CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 12,644 COMMITMENTS 4,896 574 396 7,352 11,669 12,644 12,639 0 5 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 4.5 3.1 58.1 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 2 1 10 9 20 11 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 58,164 COMMITMENTS 35,812 17,799 45 22,092 40,110 57,949 57,954 215 210 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,440) -279 -15 -100 -1,061 -1,325 -1,440 -1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.6 30.6 0.1 38.0 69.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 9 1 17 18 33 27 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 74,246 COMMITMENTS 35,003 22,474 1,080 37,738 50,342 73,821 73,896 425 350 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 7,141) 3,536 4,107 -3,595 7,007 6,404 6,948 6,916 193 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 30.3 1.5 50.8 67.8 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 27 9 2 22 16 49 27 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 178,929 COMMITMENTS 57,671 32,310 2,177 119,081 144,442 178,929 178,929 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,500) 2,900 1,953 -453 53 1,000 2,500 2,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 18.1 1.2 66.6 80.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 9 4 16 15 24 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 141,332 COMMITMENTS 21,181 17,410 8,639 111,512 115,283 141,332 141,332 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -782) 796 0 -449 -1,129 -333 -782 -782 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 12.3 6.1 78.9 81.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 3 17 11 26 16 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,535 COMMITMENTS 17,303 3,439 2,057 14,175 28,039 33,535 33,535 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,000) 158 -154 50 792 1,104 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 10.3 6.1 42.3 83.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 3 2 10 16 23 20 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,064 COMMITMENTS 8,110 900 0 25,954 33,164 34,064 34,064 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -85) -50 0 0 -20 -85 -70 -85 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 2.6 0.0 76.2 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 1 0 11 6 19 7 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 27,010 COMMITMENTS 14,521 551 1,517 10,772 24,892 26,810 26,960 200 50 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,725) 1,092 26 -16 1,449 2,665 2,525 2,675 200 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 2.0 5.6 39.9 92.2 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 2 4 11 13 29 18 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 16,568 COMMITMENTS 1,470 600 0 14,783 15,968 16,253 16,568 315 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 685) 95 -70 0 385 755 480 685 205 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 3.6 0.0 89.2 96.4 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 12 11 15 12 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| 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: 12,117 COMMITMENTS 1,582 3,446 0 10,535 8,671 12,117 12,117 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -82) 112 130 -180 -14 -32 -82 -82 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 28.4 0.0 86.9 71.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 0 11 8 13 13 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| 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: 21,278 COMMITMENTS 2,540 6,950 680 18,033 13,648 21,253 21,278 25 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -47) -3 50 3 -47 -100 -47 -47 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 32.7 3.2 84.7 64.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 8 4 12 10 18 20 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 31,980 COMMITMENTS 13,766 9,850 1,600 16,614 20,530 31,980 31,980 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -15,247) -6,907 -2,000 -900 -7,440 -12,347 -15,247 -15,247 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 30.8 5.0 52.0 64.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 3 14 9 20 15 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 30,593 COMMITMENTS 2,501 971 2,044 25,855 27,533 30,400 30,548 193 45 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,406) 564 635 -1,710 -3,258 -3,325 -4,404 -4,400 -2 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 3.2 6.7 84.5 90.0 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 5 20 24 27 30 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 30,385 COMMITMENTS 767 3,079 1,531 26,560 25,764 28,858 30,374 1,527 11 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,727) 56 653 -1,561 -3,181 -3,819 -4,686 -4,727 -41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 10.1 5.0 87.4 84.8 95.0 100.0 5.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 20 21 25 25 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,098,015 COMMITMENTS 319,588 104,449 413,126 4330059 4557382 5062773 5074957 35,242 23,058 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -153,820) -17,773 -32,137 36,155 -178,066 -156,490 -159,684 -152,472 5,864 -1,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.0 8.1 84.9 89.