CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       18,753
COMMITMENTS
   1,617   12,148        1   17,104    6,594   18,722   18,743       31       10

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:    -12,709)
     149   -1,422     -564  -12,306  -10,723  -12,721  -12,709       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     64.8      0.0     91.2     35.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        1       11        9       18       13                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      158,179
COMMITMENTS
  67,777   12,047    4,050   86,352  142,082  158,179  158,179        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     -2,950)
  -3,950   -1,300    1,000        0   -2,650   -2,950   -2,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8      7.6      2.6     54.6     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        4        3       15        9       23       14                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      174,435
COMMITMENTS
  25,482   35,282    8,089  140,864  131,064  174,435  174,435        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -522)
    -300        0      325     -547     -847     -522     -522        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     20.2      4.6     80.8     75.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        5        7       22        9       33       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      159,639
COMMITMENTS
  85,724   53,414   24,719   49,097   81,505  159,540  159,639       99        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:    -20,760)
  -8,459  -19,760    1,252  -13,536   -2,251  -20,743  -20,759      -17       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7     33.5     15.5     30.8     51.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      49       20       21       24       27       82       59                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       89,165
COMMITMENTS
  52,260    4,501    4,874   32,004   79,790   89,139   89,165       26        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,488)
     900      277      489    1,099    1,722    2,488    2,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6      5.0      5.5     35.9     89.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      32        5       11       22       19       56       33                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       24,625
COMMITMENTS
  11,570   11,361      726   12,329   12,538   24,625   24,625        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0     46.1      2.9     50.1     50.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        1       11        6       17        9                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       38,022
COMMITMENTS
     875   28,571    3,150   33,985    6,286   38,010   38,007       12       15

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        575)
       0     -350        0      575      925      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     75.1      8.3     89.4     16.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        7        4        9        7       14       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| 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:       15,665
COMMITMENTS
   1,910    2,041      110   13,645   13,514   15,665   15,665        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     13.0      0.7     87.1     86.3    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 09/28/21          |
--------------------------------------------------------------| 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
     910    5,006      315   15,390   11,294   16,615   16,615        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
      50        0        0      -50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     30.1      1.9     92.6     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 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       46,449
COMMITMENTS
  22,187   14,985    2,705   21,557   28,759   46,449   46,449        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
      50        0        0      -50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8     32.3      5.8     46.4     61.9    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 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       47,065
COMMITMENTS
  17,810    2,523    1,585   27,610   42,936   47,006   47,045       59       20

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -167)
     604      670       -7     -732     -830     -135     -167      -32        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8      5.4      3.4     58.7     91.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        6        6       19       16       34       26                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       27,703
COMMITMENTS
   7,478    1,555      400   19,724   25,748   27,602   27,703      101        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0      5.6      1.4     71.2     92.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        2        1       15       13       26       16                  
 
 
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV                           Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       30,627
COMMITMENTS
   2,876    2,500        0   27,740   28,127   30,616   30,627       11        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      8.2      0.0     90.6     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        0        8        6       13        8                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        6,383
COMMITMENTS
      40        0        5    6,219    6,378    6,264    6,383      119        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,054)
       0        0        0    1,039    1,054    1,039    1,054       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.1     97.4     99.9     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       17       18       18       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       24,364
COMMITMENTS
   2,679    1,355      547   20,561   21,909   23,787   23,811      577      553

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,645)
     183      634     -156    1,463      992    1,490    1,470      155      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      5.6      2.2     84.4     89.9     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        4       33       40       38       44                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       15,275
COMMITMENTS
       0    2,836      993   13,747   11,382   14,740   15,211      535       64

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        854)
       0      242      157      697      455      854      854        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.6      6.5     90.0     74.5     96.5     99.6      3.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        4        3       24       18       27       23                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        3,980
COMMITMENTS
     474      197      252    3,195    3,422    3,921    3,871       59      109

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        200)
     139      -61       11       50      227      200      177        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      4.9      6.3     80.3     86.0     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       14       16       17       18                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,810,802
COMMITMENTS
 1155559   31,171  656,012  4958424  6096487  6769995  6783670   40,807   27,132

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:    114,299)
  44,088   -1,735   28,350   39,682   77,306  112,120  103,921    2,179   10,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      0.5      9.6     72.8     89.5     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      55       16       50      160      134      226      189                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,703,336
COMMITMENTS
 207,401   49,942  1038799  1454871  1613069  2701071  2701809    2,265    1,527

