CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       17,931
COMMITMENTS
     919   11,591        1   16,951    6,310   17,871   17,902       60       29

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,104)
    -277     -300       -9     -792     -808   -1,078   -1,117      -26       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     64.6      0.0     94.5     35.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        2        1       12        7       18       10                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      160,365
COMMITMENTS
  68,873   10,350    4,834   86,658  145,181  160,365  160,365        0        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        202)
    -202     -530      532     -128      200      202      202        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9      6.5      3.0     54.0     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        4       15       10       24       16                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      178,289
COMMITMENTS
  27,129   41,202    9,754  141,406  127,333  178,289  178,289        0        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        964)
    -734      500      990      708     -526      964      964        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     23.1      5.5     79.3     71.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        4        7       21       10       32       20                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      157,155
COMMITMENTS
  76,934   56,451   31,582   48,351   69,112  156,867  157,145      288       10

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:    -11,834)
  -2,119   -4,925    1,157  -10,975   -8,055  -11,938  -11,824      104      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.0     35.9     20.1     30.8     44.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      45       24       25       28       25       86       61                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      124,372
COMMITMENTS
  73,629   16,460    7,768   42,797  100,074  124,194  124,303      178       69

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      6,506)
   3,267    3,494      612    2,521    2,330    6,401    6,437      105       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.2     13.2      6.2     34.4     80.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      42        9       13       22       21       66       41                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       24,952
COMMITMENTS
  11,295   11,061    1,326   12,331   12,565   24,952   24,952        0        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     44.3      5.3     49.4     50.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        2       11        6       18        9                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       43,235
COMMITMENTS
     825   33,636    3,300   39,110    6,284   43,235   43,220        0       15

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      3,400)
     150    1,400    1,850    1,400      150    3,400    3,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     77.8      7.6     90.5     14.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        8        4        9        7       14       16                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| 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:       15,857
COMMITMENTS
   2,060    2,041      110   13,687   13,706   15,857   15,857        0        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     12.9      0.7     86.3     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        1       10       12       12       18                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| 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:       16,715
COMMITMENTS
     860    5,106      315   15,540   11,294   16,715   16,715        0        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     30.5      1.9     93.0     67.6    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 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       49,960
COMMITMENTS
  21,057   16,985    2,660   26,243   30,315   49,960   49,960        0        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        779)
     525        0        0      254      779      779      779        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1     34.0      5.3     52.5     60.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        4       18        9       25       14                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       51,588
COMMITMENTS
  17,094    2,008    3,723   30,601   45,847   51,418   51,578      170       10

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,171)
    -292     -260     -369     -525     -549   -1,186   -1,178       15        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      3.9      7.2     59.3     88.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       10        8       23       20       40       32                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       29,079
COMMITMENTS
   8,295    1,555      400   20,283   27,124   28,978   29,079      101        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        651)
     651        0        0        0      651      651      651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      5.3      1.4     69.8     93.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        2        1       12       16       27       19                  
 
 
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV                           Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       40,948
COMMITMENTS
   3,375    3,801       61   37,492   37,082   40,928   40,944       20        4

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        -77)
    -380       -6       -3      317      -72      -66      -81      -11        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      9.3      0.1     91.6     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        4        1        9       10       15       14                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        4,378
COMMITMENTS
       0        0        0    4,298    4,373    4,298    4,373       80        5

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,750)
       0        0        0   -1,718   -1,750   -1,718   -1,750      -32        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       18       20       18                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       22,275
COMMITMENTS
   2,458      407    2,409   17,208   19,229   22,075   22,045      200      230

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -3,213)
    -726     -323       25   -2,417   -2,861   -3,118   -3,159      -95      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      1.8     10.8     77.3     86.3     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        3       31       39       36       42                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       14,295
COMMITMENTS
       0    3,304    1,262   12,812    9,729   14,074   14,295      221        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -2,429)
       0     -755      110   -2,481   -1,744   -2,371   -2,389      -58      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     23.1      8.8     89.6     68.1     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        5        4       27       18       31       23                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,723
COMMITMENTS
       0      807      699    3,976    3,165    4,675    4,671       48       52

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,035)
       0      485     -425     -602   -1,089   -1,027   -1,029       -8       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     17.1     14.8     84.2     67.0     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        2       16       14       18       18                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,519,890
COMMITMENTS
 871,832   56,732  620,886  4987143  5819878  6479861  6497496   40,029   22,394

