CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 12,645 COMMITMENTS 3,114 1,988 0 9,531 10,657 12,645 12,645 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -81) -82 0 0 1 -81 -81 -81 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 15.7 0.0 75.4 84.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 0 12 8 17 10 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 39,694 COMMITMENTS 16,179 11,341 45 23,285 28,123 39,509 39,509 185 185 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -259) 0 -129 0 -259 -130 -259 -259 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 28.6 0.1 58.7 70.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 6 1 19 13 30 19 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 105,159 COMMITMENTS 33,908 35,468 1,724 68,929 67,867 104,561 105,059 598 100 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,734) -2,137 642 92 4,320 2,000 2,275 2,734 459 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 33.7 1.6 65.5 64.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 25 16 6 29 20 58 38 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 184,921 COMMITMENTS 62,432 22,560 3,465 119,024 158,896 184,921 184,921 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 750) 350 0 0 400 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 12.2 1.9 64.4 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 6 3 16 15 22 23 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 153,509 COMMITMENTS 24,800 17,249 4,691 124,018 131,569 153,509 153,509 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -73) 338 0 -692 281 619 -73 -73 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 11.2 3.1 80.8 85.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 6 17 11 26 19 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 36,878 COMMITMENTS 10,199 2,606 1,512 25,107 32,710 36,818 36,828 60 50 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,200) -584 0 0 1,775 1,150 1,191 1,150 9 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 7.1 4.1 68.1 88.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 4 2 16 15 29 19 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,044 COMMITMENTS 6,050 1,000 0 27,994 33,044 34,044 34,044 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 2.9 0.0 82.2 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 1 0 13 8 19 9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,667 COMMITMENTS 9,193 534 3,544 20,930 29,589 33,667 33,667 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,191) 163 -337 -163 1,191 1,741 1,191 1,241 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 1.6 10.5 62.2 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 2 2 14 12 26 16 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,341 COMMITMENTS 1,345 2,370 200 24,218 23,761 25,763 26,331 578 10 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -12) 0 0 0 -25 -22 -25 -22 13 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.0 0.8 91.9 90.2 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 15 11 17 14 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| 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: 12,464 COMMITMENTS 1,317 3,180 150 10,997 9,134 12,464 12,464 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 563) -150 -410 0 713 973 563 563 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 25.5 1.2 88.2 73.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 1 12 10 14 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| 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: 21,271 COMMITMENTS 2,319 8,005 310 18,617 12,956 21,246 21,271 25 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 415) -160 100 210 365 105 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 37.6 1.5 87.5 60.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 7 3 12 11 17 19 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,081 COMMITMENTS 17,986 11,870 2,731 17,364 23,480 38,081 38,081 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,399) 1,550 1,300 0 -151 99 1,399 1,399 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 31.2 7.2 45.6 61.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 4 14 10 21 16 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 39,280 COMMITMENTS 4,254 139 4,921 29,963 34,205 39,138 39,265 142 15 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,063) -56 12 393 1,722 1,658 2,059 2,063 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.4 12.5 76.3 87.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 5 26 27 32 33 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 33,036 COMMITMENTS 1,119 6,990 2,223 28,784 23,823 32,126 33,036 910 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 530) 0 -214 0 590 744 590 530 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 21.2 6.7 87.1 72.1 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 4 23 15 29 19 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,538 COMMITMENTS 2,501 0 897 3,016 5,621 6,414 6,518 124 20 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 85) 0 0 0 85 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 0.0 13.7 46.1 86.0 98.1 99.7 1.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 13 13 16 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,089,983 COMMITMENTS 960,957 31,063 413,143 4685508 5627124 6059608 6071330 30,375 18,653 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 119,106) -35,916 1,581 51,595 106,441 67,985 122,120 121,161 -3,014 -2,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 0.5 6.8 76.9 92.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 50 14 52 151 137 212 192 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 240,435 COMMITMENTS 15,250 27,555 50,820 173,451 161,319 239,521 239,694 914 741 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 12,923) 8,708 -5,003 2,708 1,507 15,218 12,923 12,923 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.5 21.1 72.1 67.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 8 10 23 18 34 31 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,460 COMMITMENTS 5,547 2,782 150 246,037 267,522 251,734 270,454 25,726 7,006 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,238) 0 0 0 2,511 2,206 2,511 2,206 -273 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.0 0.1 88.7 96.4 90.7 97.5 9.