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:   -378,934)
 -43,808  -23,867 -276,096  -59,008  -79,039 -378,913 -379,002      -21       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      1.8     38.4     53.8     59.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       11       31       49       50       83       84                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,666
COMMITMENTS
   1,245    1,014      639  200,877  209,849  202,761  211,502   16,905    8,164

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      4,362)
     884      460     -185    3,781    3,845    4,480    4,120     -118      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.5      0.3     91.4     95.5     92.3     96.3      7.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       24       19       27       21                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      172,446
COMMITMENTS
  10,642        0      240  148,002  161,323  158,884  161,563   13,562   10,883

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      6,113)
     973        0      240    5,022    6,147    6,235    6,387     -122     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.0      0.1     85.8     93.5     92.1     93.7      7.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        0        1       22       25       28       26                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      277,932
COMMITMENTS
   1,998    2,392      792  258,454  271,376  261,244  274,560   16,688    3,372

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      8,900)
    -583      578     -275    8,804    7,899    7,946    8,202      954      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.9      0.3     93.0     97.6     94.0     98.8      6.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        3        3       33       38       39       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      913,886
COMMITMENTS
   4,452    4,471    4,037  897,020  903,107  905,509  911,615    8,377    2,271

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     13,413)
     576    2,531     -727   13,322   11,206   13,171   13,010      242      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.5      0.4     98.2     98.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        3        4       44       35       50       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      302,430
COMMITMENTS
   8,990    3,465    2,758  278,774  287,200  290,522  293,423   11,908    9,007

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      9,043)
   3,460     -162     -533    5,245    7,915    8,172    7,220      871    1,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.1      0.9     92.2     95.0     96.1     97.0      3.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        1        2       45       38       53       41                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      567,983
COMMITMENTS
  11,379    2,256    1,021  544,679  562,533  557,079  565,810   10,904    2,173

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      6,652)
   5,001     -105       63    1,840    6,838    6,904    6,796     -252     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.4      0.2     95.9     99.0     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        2        2       42       43       51       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      417,871
COMMITMENTS
     613   11,055      248  399,790  396,803  400,651  408,106   17,220    9,765

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -625)
     613      111      -42   -4,118     -729   -3,547     -660    2,922       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.6      0.1     95.7     95.0     95.9     97.7      4.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        3       38       32       41       39                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,435
COMMITMENTS
     272      366    1,519   94,610   94,580   96,401   96,465    3,034    2,970

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        416)
    -121       54       69      373      199      321      322       95       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.4      1.5     95.1     95.1     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       19       21       22       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,382
COMMITMENTS
     693      537      369   46,111   50,466   47,173   51,372    6,209    2,010

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      5,977)
       0      537      369    5,094    5,512    5,463    6,418      514     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.0      0.7     86.4     94.5     88.4     96.2     11.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       13       18       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      332,051
COMMITMENTS
     654      285      180  322,059  323,619  322,893  324,084    9,158    7,967

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -593)
    -364      285       41     -625   -1,042     -948     -716      355      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.1      0.1     97.0     97.5     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       24       30       25       32                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      185,457
COMMITMENTS
     341        0        0  175,456  183,456  175,797  183,456    9,660    2,001

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         54)
     341        0        0     -407       93      -66       93      120      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     94.6     98.9     94.8     98.9      5.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       26       28       27       28                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,653
COMMITMENTS
     914   25,730      572  264,767  235,677  266,253  261,979    2,400    6,674

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     25,472)
       0       30        0   26,270   25,551   26,270   25,581     -798     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      9.6      0.2     98.6     87.7     99.1     97.5      0.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        1       28       26       30       29                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,029
COMMITMENTS
  13,516      787      232   38,374   50,762   52,122   51,781      907    1,248

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      6,688)
   2,193       15       77    3,782    6,654    6,052    6,746      636      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      1.5      0.4     72.4     95.7     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        1       24       22       31       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      677,869
COMMITMENTS
  19,075    6,064    2,977  647,265  662,771  669,317  671,812    8,552    6,057

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     13,710)
   1,399      705      846   11,728   14,290   13,973   15,841     -263   -2,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.9      0.4     95.5     97.8     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8        4        5       56       44       65       52                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,528
COMMITMENTS
   1,183        0      441  176,287  180,980  177,911  181,421    5,617    2,107