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:   -273,584)
 -59,437   -4,529  -45,399 -173,031 -228,451 -277,867 -278,379    4,283    4,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      0.9      9.5     76.5     89.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      47       13       42      154      129      209      176                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,540,426
COMMITMENTS
 204,725   42,551  917,059  1416384  1579145  2538168  2538755    2,258    1,671

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:   -121,955)
  -8,861  -43,134  -10,188 -101,464  -67,805 -120,513 -121,127   -1,443     -829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.7     36.1     55.8     62.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       13       29       49       52       82       84                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,644
COMMITMENTS
     455        0      609  195,752  202,791  196,816  203,400   19,828   13,244

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,818)
      96        0      -62    1,580   -3,134    1,614   -3,196      204    5,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.3     90.4     93.6     90.8     93.9      9.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       26       20       27       21                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,986
COMMITMENTS
   7,328        0      452  145,682  154,989  153,462  155,441   15,524   13,545

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        209)
    -278        0      337     -583   -2,331     -524   -1,994      733    2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      0.3     86.2     91.7     90.8     92.0      9.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        0        2       20       22       25       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      267,327
COMMITMENTS
   2,593      898    1,093  247,175  260,068  250,861  262,059   16,466    5,268

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      4,527)
  -1,999     -420      210    3,482    4,411    1,693    4,201    2,834      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.3      0.4     92.5     97.3     93.8     98.0      6.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        3       31       34       36       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      836,903
COMMITMENTS
      16    1,002    2,196  826,489  831,148  828,701  834,346    8,202    2,557

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:    -38,316)
  -4,115      343   -1,267  -33,692  -37,883  -39,074  -38,807      758      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.3     98.8     99.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        3       43       34       46       38                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,773
COMMITMENTS
   4,751    6,092      762  294,882  294,681  300,395  301,535   12,378   11,238

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      4,396)
    -242       31      -31    4,347    3,988    4,074    3,988      322      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.9      0.2     94.3     94.2     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        3        2       39       34       44       39                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      587,640
COMMITMENTS
   8,262        0      854  568,945  581,828  578,061  582,682    9,579    4,958

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     25,490)
   1,996     -103     -330   23,726   27,957   25,392   27,524       98   -2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.1     96.8     99.0     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       9        0        2       44       44       53       46                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      443,492
COMMITMENTS
     207   10,897      644  428,862  424,316  429,713  435,857   13,779    7,635

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     11,818)
     207      467      504   15,414   13,542   16,125   14,513   -4,307   -2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.1     96.7     95.7     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        7        3       37       34       40       42                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,700
COMMITMENTS
       0    1,123       62   92,747   89,492   92,809   90,677    4,891    7,023

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        385)
       0      -87        0      626     -884      626     -971     -241    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.1     94.9     91.6     95.0     92.8      5.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       17       20       18       22                  
 
 
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV                 Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus                         OPEN INTEREST:       16,743
COMMITMENTS
       0      258        0   14,434   16,373   14,434   16,631    2,309      112

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     86.2     97.8     86.2     99.3     13.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       10       10       11                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,488
COMMITMENTS
     390       88      759   51,031   54,969   52,180   55,816    6,308    2,672

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        632)
     -30     -120      120     -218      390     -128      390      760      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.2      1.3     87.3     94.0     89.2     95.4     10.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       20       15       22       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      327,081
COMMITMENTS
   1,447        0        0  314,091  319,050  315,538  319,050   11,543    8,031

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      5,283)
    -120        0        0    2,449    4,667    2,329    4,667    2,954      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     96.0     97.5     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        0       25       28       27       28                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      184,445
COMMITMENTS
     937        0        0  169,697  182,271  170,634  182,271   13,811    2,174

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      3,140)
       0        0        0      230    3,139      230    3,139    2,910        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     92.0     98.8     92.5     98.8      7.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       23       24       24       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,731
COMMITMENTS
       0   21,142      302  260,643  233,380  260,945  254,824    2,786    8,907

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      2,749)
       0       30        0    2,719    1,711    2,719    1,741       30    1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.0      0.1     98.8     88.5     98.9     96.6      1.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       16       25       17       29                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,144
COMMITMENTS
  20,952        0      217   31,182   55,745   52,351   55,962    4,793    1,182

