CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 39,736 COMMITMENTS 16,179 11,341 45 23,327 28,165 39,551 39,551 185 185 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 28.5 0.1 58.7 70.9 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 106,497 COMMITMENTS 34,504 36,722 1,399 70,466 68,276 106,369 106,397 128 100 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,338) 596 1,254 -325 1,537 409 1,808 1,338 -470 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 34.5 1.3 66.2 64.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 25 16 6 30 21 59 39 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 184,321 COMMITMENTS 62,482 22,560 3,115 118,724 158,646 184,321 184,321 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -600) 50 0 -350 -300 -250 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 12.2 1.7 64.4 86.1 100.0 100.0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 153,944 COMMITMENTS 24,305 17,499 4,891 124,748 131,554 153,944 153,944 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 435) -495 250 200 730 -15 435 435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 11.4 3.2 81.0 85.5 100.0 100.0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 37,178 COMMITMENTS 9,969 2,606 1,512 25,637 33,010 37,118 37,128 60 50 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 300) -230 0 0 530 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 7.0 4.1 69.0 88.8 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,994 COMMITMENTS 6,000 1,000 0 27,994 32,994 33,994 33,994 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -50) -50 0 0 0 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 2.9 0.0 82.3 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,946 COMMITMENTS 8,443 534 3,544 20,959 28,868 32,946 32,946 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -721) -750 0 0 29 -721 -721 -721 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 1.6 10.8 63.6 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 2 2 15 12 27 16 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,366 COMMITMENTS 1,345 2,370 200 24,293 23,786 25,838 26,356 528 10 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 25) 0 0 0 75 25 75 25 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.0 0.8 92.1 90.2 98.0 100.0 2.0 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 05/19/20 | --------------------------------------------------------------| 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: 12,662 COMMITMENTS 1,317 3,338 150 11,187 9,174 12,654 12,662 8 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 198) 0 158 0 190 40 190 198 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 26.4 1.2 88.4 72.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 1 12 9 14 14 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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: 21,651 COMMITMENTS 2,294 8,455 260 19,072 12,936 21,626 21,651 25 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 380) -25 450 -50 455 -20 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 39.1 1.2 88.1 59.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 7 2 12 11 16 19 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,781 COMMITMENTS 18,686 12,570 2,731 17,364 23,480 38,781 38,781 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 700) 700 700 0 0 0 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 32.4 7.0 44.8 60.5 100.0 100.0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 41,452 COMMITMENTS 4,215 139 5,446 31,649 35,852 41,310 41,437 142 15 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,172) -39 0 525 1,686 1,647 2,172 2,172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.3 13.1 76.4 86.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 5 27 29 33 35 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 32,761 COMMITMENTS 1,119 7,591 2,039 28,693 23,131 31,851 32,761 910 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -275) 0 601 -184 -91 -692 -275 -275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 23.2 6.2 87.6 70.6 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 3 23 15 28 19 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,756 COMMITMENTS 2,736 0 897 2,999 5,839 6,632 6,736 124 20 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 218) 235 0 0 -17 218 218 218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 0.0 13.3 44.4 86.4 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 13 14 16 17 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,089,028 COMMITMENTS 946,183 29,922 392,957 4720239 5647059 6059379 6069938 29,649 19,090 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -955) -14,774 -1,141 -20,186 34,731 19,935 -229 -1,392 -726 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.5 6.5 77.5 92.7 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 54 13 55 155 137 220 194 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 254,413 COMMITMENTS 15,651 33,963 49,054 188,794 170,655 253,499 253,672 914 741 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,978) 401 6,408 -1,766 15,343 9,336 13,978 13,978 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 13.3 19.3 74.2 67.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 10 10 24 17 36 31 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,305 COMMITMENTS 5,458 2,782 90 251,991 275,749 257,539 278,621 25,766 4,684 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,845) -89 0 -60 5,954 8,227 5,805 8,167 40 -2,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.0 0.0 88.9 97.3 90.9 98.3 9.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 26 20 28 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,380 COMMITMENTS 399 157 270 152,999 157,649 153,668 158,076 10,712 6,304 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,308) 120 157 270 4,436 4,712 4,826 5,139 482 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 0.2 93.1 95.9 93.5 96.2 6.