CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       31,544
COMMITMENTS
   1,543   15,955      575   29,412   15,004   31,530   31,534       14       10

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        200)
     231      100        0      -31      100      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     50.6      1.8     93.2     47.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        7        4       14       13       26       20                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      158,779
COMMITMENTS
  70,127   13,547    2,950   85,702  142,282  158,779  158,779        0        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2      8.5      1.9     54.0     89.6    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 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      174,932
COMMITMENTS
  24,611   35,557    7,964  142,357  131,411  174,932  174,932        0        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        580)
     350      305     -350      580      625      580      580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     20.3      4.6     81.4     75.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        5        7       22        9       32       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      179,145
COMMITMENTS
  93,622   65,384   23,729   61,645   90,011  178,995  179,123      150       22

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,954)
     380      121     -984   -5,357   -5,096   -5,962   -5,960        8        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.3     36.5     13.2     34.4     50.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      56       17       27       30       29       95       64                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       79,579
COMMITMENTS
  47,102    7,118    2,025   30,432   70,436   79,559   79,579       20        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        978)
   2,207      381      -60   -1,169      657      978      978        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.2      8.9      2.5     38.2     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      34        5        7       21       19       56       30                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       20,975
COMMITMENTS
   7,872    7,661      774   12,329   12,540   20,975   20,975        0        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        -51)
     207      156     -207      -51        0      -51      -51        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     36.5      3.7     58.8     59.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        2       11        6       17        9                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       37,447
COMMITMENTS
     525   30,831    3,150   33,760    3,451   37,435   37,432       12       15

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        263)
       0      204     -237      500      300      263      267        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     82.3      8.4     90.2      9.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        7        4       10        7       15       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| 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:       15,407
COMMITMENTS
   1,910    2,041      110   13,387   13,256   15,407   15,407        0        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     13.2      0.7     86.9     86.0    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 09/07/21          |
--------------------------------------------------------------| 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:       16,615
COMMITMENTS
     860    5,006      315   15,440   11,294   16,615   16,615        0        0

CHANGES FROM 08/31/21 (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     30.1      1.9     92.9     68.0    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 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,718
COMMITMENTS
  21,137   14,985    2,705   20,876   27,028   44,718   44,718        0        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:         15)
       0       15        0       15        0       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3     33.5      6.0     46.7     60.4    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 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       45,145
COMMITMENTS
  15,987    2,520      819   28,294   41,806   45,100   45,145       45        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        522)
     297       82       52      164      388      512      522       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4      5.6      1.8     62.7     92.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        5        7       20       16       34       26                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       26,085
COMMITMENTS
   7,443    1,555    2,621   15,920   21,909   25,984   26,085      101        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:          8)
       8        0        0        0        8        8        8        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      6.0     10.0     61.0     84.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        2        2       14       11       25       15                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        5,349
COMMITMENTS
      60        0       20    5,160    5,329    5,240    5,349      109        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -786)
     -15        0        0     -753     -768     -768     -768      -18      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.4     96.5     99.6     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       18       16       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       21,968
COMMITMENTS
   2,460      715    1,155   17,802   19,581   21,417   21,451      551      517

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,146)
  -1,229     -409     -214   -3,758   -4,543   -5,201   -5,166       55       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      3.3      5.3     81.0     89.1     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        5       28       38       35       43                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       13,110
COMMITMENTS
       0    2,853      949   11,601    9,257   12,550   13,059      560       51

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,861)
       0   -2,197      262   -4,331   -1,940   -4,069   -3,875      208       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     21.8      7.2     88.5     70.6     95.7     99.6      4.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        6        1       23       15       24       21                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        3,427
COMMITMENTS
   1,025      237      204    1,939    2,825    3,168    3,266      259      161

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,629)
     475     -580      -20   -2,169   -1,060   -1,714   -1,660       85       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9      6.9      6.0     56.6     82.4     92.4     95.3      7.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       12       14       17       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,479,648
COMMITMENTS
 1212829   38,061  556,087  4671705  5863409  6440621  6457557   39,027   22,091

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    116,688)
  -6,502    2,225   20,433  105,750   88,290  119,681  110,948   -2,993    5,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      0.6      8.6     72.1     90.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      60       12       47      155      134      224      184                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,648,384
COMMITMENTS
 205,624   47,742  1066145  1321222  1489302  2592991  2603189   55,393   45,195

