CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 35,378 COMMITMENTS 8,507 8,531 950 25,893 25,897 35,350 35,378 28 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -296) -297 0 -325 326 29 -296 -296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 24.1 2.7 73.2 73.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 3 2 17 12 31 16 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 114,395 COMMITMENTS 49,210 28,721 22,132 42,583 63,104 113,925 113,957 470 438 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,798) -2,501 158 3,061 1,976 -845 2,536 2,373 262 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 25.1 19.3 37.2 55.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 30 11 20 27 21 65 44 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 47,068 COMMITMENTS 15,829 7,377 6,079 24,863 33,412 46,772 46,868 296 200 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 50) -15 -8 27 -161 -169 -149 -150 199 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 15.7 12.9 52.8 71.0 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 9 11 17 17 38 32 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 149,247 COMMITMENTS 41,718 100,769 2,725 104,804 45,753 149,247 149,247 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 100) 1,041 441 -1,341 400 1,000 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 67.5 1.8 70.2 30.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 9 4 17 13 23 23 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,505 COMMITMENTS 4,240 421 0 32,265 36,084 36,505 36,505 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 28) 0 0 0 28 28 28 28 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 1.2 0.0 88.4 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 13 7 16 9 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 97,748 COMMITMENTS 16,188 33,700 2,337 79,208 61,711 97,733 97,748 15 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,661) -1,545 10,000 0 3,206 -8,339 1,661 1,661 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 34.5 2.4 81.0 63.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 3 3 14 10 22 15 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 26,931 COMMITMENTS 8,537 3,750 6,799 11,595 16,382 26,931 26,931 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,375) 109 1,400 274 3,992 2,701 4,375 4,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 13.9 25.2 43.1 60.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 2 5 9 9 22 14 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 48,326 COMMITMENTS 5,805 2,010 2,890 39,631 43,426 48,326 48,326 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 998) 10 0 0 988 998 998 998 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 4.2 6.0 82.0 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 3 3 18 17 28 21 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 10,886 COMMITMENTS 6,686 2,209 800 3,400 7,877 10,886 10,886 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,000) 350 0 0 650 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.4 20.3 7.3 31.2 72.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 2 3 11 12 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| 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: 18,798 COMMITMENTS 3,043 4,500 725 15,005 13,573 18,773 18,798 25 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 450) -50 200 0 500 250 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 23.9 3.9 79.8 72.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 2 12 8 18 14 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 41,545 COMMITMENTS 23,521 7,150 987 17,037 33,408 41,545 41,545 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 350) 250 200 -50 150 200 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 17.2 2.4 41.0 80.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 3 15 10 22 14 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 37,795 COMMITMENTS 5,459 3,146 2,231 29,984 32,369 37,674 37,746 121 49 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 848) 353 -38 29 466 872 848 863 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 8.3 5.9 79.3 85.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 3 5 29 27 37 34 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 38,666 COMMITMENTS 4,396 4,340 2,481 31,084 31,726 37,961 38,547 705 119 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,615) -240 517 34 1,827 1,070 1,621 1,621 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 11.2 6.4 80.4 82.1 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 3 5 28 20 36 26 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,523 COMMITMENTS 250 2,200 335 5,914 3,779 6,499 6,314 24 209 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 242) 0 8 -8 250 242 242 242 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 33.7 5.1 90.7 57.9 99.6 96.8 0.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 3 15 10 19 13 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,327,362 COMMITMENTS 346,625 82,951 404,949 4544900 4809595 5296474 5297495 30,888 29,867 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -7,705) -8,132 -25,056 -14,331 17,865 30,274 -4,598 -9,113 -3,107 1,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.6 7.6 85.3 90.3 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 43 25 58 152 124 218 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 939,603 COMMITMENTS 44,438 30,766 233,863 657,520 672,330 935,822 936,960 3,781 2,643 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -16,137) -3,861 -5,362 -7,218 -5,032 -3,258 -16,111 -15,837 -26 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 3.3 24.9 70.0 71.