CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       47,174
COMMITMENTS
   4,748   16,736    1,583   40,817   28,855   47,148   47,174       26        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -219)
     206       52       -3     -422     -268     -219     -219        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     35.5      3.4     86.5     61.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8        5       17       20       27       30                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      197,500
COMMITMENTS
  81,486   21,472    3,815  112,199  172,213  197,500  197,500        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        400)
     400        0        0        0      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3     10.9      1.9     56.8     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        7        4       16       16       27       25                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      197,600
COMMITMENTS
  34,651   38,215    8,439  154,510  150,946  197,600  197,600        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,000)
     900    1,610      138      -38     -748    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     19.3      4.3     78.2     76.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        4        7       19       12       30       21                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      152,660
COMMITMENTS
  62,496   37,675   12,808   77,334  102,174  152,638  152,658       22        2

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,425)
   1,804    1,161     -962      571    1,226    1,413    1,425       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9     24.7      8.4     50.7     66.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      38       12       18       30       25       72       51                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,407
COMMITMENTS
   7,194    3,183    1,766   26,301   30,458   35,261   35,407      146        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        759)
     780        5        0      -48      754      732      759       27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      9.0      5.0     74.3     86.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        3        3       16       11       30       16                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       19,960
COMMITMENTS
   6,681    6,132    1,283   11,996   12,545   19,960   19,960        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        500)
    -429        0      500      429        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     30.7      6.4     60.1     62.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        3       10        8       15       13                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       23,682
COMMITMENTS
   1,875   19,996    1,000   20,797    2,671   23,672   23,667       10       15

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,300)
       0        0      350      950      950    1,300    1,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     84.4      4.2     87.8     11.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        2       12        5       17       11                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       17,781
COMMITMENTS
   2,115    2,979      330   15,336   14,472   17,781   17,781        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     16.8      1.9     86.2     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       11       12       16       18                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       23,529
COMMITMENTS
   3,246    8,070      537   19,721   14,922   23,504   23,529       25        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        176)
      25      150       26      125        0      176      176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     34.3      2.3     83.8     63.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        2       11       12       14       20                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       35,029
COMMITMENTS
  16,136   12,850    2,655   16,238   19,524   35,029   35,029        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     -1,100)
       0        0        0   -1,100   -1,100   -1,100   -1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1     36.7      7.6     46.4     55.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        4       12       10       20       15                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       46,182
COMMITMENTS
  10,242      712    1,625   34,299   43,843   46,166   46,181       16        1

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -110)
     143      135      -62     -192     -183     -110     -110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      1.5      3.5     74.3     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        4        5       17       14       28       22                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        7,622
COMMITMENTS
      80        0        5    7,410    7,582    7,495    7,587      127       35

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        880)
       0        0        0      855      855      855      855       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.1     97.2     99.5     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       18       19       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,661
COMMITMENTS
   6,812    1,314    2,443   18,102   23,697   27,357   27,454      304      207

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,710)
     642       92      164    1,868    2,459    2,674    2,715       36       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      4.8      8.8     65.4     85.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        6       25       34       33       41                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       23,468
COMMITMENTS
   5,992    6,558      616   16,098   16,277   22,706   23,451      762       17

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,822)
   1,112      807       -8      718    1,023    1,822    1,822        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     27.9      2.6     68.6     69.4     96.8     99.9      3.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        3       23       16       29       21                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,738
COMMITMENTS
     330      541      185    4,009    3,873    4,524    4,599      214      139

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        115)
       0     -129       87       28      157      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     11.4      3.9     84.6     81.7     95.5     97.1      4.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        4       12       10       18       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,231,959
COMMITMENTS
 991,563   34,254  410,827  4787963  5767535  6190353  6212616   41,606   19,343

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      9,903)
 -60,274    1,883  -10,717   80,401   20,134    9,410   11,300      493   -1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      0.5      6.6     76.8     92.5     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      45       18       49      155      125      215      177                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,692,037
COMMITMENTS
  63,544   34,561  761,475  865,509  895,418  1690528  1691454    1,509      583