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    193,686)
   9,163      497   65,158   66,035   84,157  140,356  149,812   53,330   43,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      1.8     40.3     49.9     56.2     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      24       11       26       54       54       85       84                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,655
COMMITMENTS
       0      407      332  196,352  205,957  196,684  206,696   19,971    9,959

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,151)
  -1,147      -61        0   -3,778   -5,698   -4,925   -5,759     -226      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.2     90.6     95.1     90.8     95.4      9.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       23       19       24       20                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      156,329
COMMITMENTS
   8,000        0        0  135,857  146,870  143,857  146,870   12,472    9,459

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -12,844)
  -1,891        0        0  -11,307  -12,292  -13,198  -12,292      354     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.0      0.0     86.9     93.9     92.0     93.9      8.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        0       23       25       27       25                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,085
COMMITMENTS
   4,383      340    1,303  227,799  245,462  233,485  247,105   17,600    3,980

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -7,913)
  -1,213     -489      635   -6,991   -7,566   -7,569   -7,420     -344     -493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.1      0.5     90.7     97.8     93.0     98.4      7.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        3       28       37       34       40                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      878,146
COMMITMENTS
   3,759    2,618    5,084  855,880  868,351  864,723  876,053   13,423    2,093

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -17,456)
  -3,869   -1,909   -2,064  -11,601  -13,329  -17,534  -17,302       78     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.3      0.6     97.5     98.9     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        5       42       32       47       38                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      291,664
COMMITMENTS
   4,721    2,121    2,763  274,086  276,677  281,570  281,561   10,094   10,103

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -13,251)
    -425     -390       59  -12,657  -14,205  -13,023  -14,536     -228    1,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.7      0.9     94.0     94.9     96.5     96.5      3.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        2       40       38       44       41                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      552,253
COMMITMENTS
   6,921    1,636    1,243  534,460  546,839  542,624  549,718    9,629    2,535

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -35,819)
  -1,085   -3,004      246  -35,363  -32,191  -36,202  -34,949      383     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.3      0.2     96.8     99.0     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        1        2       41       36       45       39                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      399,629
COMMITMENTS
       0    4,829    1,039  384,259  381,136  385,298  387,004   14,331   12,625

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -24,199)
    -290     -178     -252  -22,171  -22,063  -22,713  -22,493   -1,486   -1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.3     96.2     95.4     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        4        1       38       29       39       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,778
COMMITMENTS
     509        0    1,366   89,663   90,628   91,538   91,994    3,240    2,784

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -8,284)
    -154     -728      459   -7,867   -7,894   -7,562   -8,163     -722     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      1.4     94.6     95.6     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        3       19       22       22       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,333
COMMITMENTS
     693        0        0   37,018   40,281   37,711   40,281    4,622    2,052

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -11,904)
    -651        0        0  -10,928  -11,927  -11,579  -11,927     -325       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     87.4     95.2     89.1     95.2     10.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       12       17       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      326,082
COMMITMENTS
   1,809        0      211  309,959  318,379  311,979  318,590   14,103    7,492

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -20,336)
    -813   -1,033      -74  -25,770  -19,565  -26,657  -20,672    6,321      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.1     95.1     97.6     95.7     97.7      4.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       22       27       23       28                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      176,354
COMMITMENTS
   1,867        0        0  166,335  175,412  168,202  175,412    8,152      942

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -14,489)
    -405     -270      -90  -13,260  -13,666  -13,755  -14,026     -734     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     94.3     99.5     95.4     99.5      4.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       25       28       26       28                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      240,112
COMMITMENTS
     310   24,600      423  236,063  206,235  236,796  231,258    3,316    8,854

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -22,035)
    -300   -1,925     -524  -20,785  -20,709  -21,609  -23,158     -426    1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     10.2      0.2     98.3     85.9     98.6     96.3      1.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       24       22       26       25                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,285
COMMITMENTS
   9,962      772      868   29,033   37,127   39,863   38,767      422    1,518

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -16,058)
    -264   -4,660   -2,588  -12,493   -9,256  -15,345  -16,504     -713      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7      1.9      2.2     72.1     92.2     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        1       18       19       23       21                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      624,729
COMMITMENTS
  15,965    3,819    3,059  596,518  612,654  615,542  619,532    9,187    5,197