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 25 18 27 20 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,072 COMMITMENTS 279 0 0 148,563 152,937 148,842 152,937 10,230 6,135 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,656) 0 0 0 3,771 3,531 3,771 3,531 -115 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 93.4 96.1 93.6 96.1 6.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 20 27 21 27 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,134 COMMITMENTS 15,236 132 9,221 333,050 358,771 357,507 368,124 12,627 2,010 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 17,910) 439 -483 1,526 17,037 16,926 19,002 17,969 -1,092 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 2.5 90.0 96.9 96.6 99.5 3.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 1 5 36 34 46 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 935,131 COMMITMENTS 265 11,297 5,035 917,135 916,276 922,435 932,608 12,696 2,523 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,026) 265 -672 1,300 -1,451 268 114 896 1,912 1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.5 98.1 98.0 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 4 37 29 41 34 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,909 COMMITMENTS 2,816 4,206 1,152 359,026 364,513 362,994 369,871 13,915 7,038 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 6,787) 26 850 194 7,142 10,778 7,362 11,822 -575 -5,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.1 0.3 95.3 96.7 96.3 98.1 3.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 3 3 38 38 41 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 562,702 COMMITMENTS 226 248 713 552,536 556,239 553,475 557,200 9,227 5,502 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,692) 226 -242 2 -2,069 -1,611 -1,841 -1,851 149 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.1 98.2 98.9 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 1 1 38 45 39 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 445,283 COMMITMENTS 2,034 3,099 216 428,649 430,851 430,899 434,166 14,384 11,117 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,487) 0 432 216 2,843 2,150 3,059 2,798 -572 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.0 96.3 96.8 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 2 1 35 29 37 31 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,504 COMMITMENTS 620 2,626 0 96,154 98,041 96,774 100,667 5,730 1,837 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,106) -31 -1,070 0 2,311 4,938 2,280 3,868 826 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.6 0.0 93.8 95.6 94.4 98.2 5.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 16 19 17 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,113 COMMITMENTS 0 527 0 22,664 23,524 22,664 24,051 1,449 62 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 960) 0 0 0 960 960 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 94.0 97.6 94.0 99.7 6.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 11 11 11 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 316,617 COMMITMENTS 0 5,825 372 307,502 305,579 307,874 311,776 8,743 4,841 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 10,998) 0 -307 155 8,014 10,940 8,169 10,788 2,829 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.1 97.1 96.5 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 4 2 32 27 34 31 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 189,528 COMMITMENTS 0 0 0 182,160 185,070 182,160 185,070 7,368 4,458 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,008) 0 0 0 1,961 1,303 1,961 1,303 47 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 97.6 96.1 97.6 3.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 22 27 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 306,680 COMMITMENTS 1,530 1,368 0 300,685 304,131 302,215 305,499 4,465 1,181 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -262) 0 0 0 -232 -262 -232 -262 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 0.0 98.0 99.2 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 0 26 25 27 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,010 COMMITMENTS 3,472 0 0 38,264 43,607 41,736 43,607 2,274 403 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -3,006) 0 -240 0 -3,192 -3,006 -3,192 -3,246 186 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 0.0 86.9 99.1 94.8 99.1 5.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 0 16 16 19 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 598,979 COMMITMENTS 9,161 4,641 8,101 572,180 578,244 589,442 590,986 9,537 7,993 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,295) -5,717 598 962 13,355 6,493 8,600 8,053 -1,305 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.8 1.4 95.5 96.5 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 8 6 50 46 57 56 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,622 COMMITMENTS 323 8 935 184,327 184,460 185,585 185,403 5,037 5,219 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 48) -328 -8 -600 1,406 -76 478 -684 -430 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.5 96.7 96.8 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 20 19 22 21 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,315 COMMITMENTS 0 0 0 141,160 142,135 141,160 142,135 4,155 3,180 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 426) 0 0 0 327 357 327 357 99 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 97.8 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 16 19 16 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 206,515 COMMITMENTS 0 1,071 0 199,083 203,394 199,083 204,465 7,432 2,050 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,412) 0 0 0 -5,652 -4,800 -5,652 -4,800 240 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 96.4 98.5 96.4 99.0 3.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 18 22 18 23 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 225,253 COMMITMENTS 7,197 8,511 0 216,025 214,896 223,222 223,407 2,031 1,846 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,352) 0 0 0 -5,652 -5,536 -5,652 -5,536 300 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.8 0.0 95.9 95.4 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 0 32 35 39 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,039 COMMITMENTS 0 0 0 121,892 124,377 121,892 124,377 4,147 1,662 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,810) 0 0 0 3,720 3,810 3,720 3,810 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 98.7 96.7 98.7 3.