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 20 27 22 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,973 COMMITMENTS 15,427 497 8,772 342,159 366,790 366,358 376,059 10,615 914 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 6,839) 191 365 -449 9,109 8,019 8,851 7,935 -2,012 -1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.1 2.3 90.8 97.3 97.2 99.8 2.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 2 4 41 36 51 40 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 931,204 COMMITMENTS 1,614 11,337 4,861 912,931 912,033 919,406 928,231 11,798 2,973 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -3,927) 1,349 40 -174 -4,204 -4,243 -3,029 -4,377 -898 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.2 0.5 98.0 97.9 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 4 4 37 27 42 32 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,824 COMMITMENTS 3,037 1,897 963 361,390 371,888 365,390 374,748 13,434 4,076 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,915) 221 -2,309 -189 2,364 7,375 2,396 4,877 -481 -2,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.5 0.3 95.4 98.2 96.5 98.9 3.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 3 4 41 40 45 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 571,707 COMMITMENTS 350 248 651 560,352 564,418 561,353 565,317 10,354 6,390 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 9,005) 124 0 -62 7,816 8,179 7,878 8,117 1,127 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.1 98.0 98.7 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 1 1 37 44 38 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 451,050 COMMITMENTS 2,034 2,667 0 435,442 438,752 437,476 441,419 13,574 9,631 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,767) 0 -432 -216 6,793 7,901 6,577 7,253 -810 -1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.6 0.0 96.5 97.3 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 1 0 37 31 38 32 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,102 COMMITMENTS 620 3,171 0 101,742 100,890 102,362 104,061 3,740 2,041 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,598) 0 545 0 5,588 2,849 5,588 3,394 -1,990 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.0 0.0 95.9 95.1 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 18 19 19 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,583 COMMITMENTS 0 527 0 24,104 24,874 24,104 25,401 1,479 182 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,470) 0 0 0 1,440 1,350 1,440 1,350 30 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 94.2 97.2 94.2 99.3 5.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 12 12 12 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 333,643 COMMITMENTS 0 6,040 310 323,946 322,729 324,256 329,079 9,387 4,564 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 17,026) 0 215 -62 16,444 17,150 16,382 17,303 644 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.1 97.1 96.7 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 4 2 32 29 34 33 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 188,643 COMMITMENTS 0 0 0 181,429 184,124 181,429 184,124 7,214 4,519 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -885) 0 0 0 -731 -946 -731 -946 -154 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.2 97.6 96.2 97.6 3.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 23 27 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 305,430 COMMITMENTS 1,530 1,368 0 299,588 302,604 301,118 303,972 4,312 1,458 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,250) 0 0 0 -1,097 -1,527 -1,097 -1,527 -153 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 0.0 98.1 99.1 98.6 99.5 1.4 0.5 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,469 COMMITMENTS 3,472 240 0 40,603 45,491 44,075 45,731 2,394 738 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,459) 0 240 0 2,339 1,884 2,339 2,124 120 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.5 0.0 87.4 97.9 94.8 98.4 5.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 17 16 20 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 604,502 COMMITMENTS 9,097 5,263 9,139 577,541 582,556 595,777 596,958 8,725 7,544 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,523) -64 622 1,038 5,361 4,312 6,335 5,972 -812 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.9 1.5 95.5 96.4 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 4 10 8 51 46 60 59 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,679 COMMITMENTS 0 240 0 196,493 196,272 196,493 196,512 5,186 5,167 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 11,057) -323 232 -935 12,166 11,812 10,908 11,109 149 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 97.4 97.3 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 20 19 20 20 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,251 COMMITMENTS 0 0 0 145,352 144,377 145,352 144,377 2,899 3,874 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,936) 0 0 0 4,192 2,242 4,192 2,242 -1,256 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 97.4 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 17 21 17 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 220,075 COMMITMENTS 13,839 240 861 198,093 216,714 212,793 217,815 7,282 2,260 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,560) 13,839 -831 861 -990 13,320 13,710 13,350 -150 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.1 0.4 90.0 98.5 96.7 99.0 3.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 19 25 23 27 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 238,213 COMMITMENTS 21,126 7,680 861 214,469 227,826 236,456 236,367 1,757 1,846 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 12,960) 13,929 -831 861 -1,556 12,930 13,234 12,960 -274 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 3.2 0.4 90.0 95.6 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 4 1 34 38 44 43 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,199 COMMITMENTS 0 0 0 124,052 126,357 124,052 126,357 4,147 1,842 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 2,160 1,980 2,160 1,980 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.8 98.6 96.8 98.6 3.