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -29,815)
  -4,933   -1,113   -1,695  -23,533  -26,557  -30,161  -29,365      346     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.6      0.5     95.5     98.1     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       7        5        6       53       43       62       52                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,768
COMMITMENTS
      67        0      487  175,803  181,262  176,357  181,749    6,411    1,019

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -10,194)
  -2,616        0     -150   -8,661  -10,493  -11,427  -10,643    1,233      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.3     96.2     99.2     96.5     99.4      3.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       21       17       22       18                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,786
COMMITMENTS
     465    4,737        0   95,978   90,905   96,443   95,642    2,343    3,144

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -43,167)
 -15,446   -8,250        0  -27,941  -34,648  -43,387  -42,898      220     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      4.8      0.0     97.2     92.0     97.6     96.8      2.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        0       24       21       25       24                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      126,520
COMMITMENTS
  16,575   13,283      360  108,981  111,941  125,916  125,584      604      936

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -42,074)
  -2,361     -440   -3,836  -35,778  -37,445  -41,975  -41,721      -99     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     10.5      0.3     86.1     88.5     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9        6        1       38       38       48       44                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      175,288
COMMITMENTS
     821    2,349      393  171,431  170,819  172,645  173,561    2,643    1,727

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -23,055)
  -1,953     -465     -345  -21,116  -22,302  -23,414  -23,112      359       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.3      0.2     97.8     97.5     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        1       27       26       28       30                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       26,671
COMMITMENTS
       0        0        0   24,355   25,489   24,355   25,489    2,316    1,182

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -8,153)
    -187     -558      -30   -8,038   -7,467   -8,255   -8,055      102      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.3     95.6     91.3     95.6      8.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       12       13       12                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,950
COMMITMENTS
     651    2,822    1,092  195,430  201,664  197,173  205,578   10,777    2,372

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -15,358)
     403   -1,091     -190  -15,764  -13,148  -15,551  -14,429      193     -929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.4      0.5     94.0     97.0     94.8     98.9      5.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        2       32       37       35       40                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,490
COMMITMENTS
   1,265        0      232   58,564   68,924   60,061   69,156   13,429    4,334

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,740)
  -1,553        0      -33   -3,684   -4,349   -5,270   -4,382      530     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.3     79.7     93.8     81.7     94.1     18.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       17       18       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      177,314
COMMITMENTS
       0    1,035      263  172,139  170,433  172,402  171,731    4,912    5,583

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -13,766)
       0   -1,802      -43  -13,434  -12,217  -13,477  -14,062     -289      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     97.1     96.1     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        1       26       29       27       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      156,465
COMMITMENTS
       0        0        0  149,152  147,675  149,152  147,675    7,313    8,790

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -7,961)
       0   -4,181     -639   -8,836   -3,865   -9,475   -8,685    1,514      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     94.4     95.3     94.4      4.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       18       21       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,392
COMMITMENTS
     434        0        0   73,865   78,790   74,299   78,790    9,093    4,602

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,749)
       0        0        0   -9,339   -5,293   -9,339   -5,293    3,590     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     88.6     94.5     89.1     94.5     10.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       16       17       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,175
COMMITMENTS
   2,659        0        0   20,126   24,112   22,785   24,112    2,390    1,063

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -6,138)
     496        0     -496   -5,547   -5,450   -5,547   -5,946     -591     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      0.0      0.0     79.9     95.8     90.5     95.8      9.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       15       15       17       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,420
COMMITMENTS
   3,656        0        0  189,015  182,837  192,671  182,837    3,749   13,583

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -7,952)
    -840        0        0   -6,308   -7,360   -7,148   -7,360     -804     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     96.2     93.1     98.1     93.1      1.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       14       19       15       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,250
COMMITMENTS
   3,850    1,929      238  116,078  119,819  120,166  121,986    7,084    5,264

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -8,237)
    -481     -102     -372   -7,370   -6,459   -8,223   -6,933      -14   -1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.5      0.2     91.2     94.2     94.4     95.9      5.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       27       33       29       35                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,652
COMMITMENTS
     300    2,713        0   34,543   30,262   34,843   32,975      809    2,677