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      2,165)
    -909        0        0      627    2,134     -282    2,134    2,447       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7      0.0      0.4     54.6     97.6     91.6     97.9      8.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        0        1       21       23       29       24                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      693,377
COMMITMENTS
  15,632   12,050    2,742  659,392  671,768  677,766  686,560   15,611    6,817

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     11,985)
  -3,787     -684      776    8,780   10,872    5,769   10,964    6,216    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.7      0.4     95.1     96.9     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       4       11        5       54       44       62       56                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      172,224
COMMITMENTS
   2,407        0      413  160,586  170,372  163,406  170,785    8,818    1,439

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,067)
     368        0        0   -1,373      373   -1,005      373    2,072      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.2     93.2     98.9     94.9     99.2      5.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        1       18       18       22       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      150,375
COMMITMENTS
     950   15,328    4,280  142,698  122,368  147,928  141,976    2,447    8,399

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     16,343)
     -30    6,763        0   19,769    3,113   19,739    9,876   -3,396    6,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     10.2      2.8     94.9     81.4     98.4     94.4      1.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       2       12        1       35       37       37       50                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,849
COMMITMENTS
   2,469   22,403    5,981  152,326  129,728  160,776  158,112    2,073    4,737

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     11,833)
  -1,115   10,764      805   13,450   -3,184   13,140    8,385   -1,307    3,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     13.8      3.7     93.5     79.7     98.7     97.1      1.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       5       13        3       52       49       59       63                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      223,635
COMMITMENTS
   1,494    2,643      572  219,483  217,439  221,549  220,654    2,086    2,981

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      9,665)
      52       56       31    9,600    9,516    9,683    9,603      -18       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.2      0.3     98.1     97.2     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        3       32       27       37       31                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       29,335
COMMITMENTS
   1,020    1,121        0   26,536   27,248   27,556   28,369    1,779      966

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      2,416)
     450       30        0    1,876    2,206    2,326    2,236       90      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      3.8      0.0     90.5     92.9     93.9     96.7      6.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       18       18       21       20                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      234,963
COMMITMENTS
   4,625    2,896      580  216,775  228,826  221,980  232,302   12,983    2,661

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     13,654)
     -27      631      -31   11,656   13,754   11,598   14,354    2,056     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.2      0.2     92.3     97.4     94.5     98.9      5.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        3        2       34       32       41       36                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,163
COMMITMENTS
       0        0        0   81,162   81,158   81,162   81,158    1,001    1,005

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      875    1,172      875    1,172     -275     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.8     98.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       17       17       17                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,912
COMMITMENTS
   1,042    1,097      140   62,907   67,749   64,089   68,986    8,823    3,926

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        372)
     -90        0       10      485      152      405      162      -33      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      1.5      0.2     86.3     92.9     87.9     94.6     12.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       18       16       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,197
COMMITMENTS
       0    1,230        0  180,250  180,808  180,250  182,038    6,947    5,159

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        672)
       0      -30        0    1,066      823    1,066      793     -394     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     96.3     96.6     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       22       27       22       28                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,373
COMMITMENTS
       0    2,883       31  156,064  151,397  156,095  154,311    6,278    8,062

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      4,039)
       0      643     -240    2,941    3,539    2,701    3,942    1,338       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     96.1     93.2     96.1     95.0      3.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        5        1       22       18       23       23                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,093
COMMITMENTS
       0        0        0   77,893   81,716   77,893   81,716   10,200    6,377

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -251)
       0        0        0   -2,414   -1,011   -2,414   -1,011    2,163      760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.4     92.8     88.4     92.8     11.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       18       19       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      200,621
COMMITMENTS
   4,257        0       62  189,215  187,073  193,534  187,135    7,087   13,486

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,379)
     -59        0        0     -487    1,048     -546    1,048    1,925      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     94.3     93.2     96.5     93.3      3.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       13       19       16       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,794
COMMITMENTS
   4,890      341      363  101,626  108,506  106,879  109,210    8,915    6,584

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        962)
     268     -506      273     -952     -441     -411     -674    1,373    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.3      0.3     87.8     93.7     92.3     94.3      7.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        2       30       35       36       37                  
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,969
COMMITMENTS
       0        0        0   17,240   17,729   17,240   17,729    2,729    2,240

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      300      270      300      270      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.3     88.8     86.3     88.8     13.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       16       14       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,482
COMMITMENTS
     836    4,622      270   41,875   42,423   42,981   47,315    5,501    1,167

