMITMENTS
   5,577      869    1,039   17,576   22,092   24,192   24,000        0      192

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -4,594)
  -1,197     -616      105   -3,502   -4,048   -4,594   -4,559        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      3.6      4.3     72.7     91.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        3       26       34       31       38                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       57,320
COMMITMENTS
   7,452    6,623    3,750   45,613   46,479   56,815   56,852      505      468

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -5,189)
     -97     -700      289   -5,312   -4,928   -5,120   -5,339      -69      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     11.6      6.5     79.6     81.1     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
       7       11       12       68       66       84       80                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:        6,845
COMMITMENTS
       0      210        0    6,185    6,050    6,185    6,260      660      585

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        -53)
       0        0        0     -143      -53     -143      -53       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     90.4     88.4     90.4     91.5      9.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       11       13       12                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       48,245
COMMITMENTS
       0      250        0   48,035   46,623   48,035   46,873      210    1,372

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      1,410)
       0        0        0    1,410      845    1,410      845        0      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     99.6     96.6     99.6     97.2      0.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       27       24       27       25                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       14,720
COMMITMENTS
       0        0        0   14,240   14,433   14,240   14,433      480      287

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        432)
       0        0        0       27      393       27      393      405       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.7     98.1     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       16       15       16                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      141,396
COMMITMENTS
       0        0        0  135,900  129,180  135,900  129,180    5,496   12,216

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:         82)
       0        0        0      152       60      152       60      -70       22

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

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



Updated August 6, 2021