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 37 24 44 146 120 200 171 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,015 COMMITMENTS 38,303 28,175 42,535 120,101 129,832 200,939 200,542 1,076 1,473 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -75,286) -26,515 -53,335 -11,365 -37,021 -10,945 -74,901 -75,645 -385 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 13.9 21.1 59.5 64.3 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 5 10 23 18 34 31 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,090 COMMITMENTS 5,827 3,978 92 249,886 274,658 255,805 278,728 28,285 5,362 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,443) 61 0 0 3,548 342 3,609 342 -1,166 2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.4 0.0 88.0 96.7 90.0 98.1 10.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 2 26 21 29 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,046 COMMITMENTS 5,414 248 520 135,566 128,823 141,500 129,591 7,546 19,455 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 949) 537 0 -497 -2,727 -3,591 -2,687 -4,088 3,636 5,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.2 0.3 91.0 86.4 94.9 86.9 5.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 3 19 23 23 27 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,610 COMMITMENTS 14,385 132 6,345 326,855 351,273 347,585 357,750 16,025 5,860 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 20,167) 1,376 124 -135 18,567 18,353 19,808 18,342 359 1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 1.7 89.9 96.6 95.6 98.4 4.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 4 35 30 42 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,672 COMMITMENTS 2,887 10,736 1,710 843,524 846,367 848,121 858,813 12,551 1,859 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,779) -2,356 -128 -247 -5,060 -3,848 -7,663 -4,223 3,884 444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.2 0.2 98.0 98.3 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 3 36 28 39 32 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,794 COMMITMENTS 1,566 5,932 2,433 378,808 377,028 382,807 385,393 11,987 9,401 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 11,308) -682 -2,033 320 7,383 8,947 7,021 7,234 4,287 4,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.5 0.6 96.0 95.5 97.0 97.6 3.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 1 5 4 42 42 46 49 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 563,327 COMMITMENTS 1,208 248 0 553,720 550,063 554,928 550,311 8,399 13,016 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 8,912) 0 0 0 7,653 4,128 7,653 4,128 1,259 4,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 98.3 97.6 98.5 97.7 1.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 1 0 40 41 41 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 448,984 COMMITMENTS 429 10,829 397 436,260 426,021 437,086 437,247 11,898 11,737 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 17,810) 0 3,078 275 12,535 15,206 12,810 18,559 5,000 -749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.4 0.1 97.2 94.9 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 5 2 39 29 42 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,047 COMMITMENTS 496 6,149 459 109,330 105,417 110,285 112,025 4,762 3,022 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,554) 496 822 0 3,575 2,740 4,071 3,562 483 992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.3 0.4 95.0 91.6 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 1 17 21 19 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,718 COMMITMENTS 0 159 58 27,114 29,934 27,172 30,151 5,546 2,567 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 558) 0 0 0 -3,941 -871 -3,941 -871 4,499 1,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.2 82.9 91.5 83.0 92.2 17.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 14 16 15 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 302,908 COMMITMENTS 0 11,888 277 294,459 281,695 294,736 293,860 8,172 9,048 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,016) -782 2,204 -348 3,016 2,609 1,886 4,465 4,130 1,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.1 97.2 93.0 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 1 27 26 28 31 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 202,871 COMMITMENTS 0 279 0 197,475 197,128 197,475 197,407 5,396 5,464 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 670) 0 0 0 423 81 423 81 247 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 97.3 97.2 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 29 24 29 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 321,978 COMMITMENTS 0 3,280 0 309,345 315,470 309,345 318,750 12,633 3,228 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 396) 0 0 0 -8,452 -161 -8,452 -161 8,848 557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 96.1 98.0 96.1 99.0 3.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 0 24 24 24 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,232 COMMITMENTS 8,771 1,015 0 51,205 59,834 59,976 60,849 2,256 1,383 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,062) 997 488 0 220 787 1,217 1,275 845 787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 1.6 0.0 82.3 96.1 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 0 20 20 24 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 623,131 COMMITMENTS 24,870 7,947 11,260 570,204 594,182 606,334 613,389 16,797 9,742 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 11,431) -240 -1,107 1,468 5,596 8,222 6,824 8,583 4,607 2,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.3 1.8 91.5 95.4 97.3 98.4 2.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 4 8 9 49 45 59 57 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,799 COMMITMENTS 439 0 1,248 197,854 191,740 199,541 192,988 3,258 9,811 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 15,434) 426 0 -60 14,687 13,436 15,053 13,376 381 2,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.6 97.6 94.5 98.4 95.2 1.