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 21 22 21 22 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 37,928 COMMITMENTS 341 3,406 0 35,961 33,914 36,302 37,320 1,626 608 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 892) 0 0 0 802 892 802 892 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.0 0.0 94.8 89.4 95.7 98.4 4.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 15 13 16 16 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 298,792 COMMITMENTS 1,832 384 1,954 285,354 286,358 289,140 288,696 9,652 10,096 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 710) -987 -1,065 98 -689 538 -1,578 -429 2,288 1,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 0.7 95.5 95.8 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 2 40 38 43 40 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,148 COMMITMENTS 0 0 0 112,904 112,683 112,904 112,683 244 465 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,204 COMMITMENTS 886 0 0 105,694 111,173 106,580 111,173 12,624 8,031 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,399) 886 0 0 1,123 1,308 2,009 1,308 -610 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 88.7 93.3 89.4 93.3 10.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 21 18 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 235,663 COMMITMENTS 1,108 1,100 1,191 229,972 226,814 232,271 229,105 3,392 6,558 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,590) 0 482 -164 3,209 1,532 3,045 1,850 545 1,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 0.5 97.6 96.2 98.6 97.2 1.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 3 25 30 28 33 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,151 COMMITMENTS 0 0 0 180,275 190,982 180,275 190,982 12,876 2,169 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,726) 0 -320 0 -546 1,666 -546 1,346 2,272 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 98.9 93.3 98.9 6.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 18 19 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,916 COMMITMENTS 466 0 150 77,896 77,189 78,512 77,339 4,404 5,577 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,171) 0 0 0 1,868 1,302 1,868 1,302 -697 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.2 93.9 93.1 94.7 93.3 5.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 20 14 21 15 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,131 COMMITMENTS 403 0 0 59,761 61,090 60,164 61,090 1,967 1,041 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,680) 0 0 0 4,650 4,650 4,650 4,650 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 96.2 98.3 96.8 98.3 3.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 9 17 9 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 209,884 COMMITMENTS 2,469 0 241 198,455 201,188 201,165 201,429 8,719 8,455 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,740) 206 0 91 507 2,604 804 2,695 936 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.1 94.6 95.9 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 16 21 19 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 184,387 COMMITMENTS 5,817 2,776 1,192 167,310 171,905 174,319 175,873 10,068 8,514 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,669) 153 282 339 3,173 4,875 3,665 5,496 4 -1,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.5 0.6 90.7 93.2 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 3 30 30 34 33 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 48,935 46,769 48,935 3,514 1,348 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -31 0 -31 0 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 97.3 93.0 97.3 7.0 2.7 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,952 COMMITMENTS 0 0 0 69,246 67,066 69,246 67,066 706 2,886 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 620) 0 0 0 530 924 530 924 90 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 95.9 99.0 95.9 1.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 11 15 11 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 264,404 COMMITMENTS 3,683 1,733 1,390 249,840 255,311 254,913 258,434 9,491 5,970 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,106) 0 209 0 1,029 1,260 1,029 1,469 77 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.7 0.5 94.5 96.6 96.4 97.7 3.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 1 31 34 34 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 136,833 COMMITMENTS 0 1,092 2 129,582 132,317 129,584 133,411 7,249 3,422 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 843) 0 0 0 901 1,753 901 1,753 -58 -910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 94.7 96.7 94.7 97.5 5.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 26 25 27 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 169,406 COMMITMENTS 586 1,712 0 158,832 165,201 159,418 166,913 9,988 2,493 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,112) 0 0 0 1,992 2,112 1,992 2,112 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 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 16 25 17 26 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 46,233 COMMITMENTS 0 0 0 42,131 43,234 42,131 43,234 4,102 2,999 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,758) 0 0 0 4,578 4,248 4,578 4,248 180 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 93.5 91.1 93.5 8.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 11 15 11 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 284,828 COMMITMENTS 0 0 0 267,788 283,777 267,788 283,777 17,040 1,051 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 9,975) 0 0 0 10,599 9,903 10,599 9,903 -624 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 99.6 94.0 99.6 6.