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      2,102)
    -518    1,392      270   -1,610       42   -1,858    1,704    3,960      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      9.5      0.6     86.4     87.5     88.7     97.6     11.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        2       14       17       17       22                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      228,125
COMMITMENTS
   3,872    7,922    2,760  205,277  211,300  211,909  221,982   16,216    6,143

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -309)
     622     -103     -192   -7,403     -344   -6,973     -639    6,664      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.5      1.2     90.0     92.6     92.9     97.3      7.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        4        5       32       32       39       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      146,918
COMMITMENTS
      69      749    1,287  140,815  141,201  142,171  143,237    4,747    3,681

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      4,721)
    -390      439      186    5,759    3,042    5,555    3,667     -834    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.9     95.8     96.1     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        3       30       27       33       30                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       50,283
COMMITMENTS
   2,623        0        0   44,382   48,156   47,005   48,156    3,278    2,127

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        180)
    -868        0        0      211      -68     -657      -68      837      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.0      0.0     88.3     95.8     93.5     95.8      6.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12       13       14       13                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,150
COMMITMENTS
   1,692        0        0   82,856   88,941   84,548   88,941    9,602    5,209

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        148)
    -150        0        0   -1,322       88   -1,472       88    1,620       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     88.0     94.5     89.8     94.5     10.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       15       25       15                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       35,792
COMMITMENTS
       0      960        0   34,511   32,440   34,511   33,400    1,281    2,392

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,742)
       0        0        0    1,712    1,772    1,712    1,772       30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.0     96.4     90.6     96.4     93.3      3.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       16       19       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      326,277
COMMITMENTS
     510    2,917      115  313,238  319,351  313,863  322,383   12,414    3,894

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      2,587)
       0       -3        0    3,091    2,620    3,091    2,617     -504      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.9      0.0     96.0     97.9     96.2     98.8      3.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        1       29       20       32       23                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       81,138
COMMITMENTS
   2,250        0        0   71,324   74,632   73,574   74,632    7,564    6,506

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        510)
    -270        0        0    1,346      -71    1,076      -71     -566      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     87.9     92.0     90.7     92.0      9.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       15       15       17       15                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       27,883
COMMITMENTS
   1,020        0        0   23,498   25,625   24,518   25,625    3,365    2,258

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:          0)
    -802        0        0     -828        0   -1,630        0    1,630        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.0      0.0     84.3     91.9     87.9     91.9     12.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       12       11       12                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      235,297
COMMITMENTS
   2,656      480        4  225,640  232,497  228,300  232,981    6,997    2,316

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,640)
      86        0        4   -1,674    1,067   -1,584    1,071    3,224      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.2      0.0     95.9     98.8     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       23       27       25       29                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       11,808
COMMITMENTS
     201        0        0   10,704   10,849   10,905   10,849      903      959

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        180)
       0        0        0       60      120       60      120      120       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     90.7     91.9     92.4     91.9      7.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       10       14       10                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       29,629
COMMITMENTS
   2,540       75    1,105   25,964   28,448   29,609   29,628       20        1

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -2,071)
    -817     -100      -82   -1,172   -1,889   -2,071   -2,071        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      0.3      3.7     87.6     96.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        1        5       23       26       30       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       26,638
COMMITMENTS
   2,440      467      575   23,490   25,554   26,505   26,596      133       42

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,053)
    -965      -26     -125      -96     -944   -1,186   -1,095      133       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      1.8      2.2     88.2     95.9     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        2       20       17       22       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      188,836
COMMITMENTS
  28,490    1,637    1,960  156,008  184,790  186,458  188,387    2,378      449

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      5,502)
   1,144      105       92    3,934    5,112    5,170    5,309      332      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      0.9      1.0     82.6     97.9     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17        6       13       38       40       57       57                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,750
COMMITMENTS
     208    7,387    1,908   62,466   55,417   64,582   64,712      168       38

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,724)
     -79       41      172    1,562    1,483    1,655    1,696       69       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     11.4      2.9     96.5     85.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        8        5       23       25       30       35                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| 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:       38,227
COMMITMENTS
       0    1,776    1,200   36,924   35,047   38,124   38,023      103      204

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,104)
    -100      -99      145      986    1,058    1,031    1,104       73        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.6      3.1     96.6     91.7     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        3       16       18       19       22                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       46,918
COMMITMENTS
  10,365    5,836      342   35,787   40,437   46,494   46,615      424      303