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -11,315)
    -552   -2,104        0  -10,659   -9,646  -11,211  -11,750     -104      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      7.6      0.0     96.9     84.9     97.7     92.5      2.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       12       13       13       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      231,969
COMMITMENTS
   2,646    7,744    3,151  220,489  213,929  226,286  224,824    5,683    7,145

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,747)
    -496   -2,506      102   -4,570   -3,625   -4,964   -6,029     -783      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.3      1.4     95.1     92.2     97.6     96.9      2.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        6        5       35       33       41       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      139,939
COMMITMENTS
   5,215      434      599  130,319  134,111  136,133  135,144    3,806    4,795

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -12,229)
  -3,775        0      413   -8,731  -13,195  -12,093  -12,782     -136      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.3      0.4     93.1     95.8     97.3     96.6      2.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       31       22       34       25                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,393
COMMITMENTS
     651        0        0   71,965   79,665   72,616   79,665    7,777      728

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,053)
    -690        0        0   -2,934   -3,083   -3,624   -3,083     -429     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     89.5     99.1     90.3     99.1      9.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       21       24       22       24                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       28,544
COMMITMENTS
       0    1,456        0   27,630   24,906   27,630   26,362      914    2,182

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -12,738)
    -248     -796     -309  -12,788  -10,993  -13,345  -12,098      607     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.1      0.0     96.8     87.3     96.8     92.4      3.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       15       13       15       15                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      315,988
COMMITMENTS
       0    1,690        0  306,011  308,709  306,011  310,399    9,977    5,589

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -18,323)
       0   -5,826      -62  -18,229  -12,287  -18,291  -18,175      -32     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     96.8     97.7     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        0       33       25       33       27                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,213
COMMITMENTS
   1,394      671      370   75,019   79,484   76,783   80,525    5,430    1,688

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -11,944)
     960      454     -590  -11,144  -12,590  -10,774  -12,726   -1,170      782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.8      0.5     91.2     96.7     93.4     97.9      6.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       16       14       18       16                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       23,772
COMMITMENTS
       0      853        0   23,138   20,984   23,138   21,837      634    1,935

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -7,874)
       0     -953     -120   -7,808   -7,846   -7,928   -8,919       54    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     97.3     88.3     97.3     91.9      2.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0        8       13        8       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      215,796
COMMITMENTS
     372        0        0  210,980  212,145  211,352  212,145    4,444    3,651

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -10,231)
    -171   -1,142        0   -9,965   -8,577  -10,136   -9,719      -95     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     97.8     98.3     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       22       28       23       28                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       31,376
COMMITMENTS
   2,972        0    1,411   26,988   29,959   31,371   31,370        5        6

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,620)
     188      -57      -62   -1,746   -1,482   -1,620   -1,601        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.0      4.5     86.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        0        5       22       28       28       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       27,807
COMMITMENTS
   4,412      502      568   22,827   26,697   27,807   27,767        0       40

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,231)
     133        0      -40   -1,319   -1,179   -1,226   -1,219       -5      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      1.8      2.0     82.1     96.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       22       20       25       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      164,148
COMMITMENTS
  30,881    2,418    1,734  130,152  159,713  162,767  163,865    1,381      283

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        -64)
   1,226      -32      337   -1,717     -404     -154      -99       90       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      1.5      1.1     79.3     97.3     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18        4        8       35       39       55       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       59,605
COMMITMENTS
   1,269    4,446    2,710   55,467   52,425   59,446   59,581      159       24

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,893)
     -65    1,384     -976   -2,901   -4,303   -3,942   -3,895       49        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      7.5      4.5     93.1     88.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        6        4       25       23       31       31                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       38,261
COMMITMENTS
   1,750    1,540      550   35,961   36,161   38,261   38,251        0       10

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,559)
       5      280     -405   -2,159   -2,434   -2,559   -2,559        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      4.0      1.4     94.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       19       19       21                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| 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:       46,509
COMMITMENTS
  10,340    5,745      410   35,412   39,833   46,162   45,988      347      521

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,203)
     -50       23      -83   -1,133   -1,379   -1,266   -1,439       63      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.4      0.9     76.1     85.6     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        2       22       27       25       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,032
COMMITMENTS
   8,007    4,508    1,468   49,012   53,016   58,487   58,992      545       40