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     -1,398)
     681        0        0   -2,238   -1,832   -1,557   -1,832      159      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.2     96.1     98.6     96.9     98.9      3.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       21       20       23       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,670
COMMITMENTS
   6,324    5,482    2,568  128,629  128,617  137,521  136,667    2,149    3,003

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     33,867)
   2,387    2,120        0   30,944   31,642   33,331   33,762      536      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      3.9      1.8     92.1     92.1     98.5     97.8      1.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        4        1       36       38       42       43                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      169,367
COMMITMENTS
  19,998   11,779    5,922  142,584  150,276  168,504  167,977      863    1,390

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     34,921)
   2,531    2,451      414   31,657   31,602   34,602   34,467      319      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      7.0      3.5     84.2     88.7     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13        5        7       48       48       61       60                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,839
COMMITMENTS
     430    4,602      151  200,819  197,566  201,400  202,319    2,439    1,520

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     14,532)
     194    1,609     -676   14,858   13,628   14,376   14,561      156      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.3      0.1     98.5     96.9     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        5        1       28       28       30       33                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       30,623
COMMITMENTS
       0      791        0   28,571   28,108   28,571   28,899    2,052    1,724

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,356)
       0      791        0    2,232    1,147    2,232    1,938      124      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.0     93.3     91.8     93.3     94.4      6.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       15       16       17                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,494
COMMITMENTS
     964    2,909    1,052  197,334  202,209  199,350  206,170   10,144    3,324

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     -1,865)
     468   -1,261      -12   -1,943     -846   -1,487   -2,119     -378      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.4      0.5     94.2     96.5     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        3       32       37       35       42                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,134
COMMITMENTS
   1,078        0       51   85,916   86,623   87,045   86,674    1,089    1,460

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.1     97.5     98.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       15       16       16                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,758
COMMITMENTS
       0        0        0   66,852   71,578   66,852   71,578    9,906    5,180

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         -9)
       0        0        0     -678     -164     -678     -164      669      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.1     93.3     87.1     93.3     12.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       20       20       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,310
COMMITMENTS
       0    4,074      365  201,712  197,923  202,077  202,362    5,233    4,948

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      5,466)
       0    1,221        0    5,483    4,108    5,483    5,329      -17      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.2     97.3     95.5     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        3        1       27       32       28       35                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      159,317
COMMITMENTS
       0    1,127        0  152,966  150,128  152,966  151,255    6,351    8,062

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        466)
       0      693        0      711      561      711    1,254     -245     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     96.0     94.2     96.0     94.9      4.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       23       19       23       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,603
COMMITMENTS
     527        0        0   80,900   85,883   81,427   85,883    9,176    4,720

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,690)
      93        0        0    3,581    3,098    3,674    3,098     -984     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     89.3     94.8     89.9     94.8     10.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       16       18       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,235
COMMITMENTS
   2,286        0        0   22,434   26,503   24,720   26,503    2,515      732

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -465)
    -124        0        0     -124     -651     -248     -651     -217      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      0.0      0.0     82.4     97.3     90.8     97.3      9.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       15       17       17       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      205,698
COMMITMENTS
   3,811      465        0  195,234  191,802  199,045  192,267    6,653   13,431

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      4,958)
    -249     -279      -90    2,485    5,450    2,146    5,081    2,812     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.2      0.0     94.9     93.2     96.8     93.5      3.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       13       20       14       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      126,992
COMMITMENTS
   4,454      310        0  112,488  120,222  116,942  120,532   10,050    6,460

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,164)
     453      310        0     -237      -61      216      249      948      915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.2      0.0     88.6     94.7     92.1     94.9      7.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       29       36       30       37                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,748
COMMITMENTS
   3,439        0        0   26,424   31,533   29,863   31,533    1,885      215

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,152)
     558        0        0    1,160    2,177    1,718    2,177      434      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      0.0      0.0     83.2     99.3     94.1     99.3      5.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       11       11       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,326
COMMITMENTS
   1,224    5,536      248   46,158   40,667   47,630   46,451      696    1,875

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      4,092)
     924     -197      248    3,157    5,122    4,329    5,173     -237   -1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     11.5      0.5     95.5     84.2     98.6     96.1      1.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        1       16       15       19       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      236,428
COMMITMENTS
   4,268    7,329    3,368  223,085  220,870  230,721  231,567    5,707    4,861