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        280)
       0       53       -1      236      190      235      242       45       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     12.4      0.7     76.3     86.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       23       28       26       32                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       57,477
COMMITMENTS
   6,397    4,820    1,310   49,284   51,142   56,991   57,272      486      205

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        477)
       8       29      -35      427      348      400      342       77      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      8.4      2.3     85.7     89.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        4       26       28       34       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,802
COMMITMENTS
     645    5,404    1,188   67,293   63,079   69,126   69,671      676      131

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        112)
      -1        0        0     -238       82     -239       82      351       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      7.7      1.7     96.4     90.4     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        2       25       25       28       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       87,664
COMMITMENTS
     992    6,342    1,118   84,678   80,105   86,788   87,565      876       99

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        253)
       1       19       36     -237      135     -200      190      453       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      7.2      1.3     96.6     91.4     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        2       29       27       32       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,476
COMMITMENTS
      50       31       28   29,386   28,992   29,464   29,051       12      425

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        544)
       0        0        0      544      544      544      544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.1      0.1     99.7     98.4    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       21       20       23       22                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       36,709
COMMITMENTS
     250      100        0   36,293   36,596   36,543   36,696      166       13

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        577)
       0        0        0      577      577      577      577        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.0     98.9     99.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       20       18       21       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       32,402
COMMITMENTS
       0    2,265       15   32,132   30,122   32,147   32,402      255        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.0      0.0     99.2     93.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       13       18       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      138,813
COMMITMENTS
   7,372   14,065    4,972  125,729  119,527  138,073  138,563      740      250

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      4,675)
    -255      357      234    4,676    4,084    4,656    4,675       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     10.1      3.6     90.6     86.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13        7       12       40       37       59       50                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       44,516
COMMITMENTS
      25    8,282      170   44,120   36,064   44,315   44,516      201        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        662)
       0        0        0      662      662      662      662        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     18.6      0.4     99.1     81.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       17       16       19       19                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       40,296
COMMITMENTS
       5    6,157      936   39,154   33,203   40,095   40,296      201        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        682)
       0        0        0      682      682      682      682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     15.3      2.3     97.2     82.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       15       17       16       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       80,477
COMMITMENTS
   4,570      800    2,571   72,887   76,208   80,028   79,579      449      898

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      4,071)
     355        0       45    3,671    4,026    4,071    4,071        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.0      3.2     90.6     94.7     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        2        5       23       25       31       31                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,928
COMMITMENTS
     250      254        0   39,611   39,271   39,861   39,525       67      403

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        881)
     150      179        0      731      702      881      881        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.6      0.0     99.2     98.4     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       22       19       23       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       47,402
COMMITMENTS
     465      338       50   46,691   46,999   47,206   47,387      196       15

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        518)
       0      -29        0      518      547      518      518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.7      0.1     98.5     99.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       23       21       25       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,313
COMMITMENTS
   1,971        0       10   43,837   46,799   45,818   46,809    1,495      504

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,291)
     -34        0        0      957    1,267      923    1,267      368       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     92.7     98.9     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       18       17       20       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,926
COMMITMENTS
   2,774      295      187   49,149   52,239   52,110   52,721      816      205

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,131)
       0      110        0      728    1,021      728    1,131      403        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.6      0.4     92.9     98.7     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        1       22       19       25       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| 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:       81,675
COMMITMENTS
   1,296        0      880   79,139   80,750   81,315   81,630      360       45

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         65)
    -106        0      -34      185       74       45       40       20       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      1.1     96.9     98.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        3       27       27       30       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      106,078
COMMITMENTS
   3,344      698    1,029  100,926  104,057  105,299  105,784      779      294

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -708)
    -223      -13      -20     -515     -700     -758     -733       50       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.7      1.0     95.1     98.1     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        8       28       30       38       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       60,610
COMMITMENTS
     855    1,964    1,395   57,961   57,251   60,211   60,610      399        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        138)
     -75       25      100      113       13      138      138        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.2      2.3     95.6     94.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        3       23       15       27       21                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| 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:       47,102
COMMITMENTS
     895    1,380      290   45,782   45,432   46,967   47,102      135        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      2.9      0.6     97.2     96.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       14       16       17                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| 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:       45,514
COMMITMENTS
     303      645       31   44,924   44,626   45,258   45,302      256      212