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 9 25 49 48 76 74 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,509 COMMITMENTS 1,212 5,006 217 230,908 243,762 232,337 248,985 22,172 5,524 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,502) 151 0 0 1,292 2,932 1,443 2,932 1,059 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.0 0.1 90.7 95.8 91.3 97.8 8.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 29 22 32 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,873 COMMITMENTS 3,427 5,076 1,022 142,347 139,429 146,796 145,527 4,077 5,346 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,893) 701 -60 301 512 2,441 1,514 2,682 1,379 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.4 0.7 94.3 92.4 97.3 96.5 2.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 3 25 25 30 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,962 COMMITMENTS 3,107 3,249 1,754 328,724 333,675 333,585 338,678 9,377 4,284 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 13,447) 798 1,811 1,021 11,702 12,175 13,521 15,007 -74 -1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.9 0.5 95.8 97.3 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 3 4 31 31 36 36 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 866,609 COMMITMENTS 3,361 11,199 1,171 849,502 852,508 854,034 864,878 12,575 1,731 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 20,162) 271 2 29 16,595 19,777 16,895 19,808 3,267 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.3 0.1 98.0 98.4 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 2 41 29 46 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,634 COMMITMENTS 5,949 7,456 300 376,059 384,007 382,308 391,763 16,326 6,871 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,706) 1,879 152 0 4,602 5,356 6,481 5,508 -1,775 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.9 0.1 94.3 96.3 95.9 98.3 4.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 3 1 42 41 47 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 526,335 COMMITMENTS 1,836 1,937 596 515,569 519,377 518,001 521,910 8,334 4,425 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -736) 620 1,042 31 -2,371 -1,472 -1,720 -399 984 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.4 0.1 98.0 98.7 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 4 3 38 41 44 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 426,015 COMMITMENTS 248 2,078 1,074 417,499 416,908 418,821 420,060 7,194 5,955 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 7,809) 248 -833 -119 6,827 8,949 6,956 7,997 853 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.5 0.3 98.0 97.9 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 3 1 38 30 40 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,736 COMMITMENTS 4,404 608 1,715 102,632 109,992 108,751 112,315 4,985 1,421 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,463) 1,951 243 -181 2,094 3,777 3,864 3,839 -401 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.5 1.5 90.2 96.7 95.6 98.8 4.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 4 18 21 23 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,070 COMMITMENTS 0 0 0 19,729 20,063 19,729 20,063 1,341 1,007 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,046) 0 0 0 1,462 1,767 1,462 1,767 584 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.6 95.2 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 20 15 20 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,451 COMMITMENTS 0 899 535 243,632 240,944 244,167 242,378 3,284 5,073 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 5,556) 0 175 70 5,087 5,188 5,157 5,433 399 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.2 98.5 97.4 98.7 97.9 1.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 2 2 24 27 26 29 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 190,690 COMMITMENTS 693 0 112 181,969 188,092 182,774 188,204 7,916 2,486 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,883) -32 0 -55 6,757 6,837 6,670 6,782 213 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.1 95.4 98.6 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 1 32 26 33 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 312,619 COMMITMENTS 0 0 0 309,808 308,413 309,808 308,413 2,811 4,206 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 8,299) 0 0 0 8,299 7,872 8,299 7,872 0 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.1 98.7 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 24 22 24 22 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,181 COMMITMENTS 8,841 2,597 0 36,728 42,447 45,569 45,044 1,612 2,137 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 9,517) 4,805 806 0 5,074 8,487 9,879 9,293 -362 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 5.5 0.0 77.8 90.0 96.6 95.5 3.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 0 18 20 20 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 599,184 COMMITMENTS 20,298 10,816 2,201 567,106 579,577 589,605 592,594 9,579 6,590 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 13,764) 1,516 1,492 -1,106 11,905 12,568 12,315 12,954 1,449 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.8 0.4 94.6 96.7 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 6 7 5 56 50 64 60 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 248,114 COMMITMENTS 287 1,062 3,942 239,157 237,693 243,386 242,697 4,728 5,417 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -2,372) -54 215 -40 -984 -2,068 -1,078 -1,893 -1,294 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 1.6 96.4 95.8 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 25 27 28 31 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,848 COMMITMENTS 434 1,630 1,284 41,942 41,721 43,660 44,635 1,188 213 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,160) 0 414 1,284 2,783 2,369 4,067 4,067 93 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.6 2.9 93.5 93.0 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 13 20 14 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,394 COMMITMENTS 0 0 0 75,456 75,093 75,456 75,093 5,938 6,301 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -65) 0 0 0 -1,961 460 -1,961 460 1,896 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.7 92.3 92.7 92.3 7.