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 30 16 30 16 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 104,789 COMMITMENTS 3,335 1,498 0 92,994 99,563 96,329 101,061 8,460 3,728 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,153) 0 0 0 3,247 2,755 3,247 2,755 -94 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.4 0.0 88.7 95.0 91.9 96.4 8.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 16 14 17 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 183,990 COMMITMENTS 0 0 0 177,115 177,354 177,115 177,354 6,875 6,636 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,372) 0 0 0 4,561 4,096 4,561 4,096 -189 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 96.4 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 18 23 18 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,035 COMMITMENTS 3,740 915 2,418 34,862 37,687 41,020 41,020 15 15 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 917) -260 390 535 642 -8 917 917 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 2.2 5.9 85.0 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 6 24 24 30 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 34,968 COMMITMENTS 3,900 665 1,986 29,082 32,317 34,968 34,968 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,085) 0 -75 200 885 960 1,085 1,085 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 1.9 5.7 83.2 92.4 100.0 100.0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 139,209 COMMITMENTS 5,568 6,707 11,229 122,297 121,136 139,094 139,072 115 137 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 665) 665 47 123 -123 515 665 685 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.8 8.1 87.9 87.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 11 13 35 34 55 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,914 COMMITMENTS 1,421 2,820 2,536 62,957 61,497 66,914 66,853 0 61 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 157) -325 -50 -226 708 433 157 157 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.2 3.8 94.1 91.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 6 4 25 24 33 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 39,856 COMMITMENTS 1,225 2,503 225 38,406 37,128 39,856 39,856 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -50) 150 100 -150 -50 0 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 6.3 0.6 96.4 93.2 100.0 100.0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 59,207 COMMITMENTS 17,356 1,212 4,945 36,624 53,038 58,925 59,195 282 12 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 691) 50 0 0 641 691 691 691 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 2.0 8.4 61.9 89.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 2 3 23 24 31 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 76,552 COMMITMENTS 25,984 2,288 3,504 46,552 70,695 76,040 76,487 512 65 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -135) 21 -35 45 -162 -55 -96 -45 -39 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 3.0 4.6 60.8 92.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 4 6 25 24 37 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,780 COMMITMENTS 1,708 68 2,621 67,899 70,091 72,228 72,780 552 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 795) -20 50 20 795 725 795 795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.1 3.6 93.3 96.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 3 25 26 29 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 91,304 COMMITMENTS 1,348 260 3,273 86,086 87,771 90,707 91,304 597 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,716) 30 85 20 1,661 1,611 1,711 1,716 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.3 3.6 94.3 96.1 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 3 27 27 32 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,280 COMMITMENTS 200 20 230 42,706 42,673 43,136 42,923 144 357 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 95) 0 0 0 95 95 95 95 0 0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 27,983 COMMITMENTS 360 990 0 27,131 26,983 27,491 27,973 492 10 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -760) 0 60 0 -760 -820 -760 -760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.5 0.0 97.0 96.4 98.2 100.0 1.8 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,917 COMMITMENTS 560 0 50 17,255 17,867 17,865 17,917 52 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 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 14 17 15 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 83,738 COMMITMENTS 13,914 2,449 2,724 66,723 78,355 83,361 83,528 377 210 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 402) -1,718 383 528 1,776 -527 586 384 -184 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 2.9 3.3 79.7 93.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 7 9 37 36 53 49 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,682 COMMITMENTS 5,670 900 260 35,416 40,110 41,346 41,270 336 412 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,714 COMMITMENTS 490 125 225 46,827 46,977 47,542 47,327 172 387 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 199) 0 0 0 179 199 179 199 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 0.5 98.1 98.5 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 23 19 26 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 39,332 COMMITMENTS 230 910 50 38,126 38,343 38,406 39,303 926 29 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,346) 20 0 -10 2,646 2,359 2,656 2,349 -310 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.3 0.1 96.9 97.5 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 1 24 24 26 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,030 COMMITMENTS 1,764 260 73 66,168 68,426 68,005 68,759 1,025 271 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,025) 125 0 0 900 1,025 1,025 1,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.4 0.1 95.9 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,261 COMMITMENTS 2,220 200 85 70,481 72,796 72,786 73,081 475 180 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 947) 130 0 0 817 947 947 947 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.3 0.1 96.2 99.4 99.4 99.8 0.6 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 80,862 COMMITMENTS 267 2,540 1,604 78,629 76,633 80,500 80,777 362 85 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,522) 96 -209 489 913 1,222 1,498 1,502 24 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.1 2.0 97.2 94.