NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      169,097
COMMITMENTS
  72,305    7,079    8,615   88,177  153,403  169,097  169,097        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,250)
   1,000        0        0      250    1,250    1,250    1,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8      4.2      5.1     52.1     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        3        4       15       11       25       17                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      201,230
COMMITMENTS
  27,245   53,103    7,749  166,215  140,368  201,209  201,220       21       10

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,775)
    -105    3,150     -230    3,110     -154    2,775    2,766        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     26.4      3.9     82.6     69.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        5       10       22       13       35       26                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:        3,842
COMMITMENTS
     834      200        0    2,933    3,585    3,767    3,785       75       57

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       -8        0       -8        0        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      5.2      0.0     76.3     93.3     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        2        0        7        9       14       11                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      208,019
COMMITMENTS
 124,595   60,926   26,304   56,586  120,736  207,486  207,966      533       53

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,867)
    -187      936    2,545      499     -630    2,857    2,850       10       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.9     29.3     12.6     27.2     58.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      66       19       33       30       25      107       68                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       24,900
COMMITMENTS
  10,220   11,061    2,326   12,354   11,513   24,900   24,900        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0     44.4      9.3     49.6     46.2    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 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,025
COMMITMENTS
   1,425   30,772    1,200   32,400    3,038   35,025   35,010        0       15

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         50)
     100     -508        0      -50      558       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     87.9      3.4     92.5      8.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        7        2        8        7       12       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| 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:       15,030
COMMITMENTS
   1,971    2,041      179   12,880   12,810   15,030   15,030        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     13.6      1.2     85.7     85.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        2       10       13       12       20                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| 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:       16,119
COMMITMENTS
   1,060    5,406      240   14,819   10,473   16,119   16,119        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     33.5      1.5     91.9     65.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        1       11       12       14       16                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       13,606
COMMITMENTS
   3,896        0       75    9,635   13,531   13,606   13,606        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      0.0      0.6     70.8     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2        9       10       14       12                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       49,500
COMMITMENTS
  19,775   16,985    2,660   27,065   29,855   49,500   49,500        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9     34.3      5.4     54.7     60.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        4       18        9       26       14                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:        9,738
COMMITMENTS
       0    3,630      620    9,076    5,488    9,696    9,738       42        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     37.3      6.4     93.2     56.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        6        2       10        5       12       11                  
 
 
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV                Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       29,624
COMMITMENTS
  12,583    2,884        0   16,988   26,739   29,571   29,623       53        1

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5      9.7      0.0     57.3     90.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        2        0       10       15       27       17                  
 
 
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV                           Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       63,467
COMMITMENTS
  12,717   11,593    1,663   48,840   50,189   63,219   63,444      248       23

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -719)
     246     -448       -4   -1,003     -245     -762     -698       43      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     18.3      2.6     77.0     79.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19       10        5       16       10       37       23                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        4,505
COMMITMENTS
       0       22       25    4,345    4,378    4,370    4,425      135       80

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        373)
       0        0        0      352      339      352      339       21       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.6     96.4     97.2     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       18       18       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       23,304
COMMITMENTS
   2,549        0    3,259   17,137   19,640   22,945   22,899      359      405

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,600)
     394        0      644    1,579    1,983    2,617    2,627      -17      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.0     14.0     73.5     84.3     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        5       30       41       36       46                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       18,484
COMMITMENTS
     143    3,277    2,227   15,905   12,650   18,275   18,154      209      330

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      3,663)
     143     -507    1,070    2,685    2,920    3,898    3,483     -235      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     17.7     12.0     86.0     68.4     98.9     98.2      1.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       24       16       27       20                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        2,527
COMMITMENTS
       0      368      681    1,846    1,372    2,527    2,421        0      106

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        225)
    -164      167      194      195     -242      225      119        0      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.6     26.9     73.1     54.3    100.0     95.8      0.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        3       12       11       15       15                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,418,884
COMMITMENTS
 879,979   18,597  656,320  4836132  5727733  6372431  6402650   46,453   16,234