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 18 21 18 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 250,248 COMMITMENTS 3,789 6,634 806 243,691 241,917 248,286 249,357 1,962 891 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 23,046) 813 2,201 806 22,908 19,884 24,527 22,891 -1,481 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.7 0.3 97.4 96.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 1 33 27 36 32 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 237,543 COMMITMENTS 5,621 15,967 806 225,209 220,437 231,636 237,210 5,907 333 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 25,379) 995 2,852 806 24,114 21,688 25,915 25,346 -536 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 6.7 0.3 94.8 92.8 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 6 1 36 42 42 49 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,993 COMMITMENTS 0 1,135 0 147,050 146,766 147,050 147,901 1,943 1,092 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,278) 0 279 0 4,036 3,869 4,036 4,148 242 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 98.7 98.5 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 0 18 25 18 27 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 30,971 COMMITMENTS 2,294 279 0 28,031 30,357 30,325 30,636 646 335 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,565) 1,984 -124 0 1,147 3,565 3,131 3,441 434 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.9 0.0 90.5 98.0 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 15 18 17 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 267,990 COMMITMENTS 2,473 2,960 12,766 248,741 245,989 263,980 261,715 4,010 6,275 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,473) 814 -509 -1,131 3,891 5,718 3,574 4,078 -101 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.1 4.8 92.8 91.8 98.5 97.7 1.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 2 2 38 40 42 43 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,240 COMMITMENTS 248 360 0 108,991 109,298 109,239 109,658 1,001 582 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 0.0 98.9 99.1 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 15 10 16 11 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 15,568 COMMITMENTS 3,720 0 0 11,092 14,590 14,812 14,590 756 978 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 0.0 0.0 71.2 93.7 95.1 93.7 4.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 10 14 10 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,636 COMMITMENTS 0 496 0 107,660 105,202 107,660 105,698 6,976 8,938 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -349) 0 496 0 -879 -1,219 -879 -723 530 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 93.9 91.8 93.9 92.2 6.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 22 21 22 22 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 235,988 COMMITMENTS 2,728 2,865 180 228,019 229,389 230,927 232,434 5,061 3,554 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 14,773) 2,728 737 180 9,507 16,087 12,415 17,004 2,358 -2,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.2 0.1 96.6 97.2 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 1 29 31 31 34 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,639 COMMITMENTS 0 527 0 50,875 51,395 50,875 51,922 3,764 2,717 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,363) 0 217 0 2,988 3,412 2,988 3,629 375 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 93.1 94.1 93.1 95.0 6.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 18 11 19 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 188,384 COMMITMENTS 290 899 0 181,715 183,542 182,005 184,441 6,379 3,943 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,211) 290 899 0 2,801 2,055 3,091 2,954 120 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.5 0.0 96.5 97.4 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 25 20 26 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,665 COMMITMENTS 0 0 0 79,969 79,143 79,969 79,143 3,696 4,522 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 744) 0 0 0 1,075 -22 1,075 -22 -331 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.6 94.6 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 17 20 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,282 COMMITMENTS 1,356 928 62 37,510 40,081 38,928 41,071 2,354 211 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,326) -155 -62 62 6,016 6,295 5,923 6,295 403 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.2 0.2 90.9 97.1 94.3 99.5 5.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 1 20 15 24 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,164 COMMITMENTS 4,595 0 496 189,570 194,827 194,661 195,323 6,503 5,841 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -409) 1,009 0 85 -1,358 -495 -264 -410 -145 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.2 94.2 96.8 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 16 18 19 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 179,408 COMMITMENTS 448 1,980 7,955 161,636 158,789 170,039 168,724 9,369 10,684 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 5,839) 196 -328 780 6,534 5,490 7,510 5,942 -1,671 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.1 4.4 90.1 88.5 94.8 94.0 5.