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 5 27 24 32 29 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 99,795 COMMITMENTS 604 4,026 3,480 95,324 92,259 99,408 99,765 387 30 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,968) -686 -23 802 1,807 1,184 1,923 1,963 45 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.0 3.5 95.5 92.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 11 7 31 32 39 46 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 62,489 COMMITMENTS 125 5,293 275 62,069 56,921 62,469 62,489 20 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,333) 75 56 -75 1,333 1,352 1,333 1,333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.5 0.4 99.3 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 6 2 16 17 19 23 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 54,825 COMMITMENTS 1,350 775 250 53,225 53,800 54,825 54,825 0 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,250) 0 50 0 1,250 1,200 1,250 1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.4 0.5 97.1 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 14 9 16 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 55,604 COMMITMENTS 1,255 1,705 860 53,445 52,905 55,560 55,470 44 134 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,480) -124 0 -2 -1,354 -1,478 -1,480 -1,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.1 1.5 96.1 95.1 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 62,584 COMMITMENTS 1,769 4,802 1,530 58,991 56,012 62,290 62,344 294 240 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -2,315) -31 215 -192 -2,092 -2,333 -2,315 -2,310 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.7 2.4 94.3 89.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 5 4 22 20 30 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,827 COMMITMENTS 0 820 0 23,695 22,876 23,695 23,696 132 131 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 221) 0 60 0 240 130 240 190 -19 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 99.4 96.0 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 14 18 15 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 23,408 COMMITMENTS 0 225 0 22,929 23,176 22,929 23,401 479 7 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 98.0 99.0 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 14 16 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,261 COMMITMENTS 1,030 1,475 1,186 28,978 27,955 31,194 30,616 67 645 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 239) -5 120 -25 245 132 215 227 24 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.7 3.8 92.7 89.4 99.8 97.9 0.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 19 20 23 25 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 17,843 COMMITMENTS 756 2,196 109 15,764 15,078 16,629 17,383 1,214 460 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 514) 0 60 -20 534 474 514 514 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 12.3 0.6 88.3 84.5 93.2 97.4 6.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 2 10 11 12 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,215 COMMITMENTS 4,087 5,226 2,072 50,980 49,822 57,139 57,120 76 95 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 349) -644 135 387 580 -218 323 304 26 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 9.1 3.6 89.1 87.1 99.9 99.8 0.1 0.2 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 35,567 COMMITMENTS 1,085 1,746 863 33,487 32,886 35,435 35,495 132 72 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 468) 10 5 10 444 453 464 468 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.9 2.4 94.2 92.5 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,275 COMMITMENTS 550 564 376 18,229 18,335 19,155 19,275 120 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 315) -125 -25 100 340 240 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.9 2.0 94.6 95.1 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 3 17 19 21 26 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (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 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 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 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,172 COMMITMENTS 400 150 510 10,031 10,512 10,941 11,172 231 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 70) 105 -65 -35 -15 170 55 70 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.3 4.6 89.8 94.1 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 16 16 19 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,188 COMMITMENTS 370 150 505 9,097 9,533 9,972 10,188 216 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 86) 75 -95 -5 16 186 86 86 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.5 5.0 89.3 93.6 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 15 16 18 19 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,159 COMMITMENTS 1,350 2,835 2,055 31,720 30,269 35,125 35,159 34 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 625) 0 625 0 625 0 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.1 5.8 90.2 86.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 1 22 14 26 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,609 COMMITMENTS 1,350 2,520 2,085 32,140 31,004 35,575 35,609 34 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 625) 0 625 0 625 0 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 7.1 5.9 90.3 87.