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      3,020)
       1      -59      305    3,259    3,298    3,565    3,544     -545     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.1      1.4     94.4     93.4     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        5        6       34       33       42       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      148,498
COMMITMENTS
   2,815      651    1,023  143,294  144,641  147,132  146,315    1,366    2,183

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        223)
     -31      -74      462      548     -172      979      216     -756        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.4      0.7     96.5     97.4     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        4       34       25       38       29                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       45,306
COMMITMENTS
   5,892        0        0   38,167   43,668   44,059   43,668    1,247    1,638

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      5,555)
     129        0        0    5,578    4,521    5,707    4,521     -152    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      0.0      0.0     84.2     96.4     97.2     96.4      2.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       14       13       14                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       96,081
COMMITMENTS
   3,020        0        0   85,491   93,535   88,511   93,535    7,570    2,546

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,618)
       0        0        0    2,742    2,494    2,742    2,494     -124      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     89.0     97.4     92.1     97.4      7.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       22       22       24       22                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       35,986
COMMITMENTS
       0    1,636        0   34,092   31,666   34,092   33,302    1,894    2,684

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,178)
       0      180        0    1,054      496    1,054      676      124      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0     94.7     88.0     94.7     92.5      5.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       14       14       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      335,730
COMMITMENTS
       0    6,723        0  325,411  324,945  325,411  331,668   10,319    4,062

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     10,745)
       0    2,852        0   10,465    7,831   10,465   10,683      280       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     96.9     96.8     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        4        0       35       25       35       29                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,785
COMMITMENTS
   2,063      310      644   76,648   81,056   79,355   82,010    4,430    1,775

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -219)
     607     -246      274      -69     -312      812     -284   -1,031       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.4      0.8     91.5     96.7     94.7     97.9      5.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       16       14       18       16                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       28,381
COMMITMENTS
     802      597       51   25,996   25,593   26,849   26,241    1,532    2,140

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      3,029)
     310     -256       51    2,409    3,935    2,770    3,730      259     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.1      0.2     91.6     90.2     94.6     92.5      5.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       11       14       13       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      226,581
COMMITMENTS
       0      527        0  222,039  222,177  222,039  222,704    4,542    3,877

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      8,565)
    -676      527      -31    9,867    6,946    9,160    7,442     -595    1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     98.0     98.1     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       24       28       24       29                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       14,628
COMMITMENTS
       0        0        0   13,464   13,435   13,464   13,435    1,164    1,193

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.0     91.8     92.0     91.8      8.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       13       12       13                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       32,838
COMMITMENTS
   3,019       50    1,576   28,223   31,207   32,818   32,833       20        5

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        108)
      45      -25       35       28      102      108      112        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      0.2      4.8     85.9     95.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        6       23       28       30       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       29,268
COMMITMENTS
   4,602      552      618   24,048   28,098   29,268   29,268        0        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        500)
      25       75        0      475      425      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      1.9      2.1     82.2     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       22       22       25       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      171,692
COMMITMENTS
  27,880    2,125    2,773  139,864  166,421  170,517  171,319    1,175      373

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      3,079)
  -2,467      -17    1,159    4,385    1,808    3,077    2,950        2      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      1.2      1.6     81.5     96.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      18        3       11       39       41       58       54                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       61,599
COMMITMENTS
   1,222    4,167    2,609   57,565   54,779   61,396   61,555      203       44

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,313)
     -45     -424       34    1,281    1,723    1,270    1,333       43      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      6.8      4.2     93.5     88.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        3       23       25       28       33                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| 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:       38,927
COMMITMENTS
     700    1,390    1,390   36,837   36,137   38,927   38,917        0       10

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        474)
    -200      -75      440      234      109      474      474        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.6      3.6     94.6     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       16       21       19       23                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       47,642
COMMITMENTS
  10,415    5,770      431   36,430   41,160   47,276   47,361      366      281

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       -5       15       -5       15       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     12.1      0.9     76.5     86.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        2       23       27       27       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,468
COMMITMENTS
   7,244    4,457    1,513   50,391   53,423   59,148   59,393      320       75

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -567)
    -517      -17       -5      165     -460     -357     -482     -210      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      7.5      2.5     84.7     89.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11        3        5       25       28       37       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,244
COMMITMENTS
     583    5,317    1,335   65,960   61,492   67,878   68,144      366      100