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 4 3 27 33 30 38 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,769 COMMITMENTS 531 744 150 53,744 54,415 54,425 55,309 1,344 460 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,751) 531 744 150 3,064 2,883 3,745 3,777 6 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.3 0.3 96.4 97.6 97.6 99.2 2.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 15 19 17 21 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 246,626 COMMITMENTS 696 8,068 1,645 239,236 229,942 241,577 239,655 5,049 6,971 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,148) 120 851 -246 6,729 5,422 6,603 6,027 -455 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 3.3 0.7 97.0 93.2 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 4 2 35 34 38 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 129,159 COMMITMENTS 576 220 489 124,518 124,352 125,583 125,061 3,576 4,098 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -4,362) -894 220 -432 -2,662 -4,342 -3,988 -4,554 -374 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.2 0.4 96.4 96.3 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 2 27 28 29 30 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,053 COMMITMENTS 0 2,728 0 150,876 147,940 150,876 150,668 5,177 5,385 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,066) 0 2,728 0 2,372 648 2,372 3,376 694 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 96.7 94.8 96.7 96.5 3.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 22 21 22 22 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 57,109 COMMITMENTS 0 567 512 51,699 54,378 52,211 55,457 4,898 1,652 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 524) 0 0 0 524 493 524 493 0 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.9 90.5 95.2 91.4 97.1 8.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 16 12 17 13 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 39,510 COMMITMENTS 822 0 31 36,133 38,453 36,986 38,484 2,524 1,026 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,777) 31 0 31 1,529 1,656 1,591 1,687 186 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.1 91.5 97.3 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 14 18 17 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 267,081 COMMITMENTS 310 527 0 255,228 265,306 255,538 265,833 11,543 1,248 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 5,336) 310 0 0 5,727 5,030 6,037 5,030 -701 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.0 95.6 99.3 95.7 99.5 4.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 0 32 21 33 22 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 115,805 COMMITMENTS 12,405 8,774 145 96,353 105,407 108,903 114,326 6,902 1,479 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -274) -658 0 53 -155 -428 -760 -375 486 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 7.6 0.1 83.2 91.0 94.0 98.7 6.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 17 18 19 20 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 223,666 COMMITMENTS 0 527 0 220,089 221,663 220,089 222,190 3,577 1,476 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,422) 0 135 0 7,331 6,205 7,331 6,340 -909 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 98.4 99.1 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 0 23 25 23 27 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 29,764 COMMITMENTS 248 0 0 29,330 29,303 29,578 29,303 186 461 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.0 98.5 98.5 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 11 11 11 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 33,549 COMMITMENTS 4,720 292 5,162 23,069 27,670 32,951 33,124 598 425 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 357) -276 1 71 567 301 361 373 -5 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.9 15.4 68.8 82.5 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 5 15 26 27 41 44 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,119 COMMITMENTS 6,835 704 1,325 32,949 38,970 41,109 40,999 10 120 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 747) 106 14 400 241 355 747 769 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 1.7 3.2 80.1 94.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 6 8 23 22 32 34 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 29,241 COMMITMENTS 2,775 750 900 25,478 27,581 29,153 29,231 88 10 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 75) 125 50 -25 -25 50 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.6 3.1 87.1 94.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 3 4 17 18 24 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 139,698 COMMITMENTS 7,750 7,790 8,991 122,413 122,801 139,154 139,582 544 116 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 873) 1,017 -531 108 -257 1,296 868 873 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 5.6 6.4 87.6 87.