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 21 21 21 21 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 37,036 COMMITMENTS 341 3,406 0 35,159 33,022 35,500 36,428 1,536 608 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.2 0.0 94.9 89.2 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 14 12 15 15 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 298,082 COMMITMENTS 2,819 1,449 1,856 286,043 285,820 290,718 289,125 7,364 8,957 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 11,456) 647 -233 -506 11,629 13,761 11,770 13,022 -314 -1,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.6 96.0 95.9 97.5 97.0 2.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 1 2 40 39 43 41 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,805 COMMITMENTS 0 0 0 104,571 109,865 104,571 109,865 13,234 7,940 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 12,551) 0 0 0 11,692 14,677 11,692 14,677 859 -2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.8 93.3 88.8 93.3 11.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 16 20 16 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 232,073 COMMITMENTS 1,108 618 1,355 226,763 225,282 229,226 227,255 2,847 4,818 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 9,664) 1,108 618 1,355 8,343 8,891 10,806 10,864 -1,142 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.3 0.6 97.7 97.1 98.8 97.9 1.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 2 24 30 26 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 191,425 COMMITMENTS 0 320 0 180,821 189,316 180,821 189,636 10,604 1,789 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,125) 0 0 0 2,062 1,882 2,062 1,882 63 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 94.5 98.9 94.5 99.1 5.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 18 20 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,745 COMMITMENTS 466 0 150 76,028 75,887 76,644 76,037 5,101 5,708 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -6) 31 0 0 -35 -123 -4 -123 -2 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.2 93.0 92.8 93.8 93.0 6.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 19 13 20 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,451 COMMITMENTS 403 0 0 55,111 56,440 55,514 56,440 1,937 1,011 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,440 1,320 1,440 1,320 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 95.9 98.2 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 9 16 9 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,144 COMMITMENTS 2,263 0 150 197,948 198,584 200,361 198,734 7,783 9,410 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 4,990) -2 0 -2 4,724 3,087 4,720 3,085 270 1,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.1 95.1 95.4 96.3 95.5 3.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 15 21 17 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,718 COMMITMENTS 5,664 2,494 853 164,137 167,030 170,654 170,377 10,064 10,341 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,962) 0 -1,109 277 3,755 6,737 4,032 5,905 1,930 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.4 0.5 90.8 92.4 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 2 30 29 33 31 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 50,283 COMMITMENTS 0 0 0 46,769 48,966 46,769 48,966 3,514 1,317 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 366) 0 0 0 366 366 366 366 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 97.4 93.0 97.4 7.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 15 15 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,332 COMMITMENTS 0 0 0 68,716 66,142 68,716 66,142 616 3,190 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 95.4 99.1 95.4 0.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 14 11 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 263,298 COMMITMENTS 3,683 1,524 1,390 248,811 254,051 253,884 256,965 9,414 6,333 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,183) -915 -1,139 -302 6,579 6,199 5,362 4,758 -179 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.6 0.5 94.5 96.5 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 1 31 34 34 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 135,990 COMMITMENTS 0 1,092 2 128,681 130,564 128,683 131,658 7,307 4,332 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,068) 0 -915 0 5,318 3,451 5,318 2,536 -2,250 532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 94.6 96.0 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 22 23 23 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 167,294 COMMITMENTS 586 1,712 0 156,840 163,089 157,426 164,801 9,868 2,493 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,972) 0 1,712 0 1,972 252 1,972 1,964 0 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.0 0.0 93.8 97.5 94.1 98.5 5.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 15 24 16 25 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 41,475 COMMITMENTS 0 0 0 37,553 38,986 37,553 38,986 3,922 2,489 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.5 94.0 90.5 94.0 9.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 11 16 11 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 274,853 COMMITMENTS 0 0 0 257,189 273,874 257,189 273,874 17,664 979 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 23,683) 0 0 0 24,545 23,664 24,545 23,664 -862 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 99.6 93.6 99.6 6.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 27 16 27 16 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 101,636 COMMITMENTS 3,335 1,498 0 89,747 96,808 93,082 98,306 8,554 3,330 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,087) -428 0 0 2,515 2,515 2,087 2,515 0 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.5 0.0 88.3 95.2 91.6 96.7 8.