CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 12,745 COMMITMENTS 3,014 1,988 0 9,731 10,757 12,745 12,745 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 15.6 0.0 76.4 84.4 100.0 100.0 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 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 39,242 COMMITMENTS 15,854 10,421 0 23,203 28,636 39,057 39,057 185 185 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -75) -225 -50 0 150 -25 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 26.6 0.0 59.1 73.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 6 0 18 15 27 21 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 103,770 COMMITMENTS 34,394 33,967 1,779 67,445 67,924 103,618 103,670 152 100 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -409) 571 -2,042 356 -1,368 1,277 -441 -409 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 32.7 1.7 65.0 65.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 15 7 29 21 58 38 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 187,011 COMMITMENTS 61,468 23,296 3,179 122,364 160,536 187,011 187,011 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,390) -1,164 736 64 3,490 1,590 2,390 2,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 12.5 1.7 65.4 85.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 8 3 16 16 22 25 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 150,658 COMMITMENTS 24,505 18,099 4,839 121,314 127,720 150,658 150,658 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -285) -350 -100 200 -135 -385 -285 -285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 12.0 3.2 80.5 84.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 6 17 12 26 20 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 36,009 COMMITMENTS 9,046 3,396 1,012 25,891 31,551 35,949 35,959 60 50 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,315) -1,123 0 0 -192 -1,315 -1,315 -1,315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 9.4 2.8 71.9 87.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 4 2 16 15 30 19 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,179 COMMITMENTS 5,875 1,000 0 27,304 32,179 33,179 33,179 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 100 0 0 -100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 3.0 0.0 82.3 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 0 14 7 19 8 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,071 COMMITMENTS 7,818 534 3,169 22,084 29,368 33,071 33,071 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -225) -675 0 25 425 -250 -225 -225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 1.6 9.6 66.8 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 2 2 15 12 26 16 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 19,646 COMMITMENTS 10,050 10,600 200 9,396 8,846 19,646 19,646 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 54.0 1.0 47.8 45.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 4 1 11 5 16 9 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,769 COMMITMENTS 2,445 2,170 200 23,721 24,399 26,366 26,769 403 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 85) 50 -200 0 135 285 185 85 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.1 0.7 88.6 91.1 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 16 13 18 16 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| 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: 9,870 COMMITMENTS 1,165 1,880 0 8,705 7,990 9,870 9,870 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 67) 0 0 0 67 67 67 67 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 19.0 0.0 88.2 81.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 0 11 9 12 14 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| 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: 17,690 COMMITMENTS 1,800 6,635 260 15,605 10,795 17,665 17,690 25 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 400) 0 200 0 400 200 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 37.5 1.5 88.2 61.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 2 11 10 14 17 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,165 COMMITMENTS 20,086 14,769 2,882 19,197 24,514 42,165 42,165 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,000) 0 1,000 0 1,000 0 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 35.0 6.8 45.5 58.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 4 14 10 21 16 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 36,839 COMMITMENTS 5,958 1,453 3,243 27,339 32,114 36,540 36,810 299 29 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,143) 9 65 -55 2,086 2,133 2,040 2,143 103 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.9 8.8 74.2 87.2 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 5 24 27 30 33 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 30,978 COMMITMENTS 830 8,390 1,041 28,244 21,547 30,115 30,978 863 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,103) 0 222 75 1,028 806 1,103 1,103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 27.1 3.4 91.2 69.6 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 3 26 15 31 19 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,140,427 COMMITMENTS 878,092 40,624 480,497 4750766 5598486 6109355 6119607 31,072 20,820 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 76,739) -2,413 9,686 29,903 48,478 32,828 75,968 72,417 771 4,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.7 7.8 77.4 91.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 42 20 52 152 142 208 200 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 242,742 COMMITMENTS 17,989 42,013 49,084 174,671 150,928 241,744 242,025 998 717 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 15,237) 2,345 2,546 8,731 4,161 3,960 15,237 15,237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 17.3 20.2 72.0 62.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 11 12 23 19 35 34 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,377 COMMITMENTS 5,886 2,392 0 242,313 266,837 248,199 269,229 27,178 6,148 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,564) 0 0 0 2,439 2,156 2,439 2,156 -875 -592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.9 0.0 88.0 96.9 90.1 97.8 9.