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -450)
       2       -1       -2     -611     -659     -611     -662      161      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.4      0.1     98.7     98.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       23       18       24       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       50,267
COMMITMENTS
   1,501    3,407       41   48,184   46,497   49,726   49,945      541      322

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        -97)
     122      109      -15     -234     -238     -127     -144       30       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      6.8      0.1     95.9     92.5     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        1       23       23       29       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,713
COMMITMENTS
       0    1,660        0   14,101   12,785   14,101   14,445      612      268

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,053)
       0        0        0      914      858      914      858      139      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.3      0.0     95.8     86.9     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       12       15       14                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       12,919
COMMITMENTS
       0      725        0   12,288   12,096   12,288   12,821      631       98

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      185      275      185      275      150       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.6      0.0     95.1     93.6     95.1     99.2      4.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       13       16       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,481
COMMITMENTS
     544      772       96   23,835   24,413   24,475   25,281    1,006      200

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        290)
      -4        0        0       73      184       69      184      221      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.0      0.4     93.5     95.8     96.1     99.2      3.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        1       18       19       21       23                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,119
COMMITMENTS
     452        0       55   15,083   15,956   15,590   16,011      529      108

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         31)
       0        0        0       26       -4       26       -4        5       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.3     93.6     99.0     96.7     99.3      3.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       17       14       20       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,850
COMMITMENTS
   2,596    2,766      464   30,480   30,473   33,540   33,703      310      147

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         46)
       0       37      -24      -99      -60     -123      -47      169       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      8.2      1.4     90.0     90.0     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        5        1       33       24       38       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       20,932
COMMITMENTS
   1,425    1,901      284   18,852   18,456   20,561   20,641      371      291

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,005)
       0      -44        0      894    1,008      894      964      111       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      9.1      1.4     90.1     88.2     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       25       22       29       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       14,521
COMMITMENTS
   1,312        0      162   12,952   14,346   14,426   14,508       95       13

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -580)
    -412        0      -25     -199     -550     -636     -575       56       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.0      1.1     89.2     98.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       18       12       22       15                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       17,648
COMMITMENTS
   1,490        0      125   16,009   17,523   17,624   17,648       24        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -570)
    -405        0       25     -178     -595     -558     -570      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      0.0      0.7     90.7     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       14       10       16       12                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,780
COMMITMENTS
     280        0      100   16,113   16,055   16,493   16,155      287      625

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       97     -605       97     -605      -97      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.6     96.0     95.7     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       15       15       18       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,088
COMMITMENTS
     125       70      155    8,536    8,638    8,816    8,863      272      225

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         25)
       0        0        0      127     -180      127     -180     -102      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.8      1.7     93.9     95.0     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       13       15       16       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,176
COMMITMENTS
   3,385      165      395   45,271   48,456   49,051   49,016      125      160

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        595)
       0       25      -20      690      430      670      435      -75      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.3      0.8     92.1     98.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       23       20       26       23                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,541
COMMITMENTS
   2,680       75      360   49,356   51,916   52,396   52,351      145      190

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        565)
       0        0        0      565      405      565      405        0      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.1      0.7     93.9     98.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       19       24       21                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       98,682
COMMITMENTS
   1,295    1,056    1,835   94,146   93,770   97,276   96,661    1,406    2,021

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,423)
     130      -35       45      201     -323      376     -313    1,047    1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.1      1.9     95.4     95.0     98.6     98.0      1.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        3        5       38       34       47       41                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      115,194
COMMITMENTS
   3,094    1,575    1,914  109,188  109,516  114,196  113,005      998    2,189

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        348)
     270      -52      233     -976   -1,783     -473   -1,602      821    1,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      1.4      1.7     94.8     95.1     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        6        9       40       37       53       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:    1,015,179
COMMITMENTS
  55,727    9,627  124,712  833,151  878,589  1013589  1012927    1,590    2,252

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:    -11,990)
  -6,440     -188      453   -6,535  -13,996  -12,522  -13,731      532    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.9     12.3     82.1     86.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34        9       33       53       50       95       84                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,335
COMMITMENTS
   1,780        0        0   10,290   13,155   12,070   13,155    1,265      180

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         60)
       0        0        0     -210      -30     -210      -30      270       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      0.0      0.0     77.2     98.7     90.5     98.7      9.5      1.3

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 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,810
COMMITMENTS
   1,105      600        0    8,705   10,030    9,810   10,630    1,000      180