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 27 20 28 21 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 52,290 COMMITMENTS 0 480 0 49,717 49,601 49,717 50,081 2,573 2,209 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 434) 0 0 0 -436 144 -436 144 870 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 95.1 94.9 95.1 95.8 4.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 11 14 13 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,017 COMMITMENTS 0 0 0 88,337 88,052 88,337 88,052 5,680 5,965 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 3,334) 0 0 0 2,493 3,086 2,493 3,086 841 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 93.7 94.0 93.7 6.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 13 16 13 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 289,124 COMMITMENTS 14,539 9,774 0 259,498 273,886 274,037 283,660 15,087 5,464 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -15,617) 5,704 -63 0 -28,047 -19,914 -22,343 -19,977 6,726 4,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 3.4 0.0 89.8 94.7 94.8 98.1 5.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 8 0 27 31 31 39 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 276,412 COMMITMENTS 17,866 13,278 297 247,022 260,681 265,185 274,256 11,227 2,156 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -13,373) 5,859 242 18 -29,103 -15,216 -23,226 -14,956 9,853 1,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.8 0.1 89.4 94.3 95.9 99.2 4.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 7 2 39 44 47 52 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 133,543 COMMITMENTS 232 348 0 129,857 126,972 130,089 127,320 3,454 6,223 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 888) -261 0 0 550 -1,562 289 -1,562 599 2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.3 0.0 97.2 95.1 97.4 95.3 2.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 19 23 20 24 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 41,270 COMMITMENTS 217 3,076 0 38,398 35,977 38,615 39,053 2,655 2,217 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,270) 0 1,712 0 124 -933 124 779 2,146 1,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.5 0.0 93.0 87.2 93.6 94.6 6.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 0 18 16 19 18 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 295,387 COMMITMENTS 1,092 6,930 1,602 286,846 274,460 289,540 282,992 5,847 12,395 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 15,574) 184 1,186 31 13,946 10,999 14,161 12,216 1,413 3,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.3 0.5 97.1 92.9 98.0 95.8 2.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 4 4 41 36 46 42 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 137,962 COMMITMENTS 0 217 0 136,584 137,451 136,584 137,668 1,378 294 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -248) 0 217 0 -968 -548 -968 -331 720 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.0 99.6 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 11 14 11 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,232 COMMITMENTS 0 402 30 92,822 84,377 92,852 84,809 9,380 17,423 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,346) 0 -404 30 1,524 -540 1,554 -914 792 3,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 90.8 82.5 90.8 83.0 9.2 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 18 18 19 19 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 234,453 COMMITMENTS 1,394 0 1,683 227,993 227,524 231,070 229,207 3,383 5,246 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,767) 430 -464 -282 5,646 4,969 5,794 4,223 973 2,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.7 97.2 97.0 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 2 26 30 29 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,752 COMMITMENTS 0 2,416 0 194,865 201,330 194,865 203,746 12,887 4,006 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,533) 0 1,052 0 -2,461 3,837 -2,461 4,889 8,994 1,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 93.8 96.9 93.8 98.1 6.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 0 19 17 19 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,217 COMMITMENTS 65 0 644 87,712 89,274 88,421 89,918 4,796 3,299 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,712) -61 0 61 751 678 751 739 961 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.7 94.1 95.8 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 14 23 15 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,712 COMMITMENTS 872 0 58 40,371 41,763 41,301 41,821 2,411 1,891 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,284) 0 0 0 856 -282 856 -282 428 1,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.1 92.4 95.5 94.5 95.7 5.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 19 15 21 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 200,790 COMMITMENTS 4,299 0 0 186,318 185,937 190,617 185,937 10,173 14,853 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,016) 214 0 0 2,962 -561 3,176 -561 2,840 6,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 92.8 92.6 94.9 92.6 5.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 15 18 17 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,979 COMMITMENTS 279 9,978 6,553 171,882 162,882 178,714 179,413 15,265 14,566 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 9,133) 0 721 -3 5,662 7,766 5,659 8,484 3,474 649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.1 3.4 88.6 84.0 92.1 92.5 7.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 4 2 28 25 31 29 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,432 COMMITMENTS 0 589 0 31,076 27,010 31,076 27,599 356 3,833 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 98.9 85.9 98.9 87.8 1.