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 25 21 27 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,231 COMMITMENTS 475 0 575 145,800 151,137 146,850 151,712 10,381 5,519 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,282) 76 0 575 3,410 3,360 4,061 3,935 -779 -653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.4 92.7 96.1 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 20 26 22 27 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,645 COMMITMENTS 13,678 616 8,083 331,862 351,330 353,623 360,029 8,022 1,616 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -121) -1,037 244 696 1,581 -383 1,240 557 -1,361 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.2 2.2 91.8 97.1 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 2 3 38 36 47 40 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,001 COMMITMENTS 1,986 10,990 3,942 931,396 929,762 937,324 944,694 10,677 3,307 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 13,638) 735 -5 -281 13,974 13,557 14,428 13,271 -790 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.2 0.4 98.2 98.1 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 3 35 25 40 29 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,219 COMMITMENTS 2,573 536 715 365,146 372,052 368,434 373,303 8,785 3,916 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,356) 31 -92 -1 9,902 8,574 9,932 8,481 -1,576 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.2 96.8 98.6 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 2 3 44 42 47 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 568,002 COMMITMENTS 491 248 278 554,799 562,388 555,568 562,914 12,434 5,088 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,343) 491 -237 -143 3,864 7,818 4,212 7,438 2,131 -1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.7 99.0 97.8 99.1 2.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 1 1 35 48 37 50 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 457,346 COMMITMENTS 2,034 2,337 0 440,195 445,681 442,229 448,018 15,117 9,328 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,476) 0 -124 -93 5,736 6,707 5,643 6,490 833 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.0 96.2 97.4 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 1 0 38 34 39 35 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,910 COMMITMENTS 0 4,531 0 98,690 95,515 98,690 100,046 5,220 3,864 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 919) 0 612 -42 114 349 72 919 847 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 95.0 91.9 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 17 18 17 20 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,883 COMMITMENTS 0 480 0 21,968 21,650 21,968 22,130 915 753 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 96.0 94.6 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 336,078 COMMITMENTS 0 5,458 310 326,135 323,962 326,445 329,730 9,633 6,348 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -4,815) -3 337 -59 -3,200 -7,001 -3,262 -6,723 -1,553 1,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.1 97.0 96.4 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 1 29 29 30 33 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 183,559 COMMITMENTS 0 0 0 175,475 177,815 175,475 177,815 8,084 5,744 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -320) 0 0 0 -350 -384 -350 -384 30 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 96.9 95.6 96.9 4.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 22 25 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 293,887 COMMITMENTS 1,230 0 0 286,576 291,394 287,806 291,394 6,081 2,493 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -31) 0 0 0 -31 2,411 -31 2,411 0 -2,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 97.5 99.2 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 22 23 23 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,756 COMMITMENTS 4,771 480 0 33,126 38,154 37,897 38,634 1,859 1,122 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,382) 0 0 0 2,502 2,351 2,502 2,351 -120 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 1.2 0.0 83.3 96.0 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 0 18 13 22 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 589,206 COMMITMENTS 11,585 4,841 7,179 562,604 570,293 581,368 582,313 7,838 6,893 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,041) 1,089 140 -524 6,118 7,003 6,683 6,619 358 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.8 1.2 95.5 96.8 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 8 6 51 44 60 54 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,852 COMMITMENTS 0 0 0 199,915 198,213 199,915 198,213 2,937 4,639 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 841) 0 0 0 809 872 809 872 32 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 97.7 98.6 97.7 1.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 23 21 23 21 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,597 COMMITMENTS 0 0 0 143,243 140,307 143,243 140,307 2,354 5,290 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,064) 0 0 0 1,155 759 1,155 759 -91 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.4 96.4 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 16 21 16 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 189,877 COMMITMENTS 0 613 31 182,924 186,219 182,955 186,863 6,922 3,014 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,286) 0 0 0 2,286 2,410 2,286 2,410 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 96.3 98.1 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 19 19 20 20 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 211,741 COMMITMENTS 27,449 780 644 182,370 208,529 210,463 209,953 1,278 1,788 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,410) 0 0 0 2,410 2,410 2,410 2,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 0.4 0.3 86.1 98.5 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 1 1 28 36 37 38 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,982 COMMITMENTS 0 0 0 118,691 119,310 118,691 119,310 2,291 1,672 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,375) 0 0 0 2,193 1,945 2,193 1,945 182 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.6 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 20 26 20 26 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 36,022 COMMITMENTS 0 1,224 0 35,136 34,678 35,136 35,902 886 120 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,230) 0 0 0 9,024 8,230 9,024 8,230 -794 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 97.5 96.3 97.5 99.7 2.