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,038)
    -379       31     -146   -1,172   -1,886   -1,697   -2,001     -341      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      7.6      2.5     83.0     89.8     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10        3        5       23       28       34       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,438
COMMITMENTS
     803    5,292    1,265   64,059   59,881   66,127   66,438      311        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,269)
    -158       12      -14   -2,132   -2,264   -2,304   -2,266       35       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      8.0      1.9     96.4     90.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       24       23       27       26                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       83,042
COMMITMENTS
   1,155    6,241    1,194   80,228   75,602   82,577   83,037      465        5

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,030)
    -116       72     -148   -3,897   -3,929   -4,161   -4,005      131      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      7.5      1.4     96.6     91.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        1       27       23       31       26                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,812
COMMITMENTS
      10        0       56   28,726   28,226   28,792   28,282       20      530

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.2     99.7     98.0     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       16       18       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       31,284
COMMITMENTS
     400      250        0   30,607   31,034   31,007   31,284      277        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      1,282)
       0        0        0    1,267    1,282    1,267    1,282       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.8      0.0     97.8     99.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       18       19       19                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       31,956
COMMITMENTS
       0    1,890       45   31,910   30,021   31,955   31,956        1        0

CHANGES FROM 08/31/21 (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      5.9      0.1     99.9     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       18       14       20       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      134,624
COMMITMENTS
  12,956    8,045    4,936  115,967  121,361  133,860  134,342      764      282

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        360)
    -585     -290       30      942      619      387      359      -27        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      6.0      3.7     86.1     90.1     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11        9       11       43       40       60       54                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       26,526
COMMITMENTS
       0      600        0   25,624   25,926   25,624   26,526      902        0

CHANGES FROM 08/31/21 (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      2.3      0.0     96.6     97.7     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 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,296
COMMITMENTS
       0      600        0   22,394   22,696   22,394   23,296      902        0

CHANGES FROM 08/31/21 (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      2.6      0.0     96.1     97.4     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       40,212
COMMITMENTS
      25    8,888        0   40,161   31,324   40,186   40,212       26        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        227)
       0     -375        0      227      602      227      227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     22.1      0.0     99.9     77.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       16       16       17       19                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       35,427
COMMITMENTS
       0    5,738      160   35,242   29,529   35,402   35,427       25        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        256)
       0     -375      160       96      471      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.2      0.5     99.5     83.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       15       16       16       19                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       74,552
COMMITMENTS
   6,488    1,175    2,275   65,268   70,155   74,031   73,605      521      947

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        970)
     125     -275      260      585      985      970      970        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.6      3.1     87.5     94.1     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        5       23       24       30       29                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,162
COMMITMENTS
      50        0        0   36,054   35,624   36,104   35,624       58      538

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     99.7     98.5     99.8     98.5      0.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       22       20       23       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,207
COMMITMENTS
   1,097      445        0   40,814   41,762   41,911   42,207      296        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        654)
    -175       86        0      824      568      649      654        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.1      0.0     96.7     98.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        0       24       23       27       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,440
COMMITMENTS
   2,518      100       10   43,286   45,955   45,814   46,065      626      375

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,641)
    -171      -35        0   -2,420   -2,601   -2,591   -2,636      -50       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.2      0.0     93.2     99.0     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       18       18       21       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,087
COMMITMENTS
   2,834      343      172   47,643   50,392   50,649   50,907      438      180

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,669)
    -331      -40      -50   -3,248   -3,564   -3,629   -3,654      -40      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.7      0.3     93.3     98.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        1       22       17       25       22                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| 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:       83,420
COMMITMENTS
   2,827       52    1,345   78,902   82,003   83,074   83,400      346       20

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,671)
       7      -75      -61   -4,291   -4,520   -4,345   -4,656     -326      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.1      1.6     94.6     98.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       26       29       30       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      108,225
COMMITMENTS
   5,878    1,501    1,020  100,703  105,510  107,601  108,031      624      194

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,961)
     -48     -537     -149   -5,723   -5,268   -5,920   -5,954      -41       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.4      0.9     93.0     97.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        6        5       29       32       40       39                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       60,710
COMMITMENTS
   1,375    4,162      805   58,125   55,703   60,305   60,670      405       40