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,436)
     -60        0       60    1,431    1,276    1,431    1,336        5      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      7.8      2.0     96.7     90.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       25       24       27       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,813
COMMITMENTS
   1,060    6,246    1,254   83,029   78,293   85,343   85,793      470       20

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,106)
     -60        0       60    2,101    2,031    2,101    2,091        5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      7.3      1.5     96.8     91.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        2       27       25       31       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,759
COMMITMENTS
      27       25       34   27,686   27,235   27,747   27,294       12      465

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        273)
       0       25        0      281      323      281      348       -8      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.1     99.7     98.1    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       20       18       21       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       30,973
COMMITMENTS
     300      200        0   30,442   30,758   30,742   30,958      231       15

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -50      -90      -50      -90      -25       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.6      0.0     98.3     99.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       19       20       20       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       29,832
COMMITMENTS
       0    2,060       20   29,792   27,752   29,812   29,832       20        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        -10)
       0      240        0      -10     -250      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.9      0.1     99.9     93.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       13       17       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      131,456
COMMITMENTS
  11,538    8,886    4,870  114,305  117,422  130,713  131,178      743      278

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,034)
  -1,206      453     -378    3,686    1,958    2,102    2,034      -68        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      6.8      3.7     87.0     89.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        8       11       42       37       60       48                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       40,362
COMMITMENTS
      25   11,525        0   40,136   28,837   40,161   40,362      201        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -279)
       0      105        0     -459     -384     -459     -279      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     28.6      0.0     99.4     71.4     99.5    100.0      0.5      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 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       36,151
COMMITMENTS
       0    8,450       80   35,871   27,621   35,951   36,151      200        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        100)
       0      180      -80        0        0      -80      100      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     23.4      0.2     99.2     76.4     99.4    100.0      0.6      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 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       73,837
COMMITMENTS
   7,358      900    2,070   63,900   69,950   73,328   72,920      509      917

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,865)
     630     -300      -80    2,315    3,245    2,865    2,865        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      1.2      2.8     86.5     94.7     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        4       23       25       29       30                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,644
COMMITMENTS
       0       75        0   34,577   34,129   34,577   34,204       67      440

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        422)
       0       75        0      428      428      428      503       -6      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     99.8     98.5     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       21       21       21       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,677
COMMITMENTS
     620      266        0   39,845   40,196   40,465   40,462      212      215

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -170)
     -60      -41        0     -165     -129     -225     -170       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.7      0.0     98.0     98.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        0       22       22       25       24                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,059
COMMITMENTS
   2,636      100       10   43,739   46,454   46,385   46,564      674      495

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        474)
      -2        0        0      476      474      474      474        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.2      0.0     92.9     98.7     98.6     98.9      1.4      1.1

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 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,103
COMMITMENTS
   3,008      433      182   48,487   51,308   51,677   51,923      426      180

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        742)
      95       10        0      647      732      742      742        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.8      0.3     93.1     98.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        1       22       18       25       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| 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:       84,156
COMMITMENTS
   2,301      277    1,287   80,126   82,500   83,714   84,064      442       92

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -106)
    -230        0      -40      464      179      194      139     -300     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.3      1.5     95.2     98.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        4       25       28       29       32                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      109,998
COMMITMENTS
   5,935    1,316    1,086  102,334  107,367  109,355  109,769      643      229

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        378)
     477     -355       61      107    1,012      645      718     -267     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.2      1.0     93.0     97.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9        4        8       30       33       43       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       61,813
COMMITMENTS
   1,050    3,572      825   59,563   57,361   61,438   61,758      375       55

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         43)
    -400     -175     -155      598      373       43       43        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      5.8      1.3     96.4     92.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        2       24       17       28       21                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       49,231
COMMITMENTS
     880    1,470      460   47,765   47,301   49,105   49,231      126        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        520)
     250      -50     -230      520      800      540      520      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.0      0.9     97.0     96.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       16       12       19       14                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       43,394
COMMITMENTS
     411      762       39   42,448   42,501   42,898   43,302      496       92

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,428)
      28        1      -18    1,438    1,425    1,448    1,408      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.8      0.1     97.8     97.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       22       19       24       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,221
COMMITMENTS
   1,360    3,038       42   46,396   44,855   47,798   47,935      423      286