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     32,202)
   9,834   11,500   18,229    4,750    3,185   32,813   32,915     -611     -713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.0     45.0     51.2     52.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       10       25       54       51       85       77                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,940
COMMITMENTS
   2,732      120      134  169,337  188,985  172,203  189,239   21,737    4,701

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,942)
    -240      -90      103    2,352    1,911    2,215    1,924     -273       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.1      0.1     87.3     97.4     88.8     97.6     11.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       22       18       25       20                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      129,783
COMMITMENTS
     669        0      426  120,191  117,595  121,286  118,021    8,497   11,762

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -286)
     179        0      -92   -2,321    1,457   -2,234    1,365    1,948   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.3     92.6     90.6     93.5     90.9      6.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       19       21       21       23                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      253,348
COMMITMENTS
   6,673      317      669  232,933  242,195  240,275  243,181   13,073   10,167

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        365)
  -1,190        0      335      793    2,867      -62    3,202      427   -2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.1      0.3     91.9     95.6     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        3       26       32       32       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,001,339
COMMITMENTS
   5,695    4,577    7,339  975,316  985,379  988,350  997,295   12,989    4,044

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     -4,200)
    -976      297      489   -4,647   -5,018   -5,134   -4,232      934       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.5      0.7     97.4     98.4     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        2        6       40       24       50       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      352,051
COMMITMENTS
   5,551        0    1,057  328,106  335,183  334,714  336,240   17,337   15,811

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     -3,974)
    -843     -270    1,057   -2,999     -414   -2,785      373   -1,189   -4,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.3     93.2     95.2     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        1       33       30       36       31                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      621,396
COMMITMENTS
  10,372    4,908    1,641  601,331  611,463  613,344  618,012    8,052    3,384

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        339)
   1,144      105        0      115      208    1,259      313     -920       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.8      0.3     96.8     98.4     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        4       42       37       49       41                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      452,647
COMMITMENTS
   1,819    3,210    3,889  435,801  425,957  441,509  433,056   11,138   19,591

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      9,229)
    -881      694    1,207    8,229    7,208    8,555    9,109      674      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.7      0.9     96.3     94.1     97.5     95.7      2.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        4       31       31       35       36                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,520
COMMITMENTS
   1,433    2,470      398   87,128   87,834   88,959   90,702    4,561    2,818

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      4,961)
     428    1,988     -122    4,685    2,884    4,991    4,750      -30      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.6      0.4     93.2     93.9     95.1     97.0      4.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       15       19       17       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,529
COMMITMENTS
   1,530        0        0   24,225   27,095   25,755   27,095    1,774      434

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      3,624)
   1,096        0        0    2,164    3,624    3,260    3,624      364        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.0      0.0     88.0     98.4     93.6     98.4      6.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       14       21       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      324,376
COMMITMENTS
   2,848        0      579  308,585  321,487  312,012  322,066   12,364    2,310

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        209)
    -433        0     -106    7,924    2,749    7,385    2,643   -7,176   -2,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.2     95.1     99.1     96.2     99.3      3.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       24       30       26       32                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      206,094
COMMITMENTS
       0        0        0  194,345  202,641  194,345  202,641   11,749    3,453

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     15,270)
       0        0        0   15,888   14,963   15,888   14,963     -618      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.3     98.3     94.3     98.3      5.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       23       19       23       19                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      236,558
COMMITMENTS
     540   11,200        0  231,064  220,261  231,604  231,461    4,954    5,097

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        300)
     240    3,026        0     -490   -3,898     -250     -872      550    1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      4.7      0.0     97.7     93.1     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       18       19       20       20                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,190
COMMITMENTS
  12,570      210      736   21,648   33,913   34,954   34,859    1,236    1,331