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 14 15 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 179,618 COMMITMENTS 0 0 0 172,554 173,258 172,554 173,258 7,064 6,360 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -833) 0 0 0 -2,147 -1,784 -2,147 -1,784 1,314 951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 96.5 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 22 17 22 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 8,588 COMMITMENTS 2,048 416 44 6,325 7,957 8,417 8,417 171 171 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 4.8 0.5 73.6 92.7 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 8 1 12 15 16 23 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 40,118 COMMITMENTS 4,000 525 1,883 34,220 37,695 40,103 40,103 15 15 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 618) -50 -130 60 593 688 603 618 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 1.3 4.7 85.3 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 6 24 24 30 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 33,883 COMMITMENTS 3,900 740 1,786 28,197 31,357 33,883 33,883 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 545) -500 -100 225 820 420 545 545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 2.2 5.3 83.2 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 6 20 22 26 29 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,544 COMMITMENTS 4,903 6,660 11,106 122,420 120,621 138,429 138,387 115 157 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 509) -392 -223 318 653 321 579 416 -70 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.8 8.0 88.4 87.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 10 14 35 35 54 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,757 COMMITMENTS 1,746 2,870 2,762 62,249 61,064 66,757 66,696 0 61 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -3,859) 125 -369 -521 -3,463 -1,655 -3,859 -2,545 0 -1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.3 4.1 93.2 91.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 5 4 24 24 32 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 39,906 COMMITMENTS 1,075 2,403 375 38,456 37,128 39,906 39,906 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,515) 0 150 0 -1,515 -1,415 -1,515 -1,265 0 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 6.0 0.9 96.4 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 3 16 16 21 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 58,516 COMMITMENTS 17,306 1,212 4,945 35,983 52,347 58,234 58,504 282 12 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 473) 415 0 0 58 473 473 473 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 2.1 8.5 61.5 89.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 2 3 23 24 30 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 76,687 COMMITMENTS 25,963 2,323 3,459 46,714 70,750 76,136 76,532 551 155 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 239) 745 65 0 -218 174 527 239 -288 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 3.0 4.5 60.9 92.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 4 5 25 24 37 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,985 COMMITMENTS 1,728 18 2,601 67,104 69,366 71,433 71,985 552 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,451) 0 0 60 1,391 1,391 1,451 1,451 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 3.6 93.2 96.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 25 26 29 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 89,588 COMMITMENTS 1,318 175 3,253 84,425 86,160 88,996 89,588 592 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,772) 144 75 267 1,712 1,637 2,123 1,979 -351 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 3.6 94.2 96.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 3 27 27 31 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,185 COMMITMENTS 200 20 230 42,611 42,578 43,041 42,828 144 357 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,141) -25 -25 0 -1,112 -1,076 -1,137 -1,101 -4 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.5 98.7 98.6 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 17 21 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 28,743 COMMITMENTS 360 930 0 27,891 27,803 28,251 28,733 492 10 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -514) 0 -66 0 -481 -448 -481 -514 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.2 0.0 97.0 96.7 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 20 18 21 20 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,892 COMMITMENTS 560 0 50 17,230 17,842 17,840 17,892 52 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,055) -25 0 0 -1,025 -1,055 -1,050 -1,055 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.3 96.3 99.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 13 17 14 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,777 COMMITMENTS 560 0 50 19,115 19,727 19,725 19,777 52 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,055) -25 0 0 -1,025 -1,055 -1,050 -1,055 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.3 96.7 99.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 12 11 16 12 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 83,336 COMMITMENTS 15,632 2,066 2,196 64,947 78,882 82,775 83,144 561 192 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -4,270) -3,767 341 -178 -319 -4,477 -4,264 -4,314 -6 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 2.5 2.6 77.9 94.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 7 9 37 35 54 48 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,836 COMMITMENTS 450 150 0 11,362 11,686 11,812 11,836 24 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.3 0.0 96.0 98.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 9 13 11 14 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,732 COMMITMENTS 5,670 900 260 35,466 40,160 41,396 41,320 336 412 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,394) -1,075 301 -26 -1,343 -2,784 -2,444 -2,509 50 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 2.2 0.6 85.0 96.2 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 2 19 20 23 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,515 COMMITMENTS 490 125 225 46,648 46,778 47,363 47,128 152 387 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,077) 150 4 -29 -2,173 -2,038 -2,052 -2,063 -25 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 0.5 98.2 98.4 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 21 20 24 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 36,986 COMMITMENTS 210 910 60 35,480 35,984 35,750 36,954 1,236 32 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -279) 90 -180 -90 -349 11 -349 -259 70 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.5 0.2 95.9 97.3 96.7 99.9 3.