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:         60)
       0        0        0     -225      -30     -225      -30      285       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      5.6      0.0     80.5     92.8     90.7     98.3      9.3      1.7

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 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       34,533
COMMITMENTS
   2,840    6,910      770   30,851   26,833   34,461   34,513       72       20

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:        753)
    -550        0      600      703      153      753      753        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     20.0      2.2     89.3     77.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        2       25       22       29       27                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       39,599
COMMITMENTS
   3,250    4,765      550   35,799   34,099   39,599   39,414        0      185

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      1,695)
     100        0        0    1,815    1,695    1,915    1,695     -220        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     12.0      1.4     90.4     86.1    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        2       24       20       28       25                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        1,457
COMMITMENTS
     225      308       10      858      719    1,093    1,037      364      420

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -664)
    -120     -305      -69     -439     -330     -628     -704      -36       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     21.1      0.7     58.9     49.3     75.0     71.2     25.0     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1       14       12       17       16                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,946
COMMITMENTS
     590      267      533    5,202    5,645    6,325    6,445      621      501

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,305)
    -446       46       30     -846   -1,167   -1,262   -1,091      -43     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      3.8      7.7     74.9     81.3     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        8       39       36       48       46                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,967
COMMITMENTS
   6,915        0    1,885   21,879   28,699   30,679   30,584      288      383

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -2,369)
   1,002      -95     -857   -2,495   -1,387   -2,350   -2,339      -19      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      0.0      6.1     70.7     92.7     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        0        3       39       37       45       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,690
COMMITMENTS
     345      110        0   12,311   12,171   12,656   12,281       34      409

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -4,735)
      75     -255      -80   -4,713   -4,348   -4,718   -4,683      -17      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.9      0.0     97.0     95.9     99.7     96.8      0.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        0       20       26       24       28                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,695
COMMITMENTS
   2,847      479      165   10,226   12,417   13,238   13,061      457      634

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,923)
    -125      -31     -100   -1,744   -1,700   -1,969   -1,831       46      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      3.5      1.2     74.7     90.7     96.7     95.4      3.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        3       30       34       37       39                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,165
COMMITMENTS
       0      747      127   12,503   11,988   12,630   12,862      535      303

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -600)
       0     -124       36     -615     -292     -579     -380      -21     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.7      1.0     95.0     91.1     95.9     97.7      4.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       17       22       19       24                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       27,137
COMMITMENTS
  11,172    2,002      144   15,561   24,946   26,877   27,092      260       45

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -8,115)
  -6,586     -248      -25   -1,494   -7,822   -8,105   -8,095      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2      7.4      0.5     57.3     91.9     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        7        2       26       37       29       45                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       61,962
COMMITMENTS
   8,983   13,065    2,081   50,475   46,272   61,539   61,418      423      544

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:    -14,196)
    -646   -8,512     -732  -12,696   -4,779  -14,074  -14,023     -122     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     21.1      3.4     81.5     74.7     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      11        8       12       69       63       87       76                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       19,207
COMMITMENTS
   1,930        0      170   15,517   17,462   17,617   17,632    1,590    1,575

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:     -1,792)
      20        0      -20   -1,987   -1,982   -1,987   -2,002      195      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      0.0      0.9     80.8     90.9     91.7     91.8      8.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       14       16       15       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       62,907
COMMITMENTS
      31      560        0   61,986   60,891   62,017   61,451      890    1,456

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:      3,795)
       0        0        0    3,285    3,255    3,285    3,255      510      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     98.5     96.8     98.6     97.7      1.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       27       25       28       26                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       13,318
COMMITMENTS
       0        0        0   13,303   13,192   13,303   13,192       15      126

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -282)
       0        0        0     -282     -282     -282     -282        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.9     99.1     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       17       18       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      117,233
COMMITMENTS
       0        0        0  103,644  112,529  103,644  112,529   13,589    4,704

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:    -16,611)
       0        0        0  -17,228  -10,342  -17,228  -10,342      617   -6,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.4     96.0     88.4     96.0     11.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       18       15       18                  
 
 
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV               Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Barrels                                        OPEN INTEREST:        4,874
COMMITMENTS
       0      175        0    4,668    4,699    4,668    4,874      206        0

CHANGES FROM 10/26/21 (CHANGE IN OPEN INTEREST:       -840)
       0     -105        0     -848     -735     -848     -840        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     95.8     96.4     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       17       16       18                  



Updated November 05, 2021