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,070)
     240      210     -120    1,980    1,920    2,100    2,010      -30       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7      0.6      2.0     59.8     93.7     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        1        1       10       21       17       23                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      615,536
COMMITMENTS
   8,883   14,303    3,982  595,721  594,166  608,586  612,451    6,950    3,085

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         90)
  -3,643    2,862    1,278    5,542   -3,715    3,177      425   -3,087     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.3      0.6     96.8     96.5     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       4       13        8       53       44       62       60                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,064
COMMITMENTS
   1,278      126    2,026  198,726  204,256  202,030  206,408    5,034      656

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        858)
     432       70    1,287    2,476      708    4,195    2,065   -3,337   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.1      1.0     96.0     98.6     97.6     99.7      2.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       17       19       20       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,195
COMMITMENTS
     600    1,712        0  139,457  137,757  140,057  139,469    3,138    3,726

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      5,806)
     600        0        0    6,889    3,486    7,489    3,486   -1,683    2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.2      0.0     97.4     96.2     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       25       22       26       23                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,542
COMMITMENTS
   5,757    8,561      186  145,107  143,330  151,050  152,077    1,492      465

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      8,572)
     894       60      186    8,867    8,605    9,947    8,851   -1,375     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      5.6      0.1     95.1     94.0     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        6        1       38       33       44       40                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      153,772
COMMITMENTS
       0      502        0  151,079  152,614  151,079  153,116    2,693      656

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      3,030)
       0      301        0    3,030    2,670    3,030    2,971        0       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     98.2     99.2     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       28       19       28       20                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       31,322
COMMITMENTS
       0    1,942      600   29,249   26,690   29,849   29,232    1,473    2,090

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      5,298)
       0     -600      600    3,962    4,014    4,562    4,014      736    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.2      1.9     93.4     85.2     95.3     93.3      4.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       15       11       16       13                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,476
COMMITMENTS
     745      583       31  206,356  209,175  207,132  209,789    7,344    4,687

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -951)
     -36     -784   -1,001   -1,813     -503   -2,850   -2,288    1,899    1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.3      0.0     96.2     97.5     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        1        1       33       35       34       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,083
COMMITMENTS
       0        0        0  107,962  106,572  107,962  106,572      121    1,511

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.9     98.6     99.9     98.6      0.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       14       12       14                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,721
COMMITMENTS
       0      124      749  188,979  185,346  189,728  186,219    6,993   10,502

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -338)
    -182      124      116      454     -651      388     -411     -726       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.4     96.1     94.2     96.4     94.7      3.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       21       25       22       26                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      172,090
COMMITMENTS
       0      270        0  155,362  162,758  155,362  163,028   16,728    9,062

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -650)
       0     -146        0   -1,273     -697   -1,273     -843      623      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     90.3     94.6     90.3     94.7      9.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       15       17       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,208
COMMITMENTS
     403        0        0   89,228   93,440   89,631   93,440    8,577    4,768

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      155       65      155       65        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     90.9     95.1     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       15       16       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,540
COMMITMENTS
   1,387        0      120   30,245   33,162   31,752   33,282    3,788    2,258

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      5,863)
     887        0        0    3,820    5,440    4,707    5,440    1,156      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.3     85.1     93.3     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       13       15       14       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,695
COMMITMENTS
   2,474        0        0  200,415  191,118  202,889  191,118    9,806   21,577

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,843)
       0        0        0    1,216    1,354    1,216    1,354      627      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     94.2     89.9     95.4     89.9      4.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,972
COMMITMENTS
   4,708    1,805      786  138,386  141,832  143,880  144,423    9,092    8,549

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     -2,403)
  -1,768      364        0      324   -3,028   -1,444   -2,664     -959      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.2      0.5     90.5     92.7     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       31       27       35       30                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,363
COMMITMENTS
       0      310        0   45,743   44,500   45,743   44,810      620    1,553

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,340)
       0        0        0    2,340    1,980    2,340    1,980        0      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     98.7     96.0     98.7     96.7      1.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       15       12       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      241,393
COMMITMENTS
   3,167    4,841    1,208  229,145  224,139  233,520  230,188    7,873   11,205