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 8 12 8 14 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 55,251 COMMITMENTS 341 0 0 51,317 52,046 51,658 52,046 3,593 3,205 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 92.9 94.2 93.5 94.2 6.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 15 17 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,712 COMMITMENTS 0 1,826 0 71,587 72,001 71,587 73,827 5,125 2,885 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 62) 0 30 0 -2,635 124 -2,635 154 2,697 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 93.3 93.9 93.3 96.2 6.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 16 18 16 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 257,426 COMMITMENTS 2,416 2,457 4,273 238,908 242,486 245,597 249,216 11,829 8,210 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,255) -306 496 0 -4,387 1,245 -4,693 1,741 5,948 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 1.7 92.8 94.2 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 2 31 34 33 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 137,371 COMMITMENTS 744 1,217 1,182 129,081 130,845 131,007 133,244 6,364 4,127 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -228) 0 -496 0 -1,794 -1,021 -1,794 -1,517 1,566 1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.9 0.9 94.0 95.2 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 26 26 28 29 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 25,539 COMMITMENTS 2,186 0 0 22,884 23,238 25,070 23,238 469 2,301 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 527) 331 0 0 155 -1,513 486 -1,513 41 2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 89.6 91.0 98.2 91.0 1.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 10 12 10 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 164,836 COMMITMENTS 310 0 0 155,379 156,448 155,689 156,448 9,147 8,388 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 5,033) 0 0 0 4,289 2,680 4,289 2,680 744 2,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 94.3 94.9 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 22 21 22 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 40,370 COMMITMENTS 511 0 0 35,794 36,817 36,305 36,817 4,065 3,553 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 152) 0 0 0 -515 -1,520 -515 -1,520 667 1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 88.7 91.2 89.9 91.2 10.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 17 15 19 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 267,252 COMMITMENTS 0 775 0 251,012 265,695 251,012 266,470 16,240 782 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,331) 0 0 0 743 949 743 949 588 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 93.9 99.4 93.9 99.7 6.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 0 28 19 28 21 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 107,538 COMMITMENTS 6,317 8,774 0 93,613 95,315 99,930 104,089 7,608 3,449 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -918) 0 0 0 -792 -1,104 -792 -1,104 -126 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 8.2 0.0 87.1 88.6 92.9 96.8 7.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 15 12 16 13 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 32,381 COMMITMENTS 5,752 0 0 25,556 31,503 31,308 31,503 1,073 878 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,531) 0 0 0 2,500 1,951 2,500 1,951 31 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.0 0.0 78.9 97.3 96.7 97.3 3.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 12 13 12 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 210,421 COMMITMENTS 0 994 462 205,769 204,270 206,231 205,726 4,190 4,695 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,296) 0 310 -62 4,351 2,904 4,289 3,152 7 1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.2 97.8 97.1 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 22 24 23 26 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 13,830 COMMITMENTS 3,616 626 166 8,798 12,823 12,580 13,615 1,250 215 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,056) 96 66 166 14 844 276 1,076 780 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 4.5 1.2 63.6 92.7 91.0 98.4 9.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 8 2 17 18 26 28 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 40,191 COMMITMENTS 3,970 2,773 1,091 35,128 36,327 40,189 40,191 2 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,012) 375 -1,595 -60 -3,208 -1,357 -2,893 -3,012 -119 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 6.9 2.7 87.4 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 8 6 25 23 32 34 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 29,206 COMMITMENTS 2,975 1,026 928 25,063 27,252 28,966 29,206 240 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,449) -700 -125 -50 -1,939 -2,274 -2,689 -2,449 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 3.5 3.2 85.8 93.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 6 21 18 27 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,046 COMMITMENTS 3,741 10,387 9,942 128,781 119,732 142,464 140,061 582 2,985 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 387) -248 298 -39 575 -2,719 288 -2,460 99 2,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 7.3 7.0 90.0 83.7 99.6 97.9 0.