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 14 13 14 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 302,246 COMMITMENTS 3,436 1,043 983 295,255 292,601 299,674 294,627 2,572 7,619 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 17,272) 476 -514 236 20,333 17,550 21,045 17,272 -3,773 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.3 97.7 96.8 99.1 97.5 0.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 2 3 42 39 46 43 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,397 COMMITMENTS 0 0 0 108,277 107,335 108,277 107,335 120 1,062 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 248) 0 0 0 248 248 248 248 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 99.0 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 13 14 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,801 COMMITMENTS 1,616 0 0 101,270 104,089 102,886 104,089 11,915 10,712 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 157) 0 0 0 -147 4 -147 4 304 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 88.2 90.7 89.6 90.7 10.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 21 19 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,687 COMMITMENTS 0 167 1,470 241,727 238,662 243,197 240,299 4,490 7,388 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 21,144) -1,108 -78 773 20,498 20,718 20,163 21,413 981 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.6 97.6 96.4 98.2 97.0 1.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 2 28 30 30 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,555 COMMITMENTS 309 416 0 180,714 193,112 181,023 193,528 14,532 2,027 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,739) 309 0 0 2,773 2,342 3,082 2,342 -343 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 92.4 98.8 92.6 99.0 7.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 19 20 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,281 COMMITMENTS 616 0 0 75,410 72,879 76,026 72,879 4,255 7,402 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 479) 0 0 0 168 476 168 476 311 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 93.9 90.8 94.7 90.8 5.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 14 20 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 53,654 COMMITMENTS 0 0 0 51,544 51,602 51,544 51,602 2,110 2,052 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,426) 0 0 0 1,823 2,188 1,823 2,188 -397 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 96.2 96.1 96.2 3.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 10 17 10 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 209,431 COMMITMENTS 2,244 0 0 199,062 200,276 201,306 200,276 8,125 9,155 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 4,024) 679 0 0 2,196 3,907 2,875 3,907 1,149 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 95.0 95.6 96.1 95.6 3.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 14 19 16 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 176,153 COMMITMENTS 6,589 4,715 390 162,672 163,913 169,651 169,018 6,502 7,135 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -171) 0 576 -341 107 -285 -234 -50 63 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.7 0.2 92.3 93.1 96.3 95.9 3.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 4 2 31 34 34 38 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,306 COMMITMENTS 0 0 0 61,571 60,644 61,571 60,644 1,735 2,662 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -461) 0 0 0 -492 -492 -492 -492 31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 95.8 97.3 95.8 2.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 15 11 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 258,437 COMMITMENTS 6,626 0 1,321 242,318 251,452 250,265 252,773 8,172 5,664 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,541) 1,948 0 -246 4,445 7,813 6,147 7,567 1,394 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.5 93.8 97.3 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 0 1 31 36 35 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 138,868 COMMITMENTS 0 3,530 105 132,535 132,430 132,640 136,065 6,228 2,803 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,800) 0 2,438 104 6,774 4,974 6,878 7,516 -78 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.1 95.4 95.4 95.5 98.0 4.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 1 26 27 27 29 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 158,576 COMMITMENTS 555 1,712 0 148,346 154,436 148,901 156,148 9,675 2,428 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,333) 0 0 0 1,210 1,031 1,210 1,031 123 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 0.0 93.5 97.4 93.9 98.5 6.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 16 24 17 25 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 41,120 COMMITMENTS 0 0 0 38,350 39,783 38,350 39,783 2,770 1,337 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 62) 0 0 0 62 0 62 0 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 96.7 93.3 96.7 6.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 14 17 14 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 277,933 COMMITMENTS 186 0 186 265,649 277,194 266,021 277,380 11,912 553 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 5,118) 0 0 0 5,735 5,130 5,735 5,130 -617 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.1 95.6 99.7 95.7 99.8 4.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 1 33 22 34 23 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 103,978 COMMITMENTS 4,118 1,498 0 92,284 99,490 96,402 100,988 7,576 2,990 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,976) 1,353 0 0 1,457 2,995 2,810 2,995 166 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.4 0.0 88.8 95.7 92.7 97.1 7.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 17 14 18 15 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 17,709 COMMITMENTS 390 0 0 16,797 17,373 17,187 17,373 522 336 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 94.9 98.1 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 10 12 10 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 181,514 COMMITMENTS 616 0 0 172,515 172,971 173,131 172,971 8,383 8,543 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,608) 616 0 0 929 745 1,545 745 1,063 1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 95.0 95.3 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 17 27 18 27 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 21,711 COMMITMENTS 0 0 0 20,393 20,649 20,393 20,649 1,318 1,062 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.9 95.1 93.9 95.1 6.