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      7,705)
    -177    1,127        0    7,536    6,094    7,359    7,221      346      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.0      0.5     94.9     92.9     96.7     95.4      3.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        1       23       28       26       31                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      115,583
COMMITMENTS
       0      330        0  106,870  111,714  106,870  112,044    8,713    3,539

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      7,269)
       0      330        0    8,677    7,605    8,677    7,935   -1,408     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     92.5     96.7     92.5     96.9      7.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       26       19       26       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      114,381
COMMITMENTS
   4,494        0        0   99,432  111,551  103,926  111,551   10,455    2,830

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,136)
       0        0        0      767    1,922      767    1,922    1,369      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.0     86.9     97.5     90.9     97.5      9.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       11       16       12       16                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       39,077
COMMITMENTS
     911        0        0   36,672   35,373   37,583   35,373    1,494    3,704

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        938)
       0        0        0      818      481      818      481      120      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.0     93.8     90.5     96.2     90.5      3.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       12       13       13       13                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      344,487
COMMITMENTS
     240    1,245        0  330,194  339,639  330,434  340,884   14,053    3,603

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      4,278)
     240    1,245        0    3,062    3,214    3,302    4,459      976     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      0.0     95.9     98.6     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        0       26       22       27       24                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,249
COMMITMENTS
       0        0        0   89,273   94,946   89,273   94,946    7,976    2,303

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,334)
       0        0        0    3,128    2,273    3,128    2,273     -794       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.8     97.6     91.8     97.6      8.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       12       16       12                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       31,856
COMMITMENTS
   2,418        0        0   28,454   31,736   30,872   31,736      984      120

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        840)
       0        0        0      960      720      960      720     -120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      0.0      0.0     89.3     99.6     96.9     99.6      3.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0        9       14       11       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      222,345
COMMITMENTS
       0        0        0  217,592  219,022  217,592  219,022    4,753    3,323

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      4,430)
       0        0        0    5,282    5,887    5,282    5,887     -852   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9     98.5     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       19       27       19       27                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       35,181
COMMITMENTS
   5,943      100    1,420   27,818   33,647   35,181   35,167        0       14

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -148)
     481      -25     -324     -305      320     -148      -29        0     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      0.3      4.0     79.1     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        1        8       27       24       36       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,686
COMMITMENTS
   1,000      958    1,880   28,806   28,848   31,686   31,686        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        705)
    -200     -100      125      780      680      705      705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      3.0      5.9     90.9     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        6       21       22       28       29                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      133,881
COMMITMENTS
  18,404    5,374    2,253  112,672  126,041  133,329  133,668      552      213

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      3,061)
  -1,876     -317      453    4,491    2,910    3,068    3,046       -7       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      4.0      1.7     84.2     94.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12        9       10       34       33       49       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       57,247
COMMITMENTS
   7,257    2,722    1,595   48,351   52,915   57,203   57,232       44       15

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,393)
     521      110        4      884    1,279    1,409    1,393      -16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      4.8      2.8     84.5     92.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        6        8       26       25       39       36                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       34,381
COMMITMENTS
   1,068    2,416      609   32,704   31,356   34,381   34,381        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,378)
    -160      193      140    1,398    1,045    1,378    1,378        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      7.0      1.8     95.1     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        5        6       19       19       26       26                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       49,673
COMMITMENTS
  13,340    5,506      819   35,047   42,855   49,206   49,180      467      493

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        133)
    -185        0     -101      224      159      -62       58      195       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     11.1      1.6     70.6     86.3     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       25       25       26                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       62,024
COMMITMENTS
  17,414    5,873    1,265   42,533   54,609   61,212   61,747      812      277