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 2 24 23 26 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,005 COMMITMENTS 1,639 260 73 65,268 67,401 66,980 67,734 1,025 271 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,330) -60 0 0 2,390 2,330 2,330 2,330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.4 0.1 96.0 99.1 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 1 22 13 26 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,314 COMMITMENTS 2,090 200 85 69,664 71,849 71,839 72,134 475 180 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,521) 25 0 25 2,476 2,496 2,526 2,521 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.3 0.1 96.3 99.4 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 25 17 29 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 79,340 COMMITMENTS 171 2,749 1,115 77,716 75,411 79,002 79,275 338 65 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,215) -18 506 -13 -766 -1,632 -797 -1,139 -418 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 1.4 98.0 95.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 4 5 27 26 32 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 97,827 COMMITMENTS 1,290 4,049 2,678 93,517 91,075 97,485 97,802 342 25 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,571) -632 263 671 -1,405 -2,374 -1,366 -1,440 -205 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.1 2.7 95.6 93.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 10 7 32 31 40 44 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 61,156 COMMITMENTS 50 5,237 350 60,736 55,569 61,136 61,156 20 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,568) -175 -359 -75 -2,142 -2,134 -2,392 -2,568 -176 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.6 0.6 99.3 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 6 3 16 16 20 23 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 53,575 COMMITMENTS 1,350 725 250 51,975 52,600 53,575 53,575 0 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,815) -100 -25 0 -1,590 -1,445 -1,690 -1,470 -125 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.4 0.5 97.0 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 14 8 16 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 57,084 COMMITMENTS 1,379 1,705 862 54,799 54,383 57,040 56,950 44 134 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,731) 0 50 0 -1,731 -1,781 -1,731 -1,731 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.0 1.5 96.0 95.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 2 24 22 28 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 64,899 COMMITMENTS 1,800 4,587 1,722 61,083 58,345 64,605 64,654 294 245 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,884) 245 20 -600 -1,649 -1,304 -2,004 -1,884 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.1 2.7 94.1 89.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 5 4 23 20 31 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,606 COMMITMENTS 0 760 0 23,455 22,746 23,455 23,506 151 100 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -40 -50 -40 -50 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 99.4 96.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 13 18 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 23,278 COMMITMENTS 0 225 0 22,799 23,046 22,799 23,271 479 7 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 257) 0 0 0 265 255 265 255 -8 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 97.9 99.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 13 16 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,022 COMMITMENTS 1,035 1,355 1,211 28,733 27,823 30,979 30,389 43 633 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 273) 37 -457 -5 241 278 273 -184 0 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.4 3.9 92.6 89.7 99.9 98.0 0.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 4 20 20 24 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 17,329 COMMITMENTS 756 2,136 129 15,230 14,604 16,115 16,869 1,214 460 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 12.3 0.7 87.9 84.3 93.0 97.3 7.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 2 11 11 13 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,866 COMMITMENTS 4,731 5,091 1,685 50,400 50,040 56,816 56,816 50 50 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 831) -308 107 248 863 456 803 811 28 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 9.0 3.0 88.6 88.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 5 6 31 26 39 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 35,099 COMMITMENTS 1,075 1,741 853 33,043 32,433 34,971 35,027 128 72 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 773) -55 320 53 769 400 767 773 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 5.0 2.4 94.1 92.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 5 24 20 30 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,960 COMMITMENTS 675 589 276 17,889 18,095 18,840 18,960 120 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 3.1 1.5 94.4 95.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 2 17 19 20 25 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 20,281 COMMITMENTS 500 275 0 19,677 20,006 20,177 20,281 104 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.4 0.0 97.0 98.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 12 8 14 10 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,677 COMMITMENTS 75 1,425 25 8,452 7,227 8,552 8,677 125 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 50) 0 -475 0 50 525 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 16.4 0.3 97.4 83.3 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 12 10 16 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,850 COMMITMENTS 75 2,050 25 8,650 6,775 8,750 8,850 100 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -25) 0 -475 0 -25 450 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 23.2 0.3 97.7 76.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 13 10 17 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,102 COMMITMENTS 295 215 545 10,046 10,342 10,886 11,102 216 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 250) 125 0 0 125 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.9 4.9 90.5 93.2 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 16 16 19 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,102 COMMITMENTS 295 245 510 9,081 9,347 9,886 10,102 216 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 250) 125 0 0 125 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.4 5.0 89.9 92.5 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 15 16 18 19 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,534 COMMITMENTS 1,350 2,210 2,055 31,095 30,269 34,500 34,534 34 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,300) 0 0 0 1,300 1,300 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 6.4 6.0 90.0 87.