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 8 7 33 35 45 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,979 COMMITMENTS 1,478 2,701 2,941 67,558 66,336 71,978 71,979 1 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,234) 253 -76 -250 1,232 1,563 1,234 1,236 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.8 4.1 93.9 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 10 6 22 25 31 38 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,443 COMMITMENTS 375 450 75 31,993 31,903 32,443 32,428 0 15 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 295) 0 75 25 270 195 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.4 0.2 98.6 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 11 17 14 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 68,879 COMMITMENTS 15,985 1,792 4,643 47,816 62,436 68,444 68,871 435 8 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 559) 0 500 -210 709 269 499 559 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 2.6 6.7 69.4 90.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 3 26 27 32 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 88,867 COMMITMENTS 25,870 4,116 5,023 56,983 79,478 87,876 88,617 991 250 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 922) -2 209 243 657 464 898 916 24 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 4.6 5.7 64.1 89.4 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 7 4 25 26 32 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,216 COMMITMENTS 3,312 50 1,347 67,030 70,682 71,689 72,079 527 137 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 505) 100 0 0 405 505 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.1 1.9 92.8 97.9 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 27 26 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,155 COMMITMENTS 3,891 125 1,848 90,774 95,100 96,513 97,073 642 82 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,202) 105 0 0 1,097 1,202 1,202 1,202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.1 1.9 93.4 97.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 2 30 29 33 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,495 COMMITMENTS 400 420 0 42,975 42,785 43,375 43,205 120 290 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.0 0.0 98.8 98.4 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 19 20 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 26,408 COMMITMENTS 340 700 20 25,848 25,563 26,208 26,283 200 125 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -27) 0 100 0 -27 -127 -27 -27 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.7 0.1 97.9 96.8 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 19 20 20 23 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 14,090 COMMITMENTS 525 3,900 125 13,350 10,065 14,000 14,090 90 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 27.7 0.9 94.7 71.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 17 8 20 10 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 73,453 COMMITMENTS 19,042 327 2,919 51,173 70,131 73,134 73,377 319 76 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 867) 243 120 112 740 683 1,095 915 -228 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 0.4 4.0 69.7 95.5 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 1 10 30 32 48 42 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,564 COMMITMENTS 6,790 220 1,225 18,253 24,777 26,268 26,222 296 342 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 250) -350 0 250 350 0 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 0.8 4.6 68.7 93.3 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 5 20 22 26 27 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,635 COMMITMENTS 525 320 100 51,875 51,995 52,500 52,415 135 220 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -175) 0 0 0 -175 -175 -175 -175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.6 0.2 98.6 98.8 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 20 22 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 42,588 COMMITMENTS 920 1,530 230 40,538 40,734 41,688 42,494 900 94 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -77) 0 10 0 -79 -92 -79 -82 2 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.6 0.5 95.2 95.6 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 3 23 22 27 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,884 COMMITMENTS 3,165 200 0 59,276 62,509 62,441 62,709 443 175 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 310) 0 0 0 300 310 300 310 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.3 0.0 94.3 99.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 24 18 26 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,182 COMMITMENTS 3,810 3,700 60 65,181 65,412 69,051 69,172 131 10 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 610) -45 0 0 644 610 599 610 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 5.3 0.1 94.2 94.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 26 19 28 21 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 83,913 COMMITMENTS 1,077 647 104 82,591 83,162 83,772 83,913 141 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 945) 221 -375 0 716 1,320 937 945 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.8 0.1 98.4 99.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 3 26 29 30 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 107,444 COMMITMENTS 1,428 7,196 1,064 104,718 99,129 107,210 107,389 234 55 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,732) -228 1,149 -24 1,984 647 1,732 1,772 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 6.7 1.0 97.5 92.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 14 7 28 33 37 48 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 55,688 COMMITMENTS 25 5,156 475 55,168 50,042 55,668 55,673 20 15 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,266) -75 456 125 4,216 3,685 4,266 4,266 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.9 99.1 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 3 15 13 18 19 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 49,225 COMMITMENTS 0 1,430 15 49,210 47,780 49,225 49,225 0 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 100.0 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 1 12 9 13 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 63,338 COMMITMENTS 1,093 1,708 1,515 60,615 59,973 63,223 63,196 115 142 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 21) 12 10 -10 19 18 21 18 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.7 2.4 95.7 94.