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        633)
      24      175     -216      920      693      728      652      -95      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      9.5      2.0     68.6     88.0     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        7        3       24       27       30       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,781
COMMITMENTS
   1,401    5,305    1,323   60,499   57,153   63,223   63,781      558        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        261)
      35        0      -10      235      271      260      261        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      8.3      2.1     94.9     89.6     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       24       24       27       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,873
COMMITMENTS
   1,096    5,486    2,002   79,457   75,350   82,555   82,838      318       35

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        506)
      70       80       50      386      376      506      506        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      6.6      2.4     95.9     90.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        4       30       24       34       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,830
COMMITMENTS
       0      395        0   32,636   31,805   32,636   32,200      194      630

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:          3)
       0        0        0        3        3        3        3        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     99.4     96.9     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       13       17       15                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       30,261
COMMITMENTS
   1,260      500        0   28,705   29,761   29,965   30,261      296        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      1.7      0.0     94.9     98.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       19       17       21       18                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      103,677
COMMITMENTS
  10,581    4,182    3,937   88,609   95,387  103,126  103,505      551      172

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,877)
      54      925      173    1,652      745    1,879    1,844       -2       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      4.0      3.8     85.5     92.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18        7       15       40       39       61       58                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       20,481
COMMITMENTS
     650      150        0   18,909   19,551   19,559   19,701      922      780

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        125)
       0      150        0      125      -25      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.7      0.0     92.3     95.5     95.5     96.2      4.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       11       13       14       14                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,390
COMMITMENTS
     650      150        0   17,088   18,240   17,738   18,390      652        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        150)
       0      150        0      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.8      0.0     92.9     99.2     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       12       13       15       14                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       31,244
COMMITMENTS
      50    3,423       25   31,004   27,796   31,079   31,244      165        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         25)
       0      -25       25        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     11.0      0.1     99.2     89.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       12       15       14       16                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:       63,255
COMMITMENTS
   3,823    1,980      545   58,161   59,958   62,529   62,483      726      772

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        -10)
     125      100      160     -295     -270      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      3.1      0.9     91.9     94.8     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        5       21       21       27       28                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,027
COMMITMENTS
     100      320        0   36,915   36,215   37,015   36,535       12      492

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         74)
       0        0        0       74       74       74       74        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.9      0.0     99.7     97.8    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       21       20       22       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,358
COMMITMENTS
     818    1,705       70   41,124   40,582   42,012   42,357      346        1

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -182)
     138        0        0     -320     -177     -182     -177        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.0      0.2     97.1     95.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        6        2       22       22       26       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,541
COMMITMENTS
   2,147        0       35   49,445   52,006   51,627   52,041      914      500

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         98)
      36        0        0      -38       98       -2       98      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.1     94.1     99.0     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        1       20       17       24       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,215
COMMITMENTS
   2,885       70       35   54,775   57,758   57,695   57,863      520      352

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        180)
      42       25        0      128      155      170      180       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.1      0.1     94.1     99.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       22       18       26       20                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       86,168
COMMITMENTS
   1,800    1,719    1,723   82,410   82,716   85,933   86,158      235       10

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        524)
      -4      683     -436    1,134      467      694      714     -170     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      2.0      2.0     95.6     96.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       28       27       32       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      104,249
COMMITMENTS
   3,617    2,201    2,872   97,440   98,897  103,929  103,970      320      279

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,359)
    -221      235      262    2,519    1,947    2,560    2,444     -201      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      2.1      2.8     93.5     94.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        8        9       30       30       41       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       60,939
COMMITMENTS
     672    4,568      855   59,392   55,516   60,919   60,939       20        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        860)
      80      489     -172      952      543      860      860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      7.5      1.4     97.5     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        5        6       21       18       29       25                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       43,185
COMMITMENTS
     325    2,742    1,098   41,762   39,345   43,185   43,185        0        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,050)
      25     -103      -97    1,122    1,250    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      6.3      2.5     96.7     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        3       15       10       19       16                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       52,242
COMMITMENTS
     657    1,319      149   50,875   50,739   51,681   52,207      561       35