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:    145,281)
  90,489     -234    2,931   53,327  142,513  146,747  145,210   -1,466       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      0.3     10.2     75.3     89.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      49       18       50      153      126      217      180                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,147,475
COMMITMENTS
 178,528   35,018  708,909  1256784  1401749  2144222  2145675    3,253    1,799

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     49,492)
   4,278  -18,635   31,374   14,054   36,372   49,706   49,110     -213      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      1.6     33.0     58.5     65.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       12       32       50       48       86       82                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,099
COMMITMENTS
       0    1,253      279  178,554  189,407  178,833  190,939   20,266    8,160

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      4,596)
       0     -102     -112    4,404    4,866    4,292    4,652      304      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     89.7     95.1     89.8     95.9     10.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       21       18       22       20                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      144,024
COMMITMENTS
     846        0        0  128,639  129,409  129,485  129,409   14,539   14,615

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        698)
     286        0        0      178      435      464      435      234      263

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       21       20       22       20                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,234
COMMITMENTS
       0       98      368  240,656  252,849  241,024  253,315   17,210    4,919

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      5,332)
       0        0        0    4,561    6,043    4,561    6,043      771     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.1     93.2     97.9     93.3     98.1      6.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        1        1       31       34       32       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      768,102
COMMITMENTS
   4,602      723    1,582  751,076  761,886  757,260  764,191   10,842    3,911

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     10,464)
     108     -537      360    9,133   10,428    9,601   10,251      863      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.1      0.2     97.8     99.2     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        3       39       32       44       36                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,239
COMMITMENTS
   4,735    6,075       96  287,676  286,305  292,507  292,476    8,732    8,763

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      8,505)
     -84     -720       84    8,318    7,533    8,318    6,897      187    1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.0      0.0     95.5     95.0     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        1       40       36       41       39                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      564,349
COMMITMENTS
   4,905   13,445      770  551,248  546,327  556,923  560,542    7,426    3,807

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     13,715)
       0    1,181   -1,291   14,538   13,688   13,247   13,578      468      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.4      0.1     97.7     96.8     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        3       40       39       45       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      449,132
COMMITMENTS
     252   19,393      601  434,627  415,275  435,480  435,269   13,652   13,863

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     18,322)
     252    9,706      506   16,817    8,554   17,575   18,766      747     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.3      0.1     96.8     92.5     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        7        3       40       34       44       41                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,186
COMMITMENTS
       0    1,727        0   99,114   96,219   99,114   97,946    4,072    5,240

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      4,080)
       0       62        0    4,009    4,156    4,009    4,218       71     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     96.1     93.2     96.1     94.9      3.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       15       12       16                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,533
COMMITMENTS
       0      122      403   33,512   34,520   33,915   35,045    3,618    2,488

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      952      700      952      700     -252        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      1.1     89.3     92.0     90.4     93.4      9.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       18       15       19       16                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      327,397
COMMITMENTS
     413        0        0  315,485  317,524  315,898  317,524   11,499    9,873

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      7,144)
       0        0        0    7,286   10,784    7,286   10,784     -142   -3,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     96.4     97.0     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       24       27       25       27                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      171,721
COMMITMENTS
       0        0        0  163,681  168,871  163,681  168,871    8,040    2,850

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      3,520)
       0        0        0    3,306    3,520    3,306    3,520      214        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     98.3     95.3     98.3      4.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       24       23       24       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      242,096
COMMITMENTS
       0   17,129      236  240,431  219,172  240,667  236,537    1,429    5,559

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     -1,450)
       0     -174        0   -1,450   -1,268   -1,450   -1,442        0       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      0.1     99.3     90.5     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        1       14       24       15       27                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,507
COMMITMENTS
  10,567        0        0   29,187   37,447   39,754   37,447    2,753    5,060