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 1 22 15 26 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 111,113 COMMITMENTS 825 5,071 2,539 107,678 103,483 111,042 111,093 71 20 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,624) -11 429 -164 1,799 1,359 1,624 1,624 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.6 2.3 96.9 93.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 11 8 40 31 49 44 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 125,154 COMMITMENTS 885 5,653 4,238 119,989 115,253 125,112 125,144 42 10 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,165) 0 630 -31 2,196 1,566 2,165 2,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.5 3.4 95.9 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 13 12 42 34 57 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 283,401 COMMITMENTS 31,027 16,603 23,101 229,004 243,533 283,132 283,237 269 164 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,208) 553 1,200 515 4,133 3,512 5,201 5,227 7 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 5.9 8.2 80.8 85.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 26 16 20 48 40 79 71 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,196 COMMITMENTS 4,730 600 55 12,056 16,471 16,841 17,126 355 70 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 3.5 0.3 70.1 95.8 97.9 99.6 2.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 18 11 21 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,067 COMMITMENTS 4,185 600 55 9,346 13,412 13,586 14,067 481 0 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 4.3 0.4 66.4 95.3 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 11 19 13 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,436 COMMITMENTS 4,002 800 100 9,302 12,521 13,404 13,421 32 15 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 828) 50 -100 100 668 848 818 848 10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 6.0 0.7 69.2 93.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 15 21 20 22 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,136 COMMITMENTS 122 229 93 3,312 3,104 3,527 3,426 609 710 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 160) -3 75 0 139 83 136 158 24 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.5 2.2 80.1 75.0 85.3 82.8 14.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 26 28 30 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 33,619 COMMITMENTS 2,237 0 0 31,005 33,589 33,242 33,589 377 30 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,181) 0 0 0 1,191 1,285 1,191 1,285 -10 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 92.2 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 33 40 35 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 26,962 COMMITMENTS 15 63 328 26,467 25,922 26,810 26,313 152 649 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 423) 0 0 27 396 382 423 409 0 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 1.2 98.2 96.1 99.4 97.6 0.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 27 31 29 33 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 9,145 COMMITMENTS 191 150 208 8,121 8,588 8,520 8,946 625 199 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 626) 42 55 20 522 531 584 606 42 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.6 2.3 88.8 93.9 93.2 97.8 6.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 3 30 32 33 35 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 38,077 COMMITMENTS 1,704 710 98 36,275 36,984 38,077 37,792 0 285 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,314) 802 47 -47 1,237 1,484 1,992 1,484 -678 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.9 0.3 95.3 97.1 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 2 1 32 43 36 45 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 51,506 COMMITMENTS 2,220 796 2,284 46,299 47,765 50,803 50,845 703 661 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 723) -77 55 -143 1,166 1,108 946 1,020 -223 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.5 4.4 89.9 92.7 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 7 8 10 64 61 76 75 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,172 COMMITMENTS 124 0 64 1,435 1,733 1,623 1,797 549 375 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 271) 37 0 13 215 231 265 244 6 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 2.9 66.1 79.8 74.7 82.7 25.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 17 18 20 20 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 28,876 COMMITMENTS 0 0 0 27,106 27,124 27,106 27,124 1,770 1,752 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -812) 0 0 0 -897 -975 -897 -975 85 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.9 93.9 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 26 17 26 17 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 8,341 COMMITMENTS 0 0 0 7,966 8,314 7,966 8,314 375 27 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,998) 0 0 0 -2,088 -1,981 -2,088 -1,981 90 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 99.7 95.5 99.7 4.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 12 13 12 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 232,597 COMMITMENTS 0 1,365 405 220,583 215,440 220,988 217,210 11,609 15,387 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,237) 0 250 0 1,413 747 1,413 997 -176 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.2 94.8 92.6 95.0 93.4 5.0 6.6 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 68,151 COMMITMENTS 0 1,020 90 56,965 50,273 57,055 51,383 11,096 16,768 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -449) 0 0 0 -179 2 -179 2 -270 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 83.6 73.8 83.7 75.4 16.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 15 13 16
Updated May 22, 2020