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -153)
     297        0       29      -51     -153      275     -124     -428      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.5      0.3     97.4     97.1     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       21       19       25       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       60,277
COMMITMENTS
   1,700    4,172      166   57,731   55,545   59,597   59,883      680      394

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -314)
     260      384       46     -181     -650      125     -220     -439      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      6.9      0.3     95.8     92.1     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        2       23       21       27       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,590
COMMITMENTS
     100    2,647      361   21,764   19,491   22,225   22,499      365       91

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      345      255      345      255      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     11.7      1.6     96.3     86.3     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       17       14       20       17                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       20,335
COMMITMENTS
      50    1,375        0   19,862   18,922   19,912   20,297      423       38

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      345      255      345      255      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.8      0.0     97.7     93.1     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       17       13       18       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,550
COMMITMENTS
   1,630    1,397      393   22,851   23,760   24,874   25,550      676        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      5.5      1.5     89.4     93.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       18       18       23       21                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       16,162
COMMITMENTS
     631      752      255   14,546   14,640   15,432   15,647      730      515

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         -4)
       1        5       -5        0       -4       -4       -4        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      4.7      1.6     90.0     90.6     95.5     96.8      4.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       15       13       18       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,484
COMMITMENTS
   4,115    5,866    1,753   39,360   37,568   45,228   45,187      256      297

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:       -141)
     -75       20       24      -85     -185     -136     -141       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     12.9      3.9     86.5     82.6     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        5        5       26       21       32       29                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       28,374
COMMITMENTS
   1,753    2,820    1,356   25,034   23,967   28,143   28,143      231      231

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        555)
       5       25        0      550      530      555      555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      9.9      4.8     88.2     84.5     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        6        3       21       19       25       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,544
COMMITMENTS
   1,893      200      621   14,993   16,696   17,507   17,517       37       27

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        220)
     -25       -2        6      234      216      215      220        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      1.1      3.5     85.5     95.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        3       18       16       23       21                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       23,236
COMMITMENTS
   4,295       85       15   18,866   23,136   23,176   23,236       60        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        250)
     300        0        0      -50      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5      0.4      0.1     81.2     99.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        1       16       12       23       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,150
COMMITMENTS
     705      200      150    7,250    7,740    8,105    8,090       45       60

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         13)
      25        0        0      -17       13        8       13        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      2.5      1.8     89.0     95.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       16       13       19       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,511
COMMITMENTS
     525      200      255    6,686    6,996    7,466    7,451       45       60

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:         43)
      25        0        0       13       43       38       43        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      2.7      3.4     89.0     93.1     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       16       12       19       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,172
COMMITMENTS
   2,280        0    1,680   44,670   47,492   48,630   49,172      542        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,675)
     -75      -25       25    1,715    1,675    1,665    1,675       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      3.4     90.8     96.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        2       19       14       24       16                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,612
COMMITMENTS
   2,220        0    1,645   45,215   47,967   49,080   49,612      532        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,640)
     -50        0        0    1,690    1,640    1,640    1,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      3.3     91.1     96.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        2       19       13       24       15                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      121,968
COMMITMENTS
   2,331    2,755    2,368  116,907  116,452  121,606  121,575      362      393

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      3,655)
     860        0       90    2,705    3,420    3,655    3,510        0      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      2.3      1.9     95.9     95.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        6        7       36       33       46       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      128,450
COMMITMENTS
   3,242    3,677    3,430  121,631  121,243  128,303  128,350      147      100

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      3,858)
     887       71       37    2,944    3,746    3,868    3,854      -10        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.9      2.7     94.7     94.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       10        9       39       36       51       50                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      522,157
COMMITMENTS
  33,609   24,752   46,901  440,770  449,597  521,280  521,249      877      908

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:    -12,590)
  -2,213      347   -2,095   -8,251  -10,792  -12,559  -12,539      -31      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      4.7      9.0     84.4     86.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       24       26       47       45       79       83                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,655
COMMITMENTS
   2,570      620       60   12,060   14,865   14,690   15,545      965      110