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 23 23 27 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 68,108 COMMITMENTS 1,771 1,201 5,623 60,347 61,137 67,741 67,961 367 147 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 504) 19 -29 -96 583 629 506 504 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.8 8.3 88.6 89.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 3 23 24 30 28 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,647 COMMITMENTS 875 333 80 28,587 29,137 29,542 29,550 105 97 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,018) 55 0 0 955 1,018 1,010 1,018 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.1 0.3 96.4 98.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 12 21 13 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 28,238 COMMITMENTS 720 140 0 27,314 28,018 28,034 28,158 204 80 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 910) 55 0 0 850 910 905 910 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.5 0.0 96.7 99.2 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 11 19 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,019 COMMITMENTS 0 2,684 3,051 31,950 29,281 35,001 35,016 18 3 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 168) 0 15 -10 192 163 182 168 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.7 8.7 91.2 83.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 7 7 24 23 31 30 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,770 COMMITMENTS 509 1,678 1,185 20,554 19,777 22,248 22,640 522 130 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 39) -25 0 25 24 14 24 39 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 7.4 5.2 90.3 86.9 97.7 99.4 2.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 2 14 18 17 23 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,134 COMMITMENTS 3,706 3,826 1,919 51,444 51,372 57,069 57,117 65 17 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,825) 48 101 269 1,537 1,453 1,854 1,823 -29 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 6.7 3.4 90.0 89.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 4 5 27 27 34 34 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 37,691 COMMITMENTS 0 2,454 1,226 36,068 33,891 37,294 37,571 397 120 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,638) 0 656 487 1,172 549 1,659 1,692 -21 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 3.3 95.7 89.9 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 5 4 23 21 27 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,266 COMMITMENTS 1,385 250 325 19,376 20,676 21,086 21,251 180 15 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 75) 30 25 0 45 50 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.2 1.5 91.1 97.2 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 16 16 19 20 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,370 COMMITMENTS 50 505 395 12,764 12,459 13,209 13,359 161 11 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 11) 0 0 0 -30 0 -30 0 41 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.8 3.0 95.5 93.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 13 13 15 17 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,181 COMMITMENTS 50 1,330 320 13,691 12,531 14,061 14,181 120 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 9.4 2.3 96.5 88.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 1 14 14 16 19 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,752 COMMITMENTS 2,480 850 355 16,698 18,486 19,533 19,691 219 61 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 900) 600 0 0 360 900 960 900 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 4.3 1.8 84.5 93.6 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 15 16 19 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,199 COMMITMENTS 2,565 850 270 16,153 18,036 18,988 19,156 211 43 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 900) 600 0 0 360 900 960 900 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 4.4 1.4 84.1 93.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 1 14 16 18 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,490 COMMITMENTS 1,365 800 2,505 41,456 42,185 45,326 45,490 164 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 260) 0 300 0 260 -40 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.8 5.5 91.1 92.7 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 5 21 15 27 21 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,318 COMMITMENTS 2,060 940 2,225 40,862 42,153 45,147 45,318 171 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 265) 0 300 0 265 -35 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 2.1 4.9 90.2 93.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 5 20 16 27 22 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,322 COMMITMENTS 2,098 11,013 1,350 118,805 109,959 122,253 122,322 69 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,907) 370 50 0 2,537 2,857 2,907 2,907 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 9.0 1.1 97.1 89.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 8 8 37 29 47 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 133,667 COMMITMENTS 2,722 10,479 1,865 129,005 121,323 133,592 133,667 75 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,309) 347 330 0 2,962 2,979 3,309 3,309 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 7.8 1.4 96.5 90.