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 12 11 31 35 45 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 76,041 COMMITMENTS 2,913 3,372 2,602 70,526 70,047 76,041 76,021 0 20 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,774) 175 315 50 1,549 1,409 1,774 1,774 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 4.4 3.4 92.7 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 5 4 24 24 31 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,549 COMMITMENTS 275 724 600 33,674 33,225 34,549 34,549 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 690) -25 0 25 690 665 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.1 1.7 97.5 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 3 12 16 16 21 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 61,919 COMMITMENTS 16,835 1,397 5,078 39,976 55,044 61,889 61,519 30 400 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 94) 20 -160 155 -79 -271 96 -276 -2 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 2.3 8.2 64.6 88.9 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 3 4 24 25 32 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 83,029 COMMITMENTS 25,766 3,237 3,805 52,974 75,754 82,545 82,796 484 233 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 507) -58 0 0 587 286 529 286 -22 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 3.9 4.6 63.8 91.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 5 6 26 27 37 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,752 COMMITMENTS 2,605 472 2,158 68,285 71,327 73,048 73,957 1,704 795 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 220) -210 0 115 -615 -385 -710 -270 930 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 2.9 91.3 95.4 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 2 27 25 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 94,122 COMMITMENTS 2,758 656 2,700 86,617 89,843 92,075 93,199 2,047 923 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 375) 0 -81 0 -835 -230 -835 -311 1,210 686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.7 2.9 92.0 95.5 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 2 29 27 32 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,975 COMMITMENTS 325 195 230 44,006 44,132 44,561 44,557 414 418 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 827) 0 0 0 827 830 827 830 0 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.4 0.5 97.8 98.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 18 17 20 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 26,873 COMMITMENTS 460 906 35 25,838 25,930 26,333 26,871 540 2 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 288) 0 0 0 291 288 291 288 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.4 0.1 96.1 96.5 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 1 19 18 22 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 93,446 COMMITMENTS 21,893 2,144 4,276 66,849 86,866 93,018 93,286 428 160 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 464) -826 240 462 832 -286 468 416 -4 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 2.3 4.6 71.5 93.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 19 6 14 33 33 54 51 ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 30,798 COMMITMENTS 3,207 288 0 27,351 29,767 30,558 30,055 240 743 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.9 0.0 88.8 96.7 99.2 97.6 0.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 9 12 13 14 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,201 COMMITMENTS 8,966 800 275 31,670 39,799 40,911 40,874 290 327 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,540) 0 300 0 1,540 1,240 1,540 1,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 1.9 0.7 76.9 96.6 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 3 1 18 21 24 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,851 COMMITMENTS 475 123 277 49,974 50,121 50,726 50,521 125 330 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,086) 0 0 0 1,086 1,071 1,086 1,071 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.2 0.5 98.3 98.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 24 20 28 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 38,466 COMMITMENTS 80 2,180 120 36,953 36,029 37,153 38,329 1,313 137 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 477) -110 25 110 492 381 492 516 -15 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.7 0.3 96.1 93.7 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 7 1 21 23 22 31 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,132 COMMITMENTS 2,297 800 0 63,060 65,987 65,357 66,787 1,775 345 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -98) -15 0 0 -1,230 -98 -1,245 -98 1,147 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.2 0.0 93.9 98.3 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 24 17 26 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,862 COMMITMENTS 2,741 680 60 66,320 69,812 69,121 70,552 1,741 310 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 87) -236 30 -30 -1,008 -43 -1,274 -43 1,361 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.0 0.1 93.6 98.5 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 25 17 28 20 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 77,958 COMMITMENTS 1,507 1,511 677 75,520 75,740 77,704 77,928 254 30 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -47) -100 -63 48 5 -32 -47 -47 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.9 0.9 96.9 97.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 4 5 28 30 34 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 100,737 COMMITMENTS 2,432 3,035 1,965 95,992 95,655 100,389 100,655 348 82 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,063) -65 -169 171 957 1,006 1,063 1,008 0 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.0 2.0 95.3 95.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 10 7 29 30 40 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 58,092 COMMITMENTS 425 5,866 225 57,422 52,001 58,072 58,092 20 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 450) 0 75 0 450 375 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 10.1 0.4 98.8 89.