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        195)
     -30       20       25      200      120      195      165        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      4.0      0.4     77.0     95.0     93.8     99.3      6.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       14       13       17       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,340
COMMITMENTS
   1,970      620       85   10,290   12,555   12,345   13,260      995       80

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        120)
     -30       20       25      125       75      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      4.6      0.6     77.1     94.1     92.5     99.4      7.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       14       14       17       17                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       16,547
COMMITMENTS
     735      300       45   15,727   16,170   16,507   16,515       40       32

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      3,650)
    -100      100        0    3,775    3,550    3,675    3,650      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.8      0.3     95.0     97.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       23       19       26       22                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:        5,645
COMMITMENTS
   1,150        0        0    4,075    5,465    5,225    5,465      420      180

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      0.0      0.0     72.2     96.8     92.6     96.8      7.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       14        9       18        9                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,129
COMMITMENTS
     212      659      364    6,047    5,121    6,623    6,144      506      985

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        205)
     -43       87       -3      214      182      168      266       37      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      9.2      5.1     84.8     71.8     92.9     86.2      7.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        5        5       36       37       42       45                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,130
COMMITMENTS
   2,207      198    1,530   24,332   26,286   28,069   28,014       61      116

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        354)
     -65        0      140      289      214      364      354      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      0.7      5.4     86.5     93.4     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        2       39       37       42       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       20,628
COMMITMENTS
     280    1,185      130   20,141   19,007   20,551   20,322       77      306

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,144)
     120      150       10    1,058    1,028    1,188    1,188      -44      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      5.7      0.6     97.6     92.1     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       19       23       23       26                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,507
COMMITMENTS
   6,655      812      142   11,402   17,077   18,199   18,031      308      476

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        139)
     -80        0       10      224      124      154      134      -15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0      4.4      0.8     61.6     92.3     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        2        2       39       38       46       42                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        6,641
COMMITMENTS
       0      125       30    6,391    6,192    6,421    6,347      220      294

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        323)
       0        0        0      323      324      323      324        0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.5     96.2     93.2     96.7     95.6      3.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       13       20       14       22                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       20,815
COMMITMENTS
   4,307       33    1,047   15,441   19,483   20,795   20,563       20      252

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        678)
     565        0        0      233      713      798      713     -120      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      0.2      5.0     74.2     93.6     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        2       27       34       32       37                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       60,330
COMMITMENTS
  11,079    4,004    2,292   46,399   53,220   59,770   59,516      560      814

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      1,271)
    -268     -237      574      728      709    1,034    1,046      237      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      6.6      3.8     76.9     88.2     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      10        7       11       71       71       89       83                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,810
COMMITMENTS
      60       10      123    1,752    1,977    1,935    2,110      875      700

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        165)
       0      -40       14      -32      210      -18      184      183      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.4      4.4     62.3     70.4     68.9     75.1     31.1     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       13       17       16       19                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       13,225
COMMITMENTS
       0    1,635        0   13,210   11,590   13,210   13,225       15        0

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:        560)
       0        0        0      560      560      560      560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.4      0.0     99.9     87.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       13       13       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       63,819
COMMITMENTS
      40        0        0   62,789   62,858   62,829   62,858      990      961

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     -7,596)
      10        0        0   -7,321   -6,939   -7,311   -6,939     -285     -657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     98.4     98.5     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       28       24       29       24                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       19,201
COMMITMENTS
       0        0        0   19,152   18,985   19,152   18,985       49      216

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:     -2,942)
       0        0        0   -2,940   -2,975   -2,940   -2,975       -2       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7     98.9     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       17       18       17       18                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      186,362
COMMITMENTS
       0        0        0  182,927  177,258  182,927  177,258    3,435    9,104

CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST:      2,384)
       0        0        0    2,459    2,579    2,459    2,579      -75     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     95.1     98.2     95.1      1.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       17       13       17                  



Updated March 25, 2021