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        168)
    -280        0        0      448      140      168      140        0       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      0.0      0.0     68.7     88.1     93.5     88.1      6.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        0       11       16       17       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      670,399
COMMITMENTS
   6,292    2,456    3,632  648,117  657,692  658,041  663,780   12,358    6,619

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     10,292)
     950      428      421    9,731   10,572   11,102   11,421     -810   -1,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.4      0.5     96.7     98.1     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        5        6       48       36       55       44                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,782
COMMITMENTS
   6,520        0        0  184,092  193,767  190,612  193,767    6,170    3,015

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     17,967)
   6,520        0        0   11,228   16,892   17,748   16,892      219    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     93.6     98.5     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       19       19       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      135,455
COMMITMENTS
       0    7,777    1,302  131,734  124,155  133,036  133,234    2,419    2,221

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,624)
       0        0        0    1,568    1,624    1,568    1,624       56        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.7      1.0     97.3     91.7     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       20       19       21       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,277
COMMITMENTS
   3,788   15,682    1,302  135,770  125,344  140,860  142,328    2,417      949

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,596)
       0        0        0    1,596    1,596    1,596    1,596        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     10.9      0.9     94.8     87.5     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       3       10        1       39       39       43       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      247,755
COMMITMENTS
     806   11,124      216  244,999  233,663  246,021  245,003    1,734    2,752

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      5,124)
       0    1,334     -417    5,488    4,073    5,071    4,990       53      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      4.5      0.1     98.9     94.3     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        2       28       26       31       29                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       25,364
COMMITMENTS
     701        0        0   23,549   24,746   24,250   24,746    1,114      618

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         28)
       0        0        0       28     -224       28     -224        0      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     92.8     97.6     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       13       16       14       16                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,018
COMMITMENTS
   4,171      854      651  190,823  198,783  195,645  200,288   11,373    6,730

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         29)
   1,684        0        0     -207     -513    1,477     -513   -1,448      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.4      0.3     92.2     96.0     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        2       29       29       33       32                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,274
COMMITMENTS
       0        0        0   51,926   51,641   51,926   51,641      348      633

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        728)
       0        0        0      728    1,268      728    1,268        0     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.3     98.8     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0        9       16        9       16                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      199,773
COMMITMENTS
     746        0      123  193,743  194,853  194,612  194,976    5,161    4,797

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        837)
    -123        0      123      830    1,175      830    1,298        7     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.1     97.0     97.5     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       24       29       25       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,937
COMMITMENTS
       0        0        0  138,986  138,963  138,986  138,963    3,951    3,974

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       56       84       56       84       28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.2     97.2     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       20       22       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,515
COMMITMENTS
       0        0        0   72,754   74,051   72,754   74,051    8,761    7,464

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         21)
       0        0        0       52       21       52       21      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.3     90.8     89.3     90.8     10.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       17       20       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,148
COMMITMENTS
   2,967        0        0  176,760  172,332  179,727  172,332    5,421   12,816

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,746)
      62        0        0    2,633    1,898    2,695    1,898     -949     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     95.5     93.1     97.1     93.1      2.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       13       17       14       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,033
COMMITMENTS
   3,662        0      302   91,928   92,602   95,892   92,904    6,141    9,129

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      3,127)
     642        0        0      871    2,410    1,513    2,410    1,614      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      0.3     90.1     90.8     94.0     91.1      6.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       26       30       27       31                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,978
COMMITMENTS
     664    3,435        0   27,916   30,997   28,580   34,432    6,398      546

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      3,436)
       0        0        0    2,580    3,436    2,580    3,436      856        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      9.8      0.0     79.8     88.6     81.7     98.4     18.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        0       10       13       12       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      197,837
COMMITMENTS
   2,880    5,058    3,495  183,325  184,596  189,700  193,149    8,137    4,688

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        417)
    -168     -510      151      120      136      103     -223      314      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.6      1.8     92.7     93.3     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        3       29       32       33       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      135,693
COMMITMENTS
       0      762      308  130,126  133,450  130,434  134,520    5,259    1,173