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 12 12 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 8,262 COMMITMENTS 1,814 286 44 6,253 7,781 8,111 8,111 151 151 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 3.5 0.5 75.7 94.2 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 5 1 13 12 18 17 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 37,278 COMMITMENTS 4,169 575 2,166 30,808 34,522 37,143 37,263 135 15 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -484) 50 -275 77 -611 -286 -484 -484 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 1.5 5.8 82.6 92.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 6 6 22 23 28 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 33,366 COMMITMENTS 4,655 316 856 27,615 32,194 33,126 33,366 240 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 719) 125 75 -125 719 769 719 719 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.9 2.6 82.8 96.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 4 20 22 27 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 132,301 COMMITMENTS 6,620 6,078 9,890 115,551 116,268 132,061 132,236 240 65 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 880) 207 -270 -20 696 1,170 883 880 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 4.6 7.5 87.3 87.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 9 9 35 34 53 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,482 COMMITMENTS 621 3,105 2,354 65,507 62,962 68,482 68,421 0 61 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 677) -325 616 36 966 25 677 677 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.5 3.4 95.7 91.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 8 4 25 23 31 32 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 38,781 COMMITMENTS 1,050 2,153 275 37,456 36,353 38,781 38,781 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 390) 0 0 0 390 390 390 390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.6 0.7 96.6 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 15 15 19 17 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 59,781 COMMITMENTS 17,010 1,640 4,570 37,971 53,482 59,551 59,692 230 89 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 334) 89 0 10 235 324 334 334 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 2.7 7.6 63.5 89.5 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 2 4 24 23 32 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 76,215 COMMITMENTS 24,450 2,815 3,076 47,923 70,262 75,449 76,153 766 62 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 437) 223 -40 26 188 451 437 437 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 3.7 4.0 62.9 92.2 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 4 6 24 24 34 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,283 COMMITMENTS 1,907 768 1,494 65,360 67,021 68,761 69,283 522 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 469) 31 0 -11 449 480 469 469 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.1 2.2 94.3 96.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 27 26 30 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 87,699 COMMITMENTS 1,618 880 2,186 83,373 84,633 87,177 87,699 522 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 817) 32 12 0 785 805 817 817 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.0 2.5 95.1 96.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 3 29 28 33 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,192 COMMITMENTS 280 0 225 43,273 43,646 43,778 43,871 414 321 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.5 97.9 98.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 19 15 22 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 28,851 COMMITMENTS 360 1,295 0 28,017 27,546 28,377 28,841 474 10 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 585) 0 60 0 585 525 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.5 0.0 97.1 95.5 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 20 17 21 20 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,087 COMMITMENTS 605 0 90 17,285 17,997 17,980 18,087 107 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.5 95.6 99.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 13 17 14 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 82,204 COMMITMENTS 12,578 2,459 1,907 67,262 77,672 81,747 82,038 457 166 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 959) -710 246 52 1,568 701 910 999 49 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 3.0 2.3 81.8 94.5 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 8 10 34 34 53 48 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,780 COMMITMENTS 570 150 0 12,210 12,630 12,780 12,780 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,332) 120 0 0 1,212 1,332 1,332 1,332 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.2 0.0 95.5 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 12 12 13 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,720 COMMITMENTS 570 150 0 12,150 12,570 12,720 12,720 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,332) 120 0 0 1,212 1,332 1,332 1,332 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.2 0.0 95.5 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 12 12 13 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,301 COMMITMENTS 5,245 820 310 37,422 41,763 42,977 42,893 324 408 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,469) 0 120 0 2,469 2,348 2,469 2,468 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.9 0.7 86.4 96.4 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 3 19 19 23 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,549 COMMITMENTS 690 100 200 47,502 47,913 48,392 48,213 157 336 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.4 97.8 98.