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 3 16 13 19 20 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 50,750 COMMITMENTS 549 650 725 49,476 49,375 50,750 50,750 0 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,510) 0 0 0 1,510 1,510 1,510 1,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.3 1.4 97.5 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 12 10 15 15 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 63,710 COMMITMENTS 1,356 1,890 555 61,695 60,989 63,606 63,434 104 276 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 338) -9 -25 27 260 261 278 263 60 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.0 0.9 96.8 95.7 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 23 23 27 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 70,907 COMMITMENTS 1,516 4,336 2,860 66,295 63,310 70,671 70,506 236 401 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -83) -68 252 -215 21 -281 -262 -244 179 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.1 4.0 93.5 89.3 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 5 4 23 19 32 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,490 COMMITMENTS 0 796 0 26,160 25,239 26,160 26,035 330 455 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 528) 0 5 0 379 268 379 273 149 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.8 95.3 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 18 12 18 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 25,431 COMMITMENTS 0 25 0 24,971 25,086 24,971 25,111 460 320 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 250) 0 0 0 118 -5 118 -5 132 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 98.2 98.6 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 17 12 17 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,209 COMMITMENTS 82 1,514 1,459 32,030 31,214 33,571 34,187 638 22 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 75) 0 -1 60 -590 -6 -530 53 605 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.4 4.3 93.6 91.2 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 5 21 21 28 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,406 COMMITMENTS 510 2,370 316 19,272 17,857 20,098 20,543 1,308 863 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 30) 0 5 0 -274 -778 -274 -773 304 803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 11.1 1.5 90.0 83.4 93.9 96.0 6.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 2 15 15 18 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 61,319 COMMITMENTS 5,460 4,536 1,112 54,197 55,173 60,769 60,821 550 498 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,092) 135 284 30 453 299 618 613 474 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.4 1.8 88.4 90.0 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 2 4 28 29 37 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,186 COMMITMENTS 748 912 1,185 36,110 35,993 38,043 38,090 143 96 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -124) 0 -100 95 -310 -215 -215 -220 91 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.4 3.1 94.6 94.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 6 26 26 33 32 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,707 COMMITMENTS 750 626 226 17,581 17,840 18,557 18,692 150 15 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -853) 25 -233 0 -868 -620 -843 -853 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.3 1.2 94.0 95.4 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 1 18 16 21 20 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 19,273 COMMITMENTS 500 475 0 18,643 18,798 19,143 19,273 130 0 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -453) 0 -25 0 -445 -428 -445 -453 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.5 0.0 96.7 97.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 12 9 13 11 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,661 COMMITMENTS 125 1,760 25 10,311 8,696 10,461 10,481 200 180 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 200) 0 0 0 165 20 165 20 35 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 16.5 0.2 96.7 81.6 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 1 13 12 17 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,894 COMMITMENTS 125 2,175 0 10,559 7,944 10,684 10,119 210 775 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 200) 0 0 0 115 -575 115 -575 85 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 20.0 0.0 96.9 72.9 98.1 92.9 1.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 4 0 14 12 17 16 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,722 COMMITMENTS 1,025 140 565 11,781 12,767 13,371 13,472 351 250 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 400) 140 -235 -45 218 430 313 150 87 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.0 4.1 85.9 93.0 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 17 14 20 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,614 COMMITMENTS 1,295 140 465 11,532 12,759 13,292 13,364 322 250 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 531) 375 0 -145 243 426 473 281 58 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.0 3.4 84.7 93.7 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 17 16 20 19 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,803 COMMITMENTS 1,020 1,230 2,395 32,930 32,926 36,345 36,551 458 252 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 690) 0 150 -150 535 508 385 508 305 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.3 6.5 89.5 89.5 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 21 13 25 