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,290)
     175     -496     -245   -4,625   -3,579   -4,695   -4,320      405       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      6.9      1.3     95.7     91.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        2       22       16       25       20                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| 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:       48,786
COMMITMENTS
     540    1,505      780   47,380   46,501   48,700   48,786       86        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,115)
    -470     -405      135   -2,825   -2,845   -3,160   -3,115       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.1      1.6     97.1     95.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       15       11       19       13                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       39,572
COMMITMENTS
     377      641      183   38,402   38,678   38,962   39,502      610       70

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,044)
      39     -116        0   -1,873   -1,876   -1,834   -1,992     -210      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.6      0.5     97.0     97.7     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       20       18       23       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,091
COMMITMENTS
   1,302    2,791      165   46,248   44,847   47,715   47,803      376      288

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,435)
      -9     -195      -25   -2,202   -2,087   -2,236   -2,307     -199     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.8      0.3     96.2     93.3     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        2       21       21       26       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,976
COMMITMENTS
       0    1,869        0   14,515   13,049   14,515   14,918      461       58

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,673)
    -100     -161        0   -1,532   -1,496   -1,632   -1,657      -41      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.5      0.0     96.9     87.1     96.9     99.6      3.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       15       16       17                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       13,891
COMMITMENTS
       0      810        0   13,360   13,043   13,360   13,853      531       38

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,502)
     -25      -80        0   -1,453   -1,417   -1,478   -1,497      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.8      0.0     96.2     93.9     96.2     99.7      3.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       14       14       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,625
COMMITMENTS
     866      300      142   20,838   21,784   21,846   22,226      779      399

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,581)
    -228      300      -40   -1,561   -1,862   -1,829   -1,602      248       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.3      0.6     92.1     96.3     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       17       15       20       18                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       14,346
COMMITMENTS
     292        0      150   13,268   13,860   13,710   14,010      636      336

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,176)
    -118        0        0   -1,030   -1,142   -1,148   -1,142      -28      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      1.0     92.5     96.6     95.6     97.7      4.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       15       13       18       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,675
COMMITMENTS
   2,882    4,185      764   32,597   31,347   36,243   36,296      432      379

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,106)
    -420     -364      -20   -1,633   -1,726   -2,073   -2,110      -33        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     11.4      2.1     88.9     85.5     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        4       28       21       35       28                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       20,946
COMMITMENTS
   1,474    2,480      398   18,899   17,708   20,771   20,586      175      360

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,189)
     -76     -129     -121     -993   -1,134   -1,190   -1,384        1      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     11.8      1.9     90.2     84.5     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        2       24       19       28       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,107
COMMITMENTS
   2,056       25      180   12,823   14,869   15,059   15,074       48       33

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -335)
      36      -50     -105     -252     -177     -321     -332      -14       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.2      1.2     84.9     98.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       18       14       22       19                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,882
COMMITMENTS
     270    3,360      100   14,104   11,342   14,474   14,802      408       80

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,166)
    -100      -90      -40   -1,033   -1,056   -1,173   -1,186        7       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     22.6      0.7     94.8     76.2     97.3     99.5      2.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       13       17       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,399
COMMITMENTS
   3,260      100      500   43,203   46,789   46,963   47,389      436       10

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,403)
     120        0     -120   -1,382   -1,273   -1,382   -1,393      -21      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.2      1.1     91.1     98.7     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       20       20       22       22                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,934
COMMITMENTS
   2,560      100      480   47,458   50,349   50,498   50,929      436        5

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,658)
      85        0     -165   -1,627   -1,498   -1,707   -1,663       49        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.2      0.9     93.2     98.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       20       19       21       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       99,454
COMMITMENTS
   1,170      846    1,843   96,094   96,316   99,107   99,005      347      449

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -6,364)
    -229     -885      -60   -6,072   -5,406   -6,361   -6,351       -3      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.9      1.9     96.6     96.8     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        7       34       29       43       36                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      112,205
COMMITMENTS
   2,989    1,653    1,553  107,542  108,609  112,084  111,815      121      390

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -8,441)
     534     -193   -1,089   -7,821   -7,171   -8,376   -8,453      -65       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.5      1.4     95.8     96.8     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        5        8       41       34       53       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      886,306
COMMITMENTS
  64,299   10,955   89,818  731,774  785,414  885,891  886,188      415      118

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      9,720)
   1,852   -1,130    2,402    5,257    8,564    9,511    9,836      209     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.2     10.1     82.6     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       10       29       51       49       93       82                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,360
COMMITMENTS
   1,165      600        0    9,490   10,635   10,655   11,235      705      125