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,736)
       0      224     -224    1,879    2,081    1,655    2,081       81     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.2     95.9     98.3     96.1     99.1      3.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       30       27       31       28                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       39,895
COMMITMENTS
     720      744        0   36,606   38,369   37,326   39,113    2,569      782

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        504)
       0        0        0      504      793      504      793        0     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.9      0.0     91.8     96.2     93.6     98.0      6.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       11       16       12       17                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       81,167
COMMITMENTS
   1,382        0        0   73,518   77,764   74,900   77,764    6,267    3,403

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        118)
       0        0        0       -6      242       -6      242      124     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     90.6     95.8     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       25       19       26       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       28,266
COMMITMENTS
       0    1,752        0   25,685   25,229   25,685   26,981    2,581    1,285

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,393)
       0     -509        0    1,256    1,757    1,256    1,248      137      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.2      0.0     90.9     89.3     90.9     95.5      9.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       11       16       12                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      322,232
COMMITMENTS
       0        0        0  312,427  318,413  312,427  318,413    9,805    3,819

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        912)
       0        0        0      688      884      688      884      224       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.0     98.8     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       27       18       27       18                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       21,379
COMMITMENTS
   1,309        0        0   18,960   19,547   20,269   19,547    1,110    1,832

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      0.0     88.7     91.4     94.8     91.4      5.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       11       11       11                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      220,449
COMMITMENTS
   2,532        0        0  215,202  216,747  217,734  216,747    2,715    3,702

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      4,132)
    -102        0        0    4,314    3,703    4,212    3,703      -80      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     97.6     98.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       23       24       24       24                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,205
COMMITMENTS
   2,161    1,121    1,040   30,971   32,044   34,172   34,205       33        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        219)
      81     -218      168      -12      269      237      219      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      3.3      3.0     90.5     93.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        4       23       24       31       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       26,293
COMMITMENTS
   1,002      645      910   24,256   24,703   26,168   26,258      125       35

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         98)
     227      -78      -87      213      348      353      183     -255      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.5      3.5     92.3     94.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        4       21       22       25       28                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      201,927
COMMITMENTS
  51,162    1,567    3,222  145,699  196,958  200,083  201,747    1,844      180

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,311)
   4,390        0      179   -3,215    1,126    1,354    1,305      -43        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      0.8      1.6     72.2     97.5     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16        4       11       34       39       54       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,413
COMMITMENTS
       0   13,485    1,298   62,749   49,560   64,047   64,343      366       70

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        870)
       0    1,004      -48      846     -110      798      846       72       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     20.9      2.0     97.4     76.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0       10        5       26       23       31       33                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| 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:       40,232
COMMITMENTS
       0    4,573      767   39,235   34,688   40,002   40,028      230      204

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        184)
       0      -85      -11      195      280      184      184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.4      1.9     97.5     86.2     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        6        3       17       19       20       25                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| 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:       42,733
COMMITMENTS
  10,140    5,576      227   32,028   36,492   42,395   42,295      338      438

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        171)
       0        0        0      276      186      276      186     -105      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     13.0      0.5     74.9     85.4     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       27       25       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,889
COMMITMENTS
   5,103    4,651      971   44,410   44,990   50,484   50,612      405      277

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        831)
      37      -98       26      860      898      923      826      -92        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      9.1      1.9     87.3     88.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        3       25       24       31       29                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,925
COMMITMENTS
     419    6,433      674   65,477   59,378   66,570   66,485      355      440

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        100)
       0        0        0       95      100       95      100        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      9.6      1.0     97.8     88.7     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       21       25       23       28                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       84,963
COMMITMENTS
   1,143    7,412      548   82,592   76,996   84,283   84,956      680        7

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         66)
       1        0        0       45       66       46       66       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      8.7      0.6     97.2     90.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       23       28       25       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,378
COMMITMENTS
       0      125        0   27,328   26,920   27,328   27,045       50      333