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -288)
     -75       25       27     -222     -371     -270     -319      -18       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      6.3      0.1     96.2     93.0     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        5        2       24       21       29       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,655
COMMITMENTS
       0    1,859        0   14,178   12,738   14,178   14,597      477       58

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         79)
       0        0        0       66       79       66       79       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.7      0.0     96.7     86.9     96.7     99.6      3.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       13       17       15                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       13,398
COMMITMENTS
       0      810        0   12,897   12,550   12,897   13,360      501       38

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -289)
       0        0        0     -253     -289     -253     -289      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.0      0.0     96.3     93.7     96.3     99.7      3.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       14       15       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,537
COMMITMENTS
     691      722       96   23,971   24,376   24,758   25,194      779      343

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        526)
      81        0        0      631      526      712      526     -186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.8      0.4     93.9     95.5     96.9     98.7      3.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       17       16       19       19                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,469
COMMITMENTS
     527        0      110   14,975   15,962   15,612   16,072      857      397

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         76)
     107        0        0     -241       21     -134       21      210       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.7     90.9     96.9     94.8     97.6      5.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       15       12       18       13                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       37,280
COMMITMENTS
   2,823    3,970      690   33,511   32,236   37,024   36,896      256      384

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        589)
       1       20      -29      597      428      569      419       20      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     10.6      1.9     89.9     86.5     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        3       28       23       34       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       22,113
COMMITMENTS
   1,497    2,488      381   20,060   19,004   21,938   21,873      175      240

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        601)
       0        6       -6      628      721      622      721      -21     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     11.3      1.7     90.7     85.9     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        2       27       22       31       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,446
COMMITMENTS
   1,934       25      202   13,262   15,186   15,398   15,413       48       33

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        214)
     -97        0       22      289      192      214      214        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      0.2      1.3     85.9     98.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        4       19       15       23       20                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       18,413
COMMITMENTS
   2,120        0        0   16,245   18,413   18,365   18,413       48        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -100)
    -225        0        0      125     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.0      0.0     88.2    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14       10       16       10                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,260
COMMITMENTS
     345        0      120   15,392   16,080   15,857   16,200      403       60

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        393)
       0        0        0      363      393      363      393       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.7     94.7     98.9     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        2       15       15       18       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,724
COMMITMENTS
     180       25      200    7,953    8,289    8,333    8,514      391      210

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        393)
       0        0        0      543      363      543      363     -150       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.3      2.3     91.2     95.0     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       13       14       16       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,079
COMMITMENTS
   3,260      175      540   42,048   45,364   45,848   46,079      231        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -135)
       0        0        0      -95     -135      -95     -135      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.4      1.2     91.3     98.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       21       22       24       25                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,274
COMMITMENTS
   2,560      100      480   46,038   48,684   49,078   49,264      196       10

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         90)
       0        0        0      130       90      130       90      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.2      1.0     93.4     98.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       21       20       22       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      101,123
COMMITMENTS
   1,340    2,070    1,801   97,631   96,942  100,772  100,813      351      310

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        882)
      35       59      130      638      663      803      852       79       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.0      1.8     96.5     95.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        6        8       37       32       48       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      117,112
COMMITMENTS
   2,581    1,546    2,408  112,036  112,958  117,025  116,912       87      200

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,040)
      72     -415       71      924    1,350    1,067    1,006      -27       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.3      2.1     95.7     96.5     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9        7        9       42       35       56       46                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      981,818
COMMITMENTS
  72,220   11,639  103,089  806,209  866,751  981,518  981,480      300      338

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     34,623)
   6,416      765    3,911   24,499   30,263   34,826   34,939     -203     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      1.2     10.5     82.1     88.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      35       10       30       54       46       96       79                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,025
COMMITMENTS
   1,915        0        0   11,115   13,915   13,030   13,915      995      110

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      0.0      0.0     79.3     99.2     92.9     99.2      7.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       13       12       16       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,505
COMMITMENTS
   1,215      600        0    9,545   10,795   10,760   11,395      745      110