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,774 COMMITMENTS 1,055 700 2,650 32,525 33,202 36,230 36,552 544 222 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 730) 0 0 0 340 528 340 528 390 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.9 7.2 88.4 90.3 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 5 21 14 26 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,064 COMMITMENTS 1,835 7,278 953 104,376 99,764 107,164 107,995 1,900 1,069 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,565) 40 -82 -125 -175 778 -260 571 1,825 994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.7 0.9 95.7 91.5 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 8 6 40 32 48 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 124,356 COMMITMENTS 2,524 7,167 1,967 118,499 114,235 122,990 123,369 1,366 987 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,611) 100 242 -33 235 450 302 659 1,309 952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.8 1.6 95.3 91.9 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 10 10 41 38 54 51 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 286,140 COMMITMENTS 30,579 18,148 25,267 229,317 240,690 285,163 284,105 977 2,035 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -348) -610 286 420 -600 -2,769 -790 -2,063 442 1,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 6.3 8.8 80.1 84.1 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 22 23 24 43 40 74 78 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,962 COMMITMENTS 5,210 600 75 11,277 15,599 16,562 16,274 400 688 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 90) 0 0 0 -175 -598 -175 -598 265 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 3.5 0.4 66.5 92.0 97.6 95.9 2.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 20 9 22 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,901 COMMITMENTS 4,595 600 15 10,564 14,612 15,174 15,227 727 674 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 90) 0 0 0 -165 -584 -165 -584 255 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 3.8 0.1 66.4 91.9 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 18 8 20 10 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,898 COMMITMENTS 4,300 551 0 4,598 8,345 8,898 8,896 0 2 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -247) 0 1 0 -247 -250 -247 -249 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 6.2 0.0 51.7 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 0 12 15 16 16 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,936 COMMITMENTS 43 116 23 3,109 3,013 3,175 3,152 761 784 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -639) -107 -61 -44 -604 -605 -755 -710 116 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.9 0.6 79.0 76.5 80.7 80.1 19.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 19 24 20 27 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,460 COMMITMENTS 2,845 61 30 28,254 31,311 31,129 31,402 331 58 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,027) -367 0 0 -1,631 -2,019 -1,998 -2,019 -29 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.2 0.1 89.8 99.5 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 1 33 35 35 37 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,194 COMMITMENTS 70 0 24 16,003 15,335 16,097 15,359 97 835 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,040) 30 0 -55 -3,020 -2,967 -3,045 -3,022 5 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.1 98.8 94.7 99.4 94.8 0.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 18 20 19 21 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 6,725 COMMITMENTS 250 108 130 5,495 6,241 5,875 6,479 850 246 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,318) -79 108 -63 -1,086 -1,382 -1,228 -1,337 -90 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.6 1.9 81.7 92.8 87.4 96.3 12.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 24 23 28 26 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,667 COMMITMENTS 1,504 575 0 34,568 35,792 36,072 36,367 595 300 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,714) -57 -861 -70 -4,577 -3,758 -4,704 -4,689 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.6 0.0 94.3 97.6 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 4 0 23 35 26 39 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 53,237 COMMITMENTS 1,462 1,820 1,454 49,682 49,134 52,598 52,408 639 829 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -5,685) -146 138 -516 -5,073 -5,535 -5,735 -5,913 50 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.4 2.7 93.3 92.3 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 6 10 9 62 58 73 72 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 27,581 COMMITMENTS 0 0 0 27,327 27,279 27,327 27,279 254 302 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,734) 0 0 0 2,570 2,795 2,570 2,795 164 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 98.9 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 25 24 25 24 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 11,987 COMMITMENTS 0 0 0 11,987 11,819 11,987 11,819 0 168 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 938) 0 0 0 938 1,028 938 1,028 0 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 98.6 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 15 15 15 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 230,670 COMMITMENTS 0 6,810 0 216,775 209,168 216,775 215,978 13,895 14,692 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -12,740) 0 820 -40 -12,000 -13,006 -12,040 -12,226 -700 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 94.0 90.7 94.0 93.6 6.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 12 14 12 15
Updated March 06, 2020