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -40        0       10        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     99.8     98.3     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       14       19       15                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       39,252
COMMITMENTS
     100    1,500        0   39,046   37,752   39,146   39,252      106        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,435)
       0        0        0    1,435    1,435    1,435    1,435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      3.8      0.0     99.5     96.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       17       16       18       17                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       30,803
COMMITMENTS
     500    2,830       10   30,053   27,963   30,563   30,803      240        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      9.2      0.0     97.6     90.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       14       19       16                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      127,052
COMMITMENTS
   6,670   10,200    6,497  113,279  110,214  126,445  126,910      607      142

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,296)
     342     -149      427    1,556    2,026    2,325    2,304      -29       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      8.0      5.1     89.2     86.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13        6       12       43       36       61       49                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       35,242
COMMITMENTS
       0    1,200        0   34,469   33,886   34,469   35,086      773      156

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      385      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.4      0.0     97.8     96.2     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       14       15       15                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,938
COMMITMENTS
       0    1,200        0   32,165   31,582   32,165   32,782      773      156

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      385      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     97.7     95.9     97.7     99.5      2.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       14       15       15                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       39,734
COMMITMENTS
       0    5,101      439   39,099   34,194   39,538   39,734      196        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     -1,105)
       0        0        0   -1,105   -1,105   -1,105   -1,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.8      1.1     98.4     86.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        1       17       14       18       18                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       34,273
COMMITMENTS
   1,136    2,907       71   32,870   30,935   34,077   33,913      196      360

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     -1,171)
       0        0        0   -1,171   -1,171   -1,171   -1,171        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      8.5      0.2     95.9     90.3     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       14       17       17                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       70,567
COMMITMENTS
   4,550    2,311      137   65,514   67,436   70,201   69,884      366      683

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -345)
     100        0        0     -445     -345     -345     -345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      3.3      0.2     92.8     95.6     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        3        2       23       23       31       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,741
COMMITMENTS
      50       50        0   33,299   33,327   33,349   33,377      392      364

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         -5)
       0       50        0       -5      -45       -5        5        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.0     98.7     98.8     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       22       16       23       17                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       47,927
COMMITMENTS
     475      475        0   47,171   47,423   47,646   47,898      281       29

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,605)
      50       10        0    1,435    1,595    1,485    1,605      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.0      0.0     98.4     98.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       20       18       21       20                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,146
COMMITMENTS
   2,848        0       25   40,624   43,881   43,497   43,906      649      240

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        285)
      50        0        0      235      285      285      285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.0      0.1     92.0     99.4     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        1       18       19       23       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,118
COMMITMENTS
   2,933      350      167   45,662   48,421   48,762   48,938      356      180

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        110)
      50       10        0       60      100      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.7      0.3     93.0     98.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       23       21       27       24                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| 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:       75,605
COMMITMENTS
     401      452      634   74,187   74,369   75,222   75,455      383      150

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        533)
      24      -10        5      507      538      536      533       -3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.6      0.8     98.1     98.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        4       25       25       29       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       98,901
COMMITMENTS
   2,245    1,022      926   95,111   96,646   98,282   98,594      619      307

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        621)
      15       86      -61      692      584      646      609      -25       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.0      0.9     96.2     97.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        4       27       30       34       36                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       51,993
COMMITMENTS
   1,081      825      581   49,923   50,568   51,585   51,974      408       19

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         75)
     100     -125      -50       25      250       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.6      1.1     96.0     97.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       19       17       23       21                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       44,151
COMMITMENTS
       0      690      230   43,780   43,221   44,010   44,141      141       10

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        383)
    -585      270       35      933       78      383      383        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.5     99.2     97.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       13       15       14       18                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| 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:       40,591
COMMITMENTS
       0    1,126        0   39,983   39,390   39,983   40,516      608       75

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,280)
       0        0        0    1,364    1,280    1,364    1,280      -84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.0     98.5     97.0     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        0       22       21       22       25                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       41,615
COMMITMENTS
     749    2,917       48   40,545   38,206   41,342   41,171      273      444