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        170)
      50        0        0       80      185      130      185       40      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      5.2      0.0     83.0     93.8     93.5     99.0      6.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       13       12       16       13                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       35,070
COMMITMENTS
   3,390    6,110      170   31,438   28,790   34,998   35,070       72        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,746)
     -50      900        0    1,756      846    1,706    1,746       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     17.4      0.5     89.6     82.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       27       26       31       29                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       36,562
COMMITMENTS
   3,300    4,715      200   32,842   31,647   36,342   36,562      220        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,025)
    -150        0      100    1,975    1,925    1,925    2,025      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     12.9      0.5     89.8     86.6     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       20       20       23       24                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        2,178
COMMITMENTS
     315      705      190    1,318    1,063    1,823    1,958      355      220

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        201)
      90       56       40       61       75      191      171       10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     32.4      8.7     60.5     48.8     83.7     89.9     16.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        6        8       18       14       27       25                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        8,570
COMMITMENTS
   1,443      141      498    5,956    7,079    7,897    7,718      673      852

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        674)
     280       15       84      321      695      685      794      -11     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      1.6      5.8     69.5     82.6     92.1     90.1      7.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        3        6       38       39       49       45                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,567
COMMITMENTS
   6,847      175    1,902   26,506   33,171   35,255   35,248      312      319

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        812)
     -25        0      350      502      432      827      782      -15       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      0.5      5.3     74.5     93.3     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        1        2       35       39       42       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       17,169
COMMITMENTS
     185    1,145       80   16,710   15,532   16,975   16,757      194      412

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,024)
      25        0        0    1,300      978    1,325      978     -301       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      6.7      0.5     97.3     90.5     98.9     97.6      1.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        1       21       26       25       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,297
COMMITMENTS
   3,463      737      269   12,095   14,443   15,827   15,449      470      848

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        996)
    -145      -28       28    1,066      941      949      941       47       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      4.5      1.7     74.2     88.6     97.1     94.8      2.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        3        5       33       39       41       45                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,352
COMMITMENTS
       0    1,258      134   12,505   11,440   12,639   12,832      713      520

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        397)
       0      -72       68      289      366      357      362       40       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.4      1.0     93.7     85.7     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       15       22       16       24                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,387
COMMITMENTS
  12,954    2,689      260   19,903   30,154   33,117   33,103      270      284

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,104)
   1,616      260       30      218    1,814    1,864    2,104      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8      8.1      0.8     59.6     90.3     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        4        2       30       41       35       46                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       70,956
COMMITMENTS
  10,898   16,180    2,826   56,826   51,520   70,550   70,526      406      430

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      3,920)
     525    1,794      526    2,949    1,678    4,000    3,998      -80      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     22.8      4.0     80.1     72.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
       8       11       14       75       66       92       82                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,929
COMMITMENTS
       0        0       49    2,121    2,241    2,170    2,290      759      639

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        327)
       0      -24      -64      306      275      242      187       85      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      1.7     72.4     76.5     74.1     78.2     25.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        1       17       21       18       22                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       10,329
COMMITMENTS
     110        0      190    9,759    9,899   10,059   10,089      270      240

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:     -2,328)
      20        0      -20   -2,208   -2,203   -2,208   -2,223     -120     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      1.8     94.5     95.8     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       11       13       12       14                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       76,865
COMMITMENTS
  26,099    2,666   11,386   29,941   49,115   67,425   63,166    9,440   13,699

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -817)
    -216      862     -804      383     -904     -637     -846     -180       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0      3.5     14.8     39.0     63.9     87.7     82.2     12.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        4        7       12       13       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       53,231
COMMITMENTS
       0       60        0   52,641   52,013   52,641   52,073      590    1,158

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,677)
       0       60        0    2,667    2,637    2,667    2,697       10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     98.9     97.7     98.9     97.8      1.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       23       26       23       27                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       14,350
COMMITMENTS
       0        0        0   14,290   14,143   14,290   14,143       60      207

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,619)
       0        0        0    2,619    2,619    2,619    2,619        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       15       16       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      123,964
COMMITMENTS
       0        0        0  115,061  110,486  115,061  110,486    8,903   13,478

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:    -15,800)
       0        0        0  -14,350  -20,822  -14,350  -20,822   -1,450    5,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.8     89.1     92.8     89.1      7.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       13       15       13                  
 
 
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV               Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Barrels                                        OPEN INTEREST:        6,358
COMMITMENTS
       0      221        0    6,327    6,137    6,327    6,358       31        0

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        191)
       0      107        0      191       84      191      191        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     99.5     96.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15       15       15       18                  



Updated October 01, 2021