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 8 7 38 35 49 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 501,236 COMMITMENTS 23,893 27,461 64,115 412,432 408,828 500,440 500,404 796 832 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 13,986) -378 1,428 2,957 11,070 9,666 13,650 14,051 336 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 5.5 12.8 82.3 81.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 18 21 46 43 77 74 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,014 COMMITMENTS 3,965 25 75 13,720 17,889 17,760 17,989 254 25 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 50) 40 0 0 -10 30 30 30 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 0.1 0.4 76.2 99.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 2 18 8 22 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,252 COMMITMENTS 3,615 460 35 13,250 16,727 16,900 17,222 352 30 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 130) 110 70 0 -10 30 100 100 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 2.7 0.2 76.8 97.0 98.0 99.8 2.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 17 8 21 10 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,615 COMMITMENTS 110 1,250 45 2,970 1,960 3,125 3,255 490 360 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -950) -65 -120 -370 -350 -510 -785 -1,000 -165 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 34.6 1.2 82.2 54.2 86.4 90.0 13.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 9 3 18 19 22 30 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,429 COMMITMENTS 231 0 279 1,532 1,513 2,042 1,792 387 637 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 76) 10 0 16 29 74 55 90 21 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 11.5 63.1 62.3 84.1 73.8 15.9 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 4 15 17 19 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 5,087 COMMITMENTS 376 280 218 3,687 3,581 4,281 4,079 806 1,008 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 409) 110 -20 -43 387 366 454 303 -45 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 5.5 4.3 72.5 70.4 84.2 80.2 15.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 4 23 23 28 28 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,615 COMMITMENTS 6,141 2,034 151 30,103 34,286 36,395 36,471 220 144 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 425) 230 0 35 182 315 447 350 -22 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 5.6 0.4 82.2 93.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 3 3 35 34 40 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,493 COMMITMENTS 224 15 209 15,951 15,804 16,384 16,028 109 465 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,013) 7 -53 118 888 948 1,013 1,013 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 1.3 96.7 95.8 99.3 97.2 0.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 24 26 28 29 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,893 COMMITMENTS 378 303 590 10,434 10,643 11,402 11,536 491 357 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,820) 65 -19 179 1,546 1,658 1,790 1,818 30 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.5 5.0 87.7 89.5 95.9 97.0 4.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 4 34 28 40 33 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,131 COMMITMENTS 225 2,455 657 37,903 35,794 38,785 38,906 346 225 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 571) -49 740 -96 716 -73 571 571 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 6.3 1.7 96.9 91.5 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 5 3 19 30 24 35 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 67,148 COMMITMENTS 5,909 1,585 3,358 57,635 61,363 66,902 66,306 246 842 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,564) 143 -415 607 844 1,445 1,594 1,637 -30 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.4 5.0 85.8 91.4 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 15 9 18 63 62 85 82 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,064 COMMITMENTS 188 64 96 1,237 1,396 1,521 1,556 543 508 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 3.1 4.7 59.9 67.6 73.7 75.4 26.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 4 12 13 17 18 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 27,359 COMMITMENTS 0 0 0 27,139 27,359 27,139 27,359 220 0 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 649) 0 0 0 649 649 649 649 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 23 22 23 22 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 10,080 COMMITMENTS 270 415 190 9,455 9,165 9,915 9,770 165 310 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 620) 0 -50 50 525 440 575 440 45 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.1 1.9 93.8 90.9 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 13 13 16 15 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 222,373 COMMITMENTS 0 0 0 212,560 212,453 212,560 212,453 9,813 9,920 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,705) 0 0 0 1,400 1,640 1,400 1,640 305 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.6 95.5 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 19 14 19 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 30,134 COMMITMENTS 14,933 661 1,530 10,183 26,313 26,646 28,504 3,488 1,630 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 2.2 5.1 33.8 87.3 88.4 94.6 11.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 5 11 13 17 19
Updated September 27, 2019