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -820)
    -135        0        0     -635     -805     -770     -805      -50      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      5.3      0.0     83.5     93.6     93.8     98.9      6.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       14,775
COMMITMENTS
     880      800      150   13,315   13,335   14,345   14,285      430      490

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        140)
    -490       65       80      495     -400       85     -255       55      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      5.4      1.0     90.1     90.3     97.1     96.7      2.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        6        4       17       19       25       27                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       33,837
COMMITMENTS
   3,015    2,065      365   30,432   31,406   33,812   33,836       25        1

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      6.1      1.1     89.9     92.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        4       28       26       33       31                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       33,725
COMMITMENTS
   4,000      600      100   29,625   33,025   33,725   33,725        0        0

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      2,170)
     900        0        0    1,270    2,170    2,170    2,170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      1.8      0.3     87.8     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       24       22       28       24                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        1,452
COMMITMENTS
      75      329      130      907      688    1,112    1,147      340      305

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -175)
     -50       49      -25     -135     -104     -210      -80       35      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     22.7      9.0     62.5     47.4     76.6     79.0     23.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        5       13       11       18       18                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,774
COMMITMENTS
     745       97      362    4,820    5,359    5,927    5,818      847      956

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -400)
      81     -181     -153     -513     -163     -585     -497      185       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      1.4      5.3     71.2     79.1     87.5     85.9     12.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        2        7       32       31       41       38                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,680
COMMITMENTS
   6,461      145    1,115   23,954   30,091   31,530   31,351      150      329

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,281)
    -558      -80        0   -1,683   -2,336   -2,241   -2,416      -40      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      0.5      3.5     75.6     95.0     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        1        2       32       36       39       38                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,423
COMMITMENTS
     110      825       80   15,193   14,085   15,383   14,990       40      433

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,412)
    -245     -655      -40   -2,117   -1,647   -2,402   -2,342      -10      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      5.3      0.5     98.5     91.3     99.7     97.2      0.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       21       29       24       31                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,348
COMMITMENTS
   3,863      640      223    6,741    9,585   10,827   10,448      521      900

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,478)
     -52      -45      -27   -2,295   -2,326   -2,374   -2,398     -104      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0      5.6      2.0     59.4     84.5     95.4     92.1      4.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        5       28       36       35       43                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,136
COMMITMENTS
       4    1,052       99   11,309   10,433   11,412   11,584      724      552

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -306)
      -3      410       -1     -332     -743     -336     -334       30       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.7      0.8     93.2     86.0     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       14       21       15       23                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       26,822
COMMITMENTS
   8,327    2,279      284   18,181   23,995   26,792   26,558       30      264

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,163)
    -665     -188        0   -3,528   -3,987   -4,193   -4,175       30       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0      8.5      1.1     67.8     89.5     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        2       28       34       33       39                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       62,828
COMMITMENTS
  11,680   10,808    2,659   48,015   48,942   62,354   62,409      474      419

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,383)
     451      978     -110   -4,602   -5,062   -4,261   -4,194     -122     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     17.2      4.2     76.4     77.9     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
       9       10       13       71       67       88       82                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,095
COMMITMENTS
      47        0      119    1,142    1,543    1,308    1,662      787      433

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:       -578)
      13      -77       69     -586     -475     -504     -483      -74      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      5.7     54.5     73.7     62.4     79.3     37.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2       12       17       15       19                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       10,417
COMMITMENTS
       0      210        0   10,087    9,892   10,087   10,102      330      315

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        850)
       0        0        0      910      850      910      850      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     96.8     95.0     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       13       12       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       50,452
COMMITMENTS
       0        0        0   49,512   48,902   49,512   48,902      940    1,550

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      4,531)
       0     -100        0    4,531    4,621    4,531    4,521        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.1     96.9     98.1     96.9      1.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       26       28       26       28                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       13,596
COMMITMENTS
       0        0        0   13,551   13,308   13,551   13,308       45      288

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       16       17       16                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      137,032
COMMITMENTS
       0        0        0  126,109  128,786  126,109  128,786   10,923    8,246

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      1,693)
       0        0        0      163    7,656      163    7,656    1,530   -5,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.0     94.0     92.0     94.0      8.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       15       14       15                  



Updated September 10, 2021