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,305)
      37       -2       -2    1,190    1,309    1,225    1,305       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      7.0      0.1     97.4     91.8     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        1       24       21       27       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,957
COMMITMENTS
       0      780        0   11,926   11,893   11,926   12,673    1,031      284

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         13)
       0        0        0        0        1        0        1       13       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.0      0.0     92.0     91.8     92.0     97.8      8.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14       14       14       16                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,250
COMMITMENTS
     208      957       52   22,194   21,907   22,454   22,916      796      334

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -129)
     -87      -37       -3      -39      -87     -129     -127        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.1      0.2     95.5     94.2     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       15       16       17       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,430
COMMITMENTS
   1,199    2,271       45   27,858   26,753   29,102   29,069      328      361

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        317)
     114       -6       45      328      275      487      314     -170        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      7.7      0.2     94.7     90.9     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        5        1       27       21       31       27                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       22,856
COMMITMENTS
   3,025    2,465       10   19,645   19,873   22,680   22,348      176      508

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        301)
       0       11        0      301      290      301      301        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     10.8      0.0     86.0     86.9     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        1       23       17       26       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,142
COMMITMENTS
     912        0      141   14,002   14,966   15,055   15,107       87       35

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        878)
      43        0      -40      880      918      883      878       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      0.9     92.5     98.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       20       14       23       17                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       16,690
COMMITMENTS
     653        0       25   15,988   16,665   16,666   16,690       24        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
      23       -2      -23        0       25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.1     95.8     99.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       11       10       13       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,560
COMMITMENTS
      60        0        0   14,237   14,460   14,297   14,460      263      100

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     97.8     99.3     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       15       18       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,651
COMMITMENTS
      60        0        0    7,384    7,446    7,444    7,446      207      205

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     96.5     97.3     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       16       15       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,342
COMMITMENTS
   3,160      100        0   42,970   46,242   46,130   46,342      212        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.2      0.0     92.7     99.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       21       18       22       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,472
COMMITMENTS
   3,040        0        0   46,220   49,472   49,260   49,472      212        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -110)
       0        0        0     -110     -110     -110     -110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      0.0     93.4    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       17       23       17                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       92,273
COMMITMENTS
   2,020    1,369    1,102   88,558   89,677   91,680   92,148      593      125

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,064)
      50       -5        0    1,038    1,069    1,088    1,064      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.5      1.2     96.0     97.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        4       35       29       41       34                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      109,334
COMMITMENTS
   2,665    1,262    1,748  104,582  106,205  108,995  109,215      339      119

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        962)
    -265        0      210    1,026      734      971      944       -9       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.2      1.6     95.7     97.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        5        6       36       31       45       39                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      601,844
COMMITMENTS
  63,863    6,412   67,456  469,666  527,653  600,986  601,522      859      323

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      7,960)
   6,523    1,028   -1,393    2,675    8,353    7,805    7,988      155      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      1.1     11.2     78.0     87.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30        9       22       49       51       83       78                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,460
COMMITMENTS
   1,225        0        0    9,190   11,370   10,415   11,370    1,045       90

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      0.0      0.0     80.2     99.2     90.9     99.2      9.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       12       14       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,882
COMMITMENTS
     625        0        0    8,462    9,792    9,087    9,792      795       90

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.0      0.0     85.6     99.1     92.0     99.1      8.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       12       14       12                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       37,932
COMMITMENTS
   4,037      525      300   32,735   36,647   37,072   37,472      860      460

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,752)
     897      350      100    1,450    2,317    2,447    2,767      305      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      1.4      0.8     86.3     96.6     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        1       15       20       21       24                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       36,818
COMMITMENTS
   2,500    7,650    1,635   32,525   27,513   36,660   36,798      158       20

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         75)
       0      -25       25       50       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     20.8      4.4     88.3     74.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        3       22       23       27       27                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       35,206
COMMITMENTS
   3,115    4,940        0   32,075   30,086   35,190   35,026       16      180