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 1 22 14 26 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,984 COMMITMENTS 1,350 1,895 2,085 31,515 31,004 34,950 34,984 34 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,300) 0 0 0 1,300 1,300 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 5.4 6.0 90.1 88.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 1 22 15 26 18 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,489 COMMITMENTS 836 4,642 2,703 105,879 102,124 109,418 109,469 71 20 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,847) -52 523 202 2,697 2,182 2,847 2,907 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.2 2.5 96.7 93.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 9 8 40 30 49 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 122,989 COMMITMENTS 885 5,023 4,269 117,793 113,687 122,947 122,979 42 10 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,583) -565 54 552 3,596 3,037 3,583 3,643 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.1 3.5 95.8 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 13 11 42 34 56 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 278,193 COMMITMENTS 30,474 15,403 22,586 224,871 240,021 277,931 278,010 262 183 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,571) 478 2,477 -894 4,004 1,982 3,588 3,565 -17 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 5.5 8.1 80.8 86.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 25 17 20 47 40 79 71 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,136 COMMITMENTS 4,730 600 55 11,996 16,411 16,781 17,066 355 70 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 3.5 0.3 70.0 95.8 97.9 99.6 2.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 18 10 21 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,007 COMMITMENTS 4,185 600 55 9,286 13,352 13,526 14,007 481 0 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 30 0 30 0 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 4.3 0.4 66.3 95.3 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 17 10 19 12 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,608 COMMITMENTS 3,952 900 0 8,634 11,673 12,586 12,573 22 35 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,174) -2,785 -950 -50 1,661 -174 -1,174 -1,174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 7.1 0.0 68.5 92.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 0 14 18 17 20 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,976 COMMITMENTS 125 154 93 3,173 3,021 3,391 3,268 585 708 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 156) 2 102 -24 148 126 126 204 30 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 2.3 79.8 76.0 85.3 82.2 14.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 24 25 27 29 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 32,438 COMMITMENTS 2,237 0 0 29,814 32,304 32,051 32,304 387 134 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,276) 46 0 0 1,230 1,302 1,276 1,302 0 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.0 91.9 99.6 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 0 31 38 33 38 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 26,539 COMMITMENTS 15 63 301 26,071 25,540 26,387 25,904 152 635 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 554) 0 -10 10 544 554 554 554 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 1.1 98.2 96.2 99.4 97.6 0.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 28 30 30 32 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 8,519 COMMITMENTS 149 95 188 7,599 8,057 7,936 8,340 583 179 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 381) -10 95 60 532 354 582 509 -201 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.1 2.2 89.2 94.6 93.2 97.9 6.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 3 30 31 33 34 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,763 COMMITMENTS 902 663 145 35,038 35,500 36,085 36,308 678 455 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 624) -70 -50 50 264 244 244 244 380 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.8 0.4 95.3 96.6 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 2 1 33 44 37 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 50,783 COMMITMENTS 2,297 741 2,427 45,133 46,657 49,857 49,825 926 958 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 682) -81 -136 148 360 510 427 522 255 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.5 4.8 88.9 91.9 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 8 6 10 65 62 78 74 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 1,901 COMMITMENTS 87 0 51 1,220 1,502 1,358 1,553 543 348 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 160) 0 0 10 209 119 219 129 -59 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 2.7 64.2 79.0 71.4 81.7 28.6 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 17 18 19 19 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 29,688 COMMITMENTS 0 0 0 28,003 28,099 28,003 28,099 1,685 1,589 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,745) 0 0 0 3,745 3,745 3,745 3,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 94.6 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 22 27 22 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 10,339 COMMITMENTS 0 0 0 10,054 10,295 10,054 10,295 285 44 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 99.6 97.2 99.6 2.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 16 15 16 15 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 231,360 COMMITMENTS 0 1,115 405 219,170 214,693 219,575 216,213 11,785 15,147 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 286) 0 0 0 10 -94 10 -94 276 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.2 94.7 92.8 94.9 93.5 5.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 15 17 16 18 ARGUS WTI HOUSTON/WTI TRADE MO - ICE FUTURES ENERGY DIV Code-06743D FUTURES ONLY POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 68,600 COMMITMENTS 0 1,020 90 57,144 50,271 57,234 51,381 11,366 17,219 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 83.3 73.3 83.4 74.9 16.6 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 15 13 16
Updated May 15, 2020