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 23 18 26 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,949 COMMITMENTS 390 1,265 60 39,998 39,612 40,448 40,937 501 12 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -522) 30 -10 -10 -532 -502 -512 -522 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.1 0.1 97.7 96.7 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 2 25 22 28 27 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,009 COMMITMENTS 1,408 200 73 65,533 67,496 67,014 67,769 995 240 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 810) 0 0 0 810 810 810 810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.3 0.1 96.4 99.2 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 22 15 25 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,648 COMMITMENTS 1,917 350 104 70,127 72,009 72,148 72,463 500 185 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 425) -27 0 5 447 420 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.5 0.1 96.5 99.1 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 2 25 16 28 20 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 80,792 COMMITMENTS 1,013 571 2,221 77,118 77,930 80,352 80,722 440 70 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,205) 598 -1,356 700 -93 1,861 1,205 1,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.7 2.7 95.5 96.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 5 29 25 34 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 100,185 COMMITMENTS 1,488 3,347 2,676 95,694 94,127 99,858 100,150 327 35 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -103) 879 -1,236 -215 -744 1,343 -80 -108 -23 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.3 2.7 95.5 94.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 9 7 32 33 41 46 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 60,572 COMMITMENTS 100 4,725 100 60,357 55,747 60,557 60,572 15 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 253) 0 -260 0 253 513 253 253 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.8 0.2 99.6 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 15 15 17 20 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,705 COMMITMENTS 1,250 900 225 53,230 53,580 54,705 54,705 0 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.6 0.4 97.3 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 14 9 16 14 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 57,149 COMMITMENTS 1,521 1,597 950 54,347 54,457 56,818 57,004 331 145 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 295) -2 37 0 280 263 278 300 17 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.8 1.7 95.1 95.3 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 3 21 21 25 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 63,626 COMMITMENTS 2,001 5,152 1,139 60,112 56,940 63,252 63,231 374 395 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 548) 17 60 -2 308 500 323 558 225 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 8.1 1.8 94.5 89.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 4 21 21 27 29 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,054 COMMITMENTS 0 805 0 23,970 23,169 23,970 23,974 84 80 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,086) 0 0 0 1,086 1,086 1,086 1,086 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 99.7 96.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 16 18 17 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 23,855 COMMITMENTS 0 225 0 23,489 23,610 23,489 23,835 366 20 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,025) 0 0 0 1,020 1,025 1,020 1,025 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 98.5 99.0 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 15 18 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,033 COMMITMENTS 1,340 2,141 515 29,127 27,740 30,982 30,396 51 637 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 80) 0 260 0 70 -160 70 100 10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 6.9 1.7 93.9 89.4 99.8 97.9 0.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 4 20 19 24 24 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 18,890 COMMITMENTS 675 2,083 182 16,835 16,170 17,692 18,435 1,198 455 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -6) 0 84 -28 0 -62 -28 -6 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.0 1.0 89.1 85.6 93.7 97.6 6.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 2 11 10 13 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,778 COMMITMENTS 4,494 5,715 1,932 51,208 50,092 57,634 57,739 144 39 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,171) 186 155 -96 1,066 1,102 1,156 1,161 15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 9.9 3.3 88.6 86.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 3 4 30 26 37 32 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 35,843 COMMITMENTS 1,281 2,080 738 33,671 32,958 35,690 35,776 153 67 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 701) 0 200 0 701 501 701 701 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.8 2.1 93.9 92.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 5 25 19 31 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,590 COMMITMENTS 926 439 200 18,359 18,951 19,485 19,590 105 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 245) 100 0 -150 295 395 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.2 1.0 93.7 96.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 1 18 19 22 24 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 19,556 COMMITMENTS 475 150 0 18,990 19,406 19,465 19,556 91 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 495) 0 0 0 495 495 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.8 0.0 97.1 99.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 13 9 15 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,395 COMMITMENTS 445 100 490 9,005 9,770 9,940 10,360 455 35 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.0 4.7 86.6 94.0 95.6 99.7 4.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 13 11 16 13 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,436 COMMITMENTS 415 100 485 8,096 8,816 8,996 9,401 440 35 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.1 5.1 85.8 93.4 95.3 99.6 4.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 12 10 15 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,181 COMMITMENTS 1,200 3,740 1,925 32,025 29,516 35,150 35,181 31 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,130) 0 0 0 1,130 1,130 1,130 1,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 10.6 5.5 91.0 83.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 2 19 14 24 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,566 COMMITMENTS 1,200 3,525 1,855 32,480 30,186 35,535 35,566 31 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,130) 0 0 0 1,130 1,130 1,130 1,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 9.9 5.2 91.3 84.