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -389)
      -5        0        0     -389     -389     -394     -389        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     14.0      0.0     91.1     85.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        0       23       20       26       23                  
 
 
PROPANE ARGUS CIF ARA MINI - ICE FUTURES ENERGY DIV                  Code-066391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 metric tonnes                                    OPEN INTEREST:        1,841
COMMITMENTS
      40       71       57    1,297    1,505    1,394    1,633      447      208

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         69)
      -1       10      -34       87       49       52       25       17       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.9      3.1     70.5     81.7     75.7     88.7     24.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       14       16       15                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        2,100
COMMITMENTS
     474      280      120    1,226    1,390    1,820    1,790      280      310

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        155)
      79       34       -9       50       95      120      120       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     13.3      5.7     58.4     66.2     86.7     85.2     13.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        4       13       16       19       23                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        6,789
COMMITMENTS
     409      754      537    5,024    4,568    5,970    5,859      819      930

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        358)
      33      -13       13      282      205      328      205       30      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     11.1      7.9     74.0     67.3     87.9     86.3     12.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        7        7       31       28       39       40                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,195
COMMITMENTS
   7,461       30       40   20,271   27,892   27,772   27,962      423      233

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        825)
     180        0      -10      649      829      819      819        6        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      0.1      0.1     71.9     98.9     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       37       35       42       36                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,604
COMMITMENTS
      55      760      101   11,396   10,382   11,552   11,243       52      361

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        548)
      55      185      -14      593      508      634      679      -86     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      6.5      0.9     98.2     89.5     99.6     96.9      0.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        3       23       24       26       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       13,540
COMMITMENTS
   5,408        0      198    7,767   12,447   13,373   12,645      167      895

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,296)
   1,146      -28       20      312    1,148    1,478    1,140     -182      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9      0.0      1.5     57.4     91.9     98.8     93.4      1.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        0        3       27       31       33       34                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,132
COMMITMENTS
       0      734       53   11,508   11,128   11,561   11,915      571      217

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        185)
       0       45        0      185      140      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      0.4     94.9     91.7     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       18       22       19       24                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,216
COMMITMENTS
  16,239    1,040      264   12,504   28,820   29,007   30,124    1,209       92

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,773)
   1,056      249       62      655    1,462    1,773    1,773        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7      3.4      0.9     41.4     95.4     96.0     99.7      4.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        3       23       36       29       40                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       59,304
COMMITMENTS
   7,172   14,482    1,890   49,511   42,587   58,573   58,959      731      345

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,467)
   1,746      608     -363      975    2,151    2,358    2,396      109       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     24.4      3.2     83.5     71.8     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      15        9       14       63       63       82       82                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       20,526
COMMITMENTS
     480        0        0   20,021   20,481   20,501   20,481       25       45

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -115)
       0        0        0    2,155    2,135    2,155    2,135   -2,270   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.0     97.5     99.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       18       18       18                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       52,693
COMMITMENTS
       0       99        0   52,680   51,907   52,680   52,006       13      687

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        105)
       0       30        0    1,065      990    1,065    1,020     -960     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0    100.0     98.5    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       28       23       28       24                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       14,507
COMMITMENTS
       0        0        0   14,417   14,368   14,417   14,368       90      139

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,248)
       0        0        0    1,248    1,148    1,248    1,148        0      100

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       16       16       16                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      110,403
COMMITMENTS
     555        0        0   97,278   96,073   97,833   96,073   12,570   14,330

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      3,267)
     555        0        0    2,492    2,377    3,047    2,377      220      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     88.1     87.0     88.6     87.0     11.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       15       13       15                  
 
 
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV               Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Barrels                                        OPEN INTEREST:        5,087
COMMITMENTS
      45      432       20    4,769    4,518    4,834    4,970      253      117

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        222)
       5       63       20      100       42      125      125       97       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      8.5      0.4     93.7     88.8     95.0     97.7      5.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       16       14       18       17                  



Updated January 21, 2022