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 2 19 15 24 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,809 COMMITMENTS 665 5,685 2,404 109,667 104,660 112,736 112,749 73 60 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,099) 10 94 0 2,085 2,008 2,095 2,102 4 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.0 2.1 97.2 92.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 9 5 40 32 46 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 126,599 COMMITMENTS 766 5,651 4,249 121,532 116,639 126,547 126,539 52 60 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,192) 54 644 25 3,103 2,523 3,182 3,192 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 3.4 96.0 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 10 8 43 34 54 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 277,587 COMMITMENTS 31,821 13,253 23,707 221,751 240,457 277,279 277,417 308 170 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,483) 2,076 -1,710 752 -344 3,468 2,484 2,510 -1 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 4.8 8.5 79.9 86.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 14 24 49 38 84 69 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,489 COMMITMENTS 4,638 600 65 11,466 15,754 16,169 16,419 320 70 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 25) 50 0 0 95 25 145 25 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 3.6 0.4 69.5 95.5 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 15 13 19 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,411 COMMITMENTS 4,193 600 55 8,858 12,756 13,106 13,411 305 0 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -25) 50 0 0 45 -25 95 -25 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 4.5 0.4 66.1 95.1 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 14 13 18 15 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 4,245 COMMITMENTS 795 470 0 2,735 3,385 3,530 3,855 715 390 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -865) -270 -175 -25 -620 -675 -915 -875 50 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 11.1 0.0 64.4 79.7 83.2 90.8 16.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 0 13 12 15 15 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 15,621 COMMITMENTS 2,420 1,050 150 13,003 14,391 15,573 15,591 48 30 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 85 75 85 75 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 6.7 1.0 83.2 92.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 14 24 19 26 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,556 COMMITMENTS 128 287 65 3,725 3,492 3,918 3,844 638 712 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 347) 29 25 -2 337 405 364 428 -17 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 6.3 1.4 81.8 76.6 86.0 84.4 14.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 26 27 28 29 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,271 COMMITMENTS 1,965 0 0 28,939 31,256 30,904 31,256 367 15 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,274) 0 0 0 1,349 1,349 1,349 1,349 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 0.0 92.5 100.0 98.8 100.0 1.2 0.0 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 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 26,472 COMMITMENTS 15 51 370 26,015 25,526 26,400 25,947 72 525 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 842) 0 0 0 909 922 909 922 -67 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 1.4 98.3 96.4 99.7 98.0 0.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 2 29 30 31 32 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 9,396 COMMITMENTS 45 175 319 8,517 8,717 8,881 9,211 515 185 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,177) -55 -10 82 1,170 1,115 1,197 1,187 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.9 3.4 90.6 92.8 94.5 98.0 5.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 3 29 30 32 33 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 32,760 COMMITMENTS 1,960 512 89 30,524 31,768 32,573 32,369 187 391 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 556) 75 -50 37 264 559 376 546 180 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.6 0.3 93.2 97.0 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 3 2 32 43 36 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 50,917 COMMITMENTS 2,318 1,295 1,619 46,143 47,202 50,080 50,116 837 801 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,181) -55 455 -144 2,181 1,721 1,982 2,032 199 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.5 3.2 90.6 92.7 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 8 9 8 62 59 77 69 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,262 COMMITMENTS 19 0 78 1,633 1,663 1,730 1,741 532 521 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 61) -11 0 -17 153 87 125 70 -64 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 3.4 72.2 73.5 76.5 77.0 23.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 20 18 21 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 37,583 COMMITMENTS 0 0 0 33,522 34,994 33,522 34,994 4,061 2,589 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 520) 0 0 0 -1,531 -32 -1,531 -32 2,051 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 93.1 89.2 93.1 10.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 18 26 18 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 8,606 COMMITMENTS 0 0 0 7,556 8,374 7,556 8,374 1,050 232 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 65) 0 0 0 -640 -125 -640 -125 705 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.8 97.3 87.8 97.3 12.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 13 15 13 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 224,106 COMMITMENTS 0 1,770 0 215,434 206,618 215,434 208,388 8,672 15,718 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,623) 0 0 0 3,400 3,473 3,400 3,473 223 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 96.1 92.2 96.1 93.0 3.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 14 16 14 17 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 26,485 COMMITMENTS 11,257 2,636 4,487 8,256 17,913 24,000 25,036 2,485 1,449 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 994) 625 -250 119 457 1,000 1,201 869 -207 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 10.0 16.9 31.2 67.6 90.6 94.5 9.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 5 13 12 19 17
Updated June 19, 2020