CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 17,314 COMMITMENTS 4,776 954 516 12,022 15,839 17,314 17,309 0 5 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,070) -120 380 120 1,070 570 1,070 1,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 5.5 3.0 69.4 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 3 2 13 8 23 11 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 70,769 COMMITMENTS 40,606 22,936 2,469 27,504 45,179 70,579 70,584 190 185 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -712) -813 0 -22 123 -690 -712 -712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.4 32.4 3.5 38.9 63.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 19 8 4 20 19 41 29 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 68,224 COMMITMENTS 28,383 17,579 7,938 31,755 42,553 68,076 68,070 148 154 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 992) 231 662 -164 899 415 966 913 26 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 25.8 11.6 46.5 62.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 23 9 15 22 18 50 37 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 154,033 COMMITMENTS 41,935 24,401 3,984 108,114 125,648 154,033 154,033 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 15.8 2.6 70.2 81.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 7 4 16 15 22 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 124,442 COMMITMENTS 17,520 15,298 3,687 103,235 105,457 124,442 124,442 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,626) 143 0 0 1,483 1,626 1,626 1,626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 12.3 3.0 83.0 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 2 3 18 11 26 15 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 28,919 COMMITMENTS 14,219 3,751 2,113 12,587 23,055 28,919 28,919 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,065) 1,907 50 249 -91 1,766 2,065 2,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 13.0 7.3 43.5 79.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 4 3 9 15 21 21 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,666 COMMITMENTS 8,160 1,100 0 27,506 34,566 35,666 35,666 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -5 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.1 0.0 77.1 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 1 0 13 5 21 6 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 13,817 COMMITMENTS 6,536 450 858 6,423 12,509 13,817 13,817 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 170) 220 -25 0 -50 195 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 3.3 6.2 46.5 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 2 7 11 17 14 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 13,550 COMMITMENTS 1,015 500 0 12,535 13,050 13,550 13,550 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 160) 0 0 0 161 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 3.7 0.0 92.5 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 11 9 14 10 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,338 COMMITMENTS 850 2,800 365 11,123 9,173 12,338 12,338 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -20) -31 300 151 -140 -471 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 22.7 3.0 90.2 74.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 5 2 12 8 15 13 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| 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: 19,900 COMMITMENTS 2,168 5,875 930 16,775 13,095 19,873 19,900 27 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 91) -130 250 80 141 -239 91 91 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 29.5 4.7 84.3 65.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 7 3 12 11 17 20 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,335 COMMITMENTS 21,345 10,200 2,237 20,753 31,898 44,335 44,335 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 23.0 5.0 46.8 71.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 3 4 15 10 23 16 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 14,435 COMMITMENTS 550 7,400 1,450 12,435 5,585 14,435 14,435 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 51.3 10.0 86.1 38.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 11 7 14 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 26,064 COMMITMENTS 3,220 0 2,666 19,940 23,327 25,826 25,993 238 71 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,375) -430 -518 -946 -8,984 -8,951 -10,360 -10,415 -15 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 10.2 76.5 89.5 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 0 5 22 21 30 26 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 35,067 COMMITMENTS 1,912 2,698 2,721 29,302 29,615 33,935 35,034 1,132 33 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,530) -128 730 -1,341 -234 -899 -1,703 -1,510 173 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 7.7 7.8 83.6 84.5 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 3 20 19 26 24 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,098 COMMITMENTS 119 1,925 404 5,563 3,769 6,086 6,098 12 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,282) -2 -233 -417 -860 -622 -1,279 -1,272 -3 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 31.6 6.6 91.2 61.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 11 17 13 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,018,664 COMMITMENTS 253,674 154,420 412,019 4322860 4423463 4988553 4989902 30,111 28,762 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 106,990) 8,342 23,573 33,364 64,731 49,010 106,437 105,947 553 1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 3.1 8.2 86.1 88.1 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 34 27 44 143 114 198 164 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,083,045 COMMITMENTS 27,155 55,788 326,988 727,206 698,496 1081350 1081272 1,696 1,774 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 70,865) 9,991 12,919 25,833 34,858 31,939 70,683 70,691 183 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.2 30.2 67.1 64.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 9 18 42 41 62 62 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,134 COMMITMENTS 4,993 5,402 302 237,317 256,720 242,612 262,424 24,522 4,710 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,782) -461 -403 0 -3,144 -3,005 -3,605 -3,408 -177 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.0 0.1 88.8 96.1 90.8 98.2 9.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 25 22 28 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,444 COMMITMENTS 183 217 775 129,271 120,520 130,229 121,512 5,215 13,932 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,301) -1,603 -1,569 -152 -9,121 -6,908 -10,876 -8,629 1,575 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.6 95.4 89.0 96.1 89.7 3.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 20 22 22 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,097 COMMITMENTS 5,811 5,256 5,287 299,499 310,066 310,597 320,609 12,500 2,488 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -17,857) -2,626 -2,280 -419 -14,846 -15,063 -17,891 -17,762 34 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.6 1.6 92.7 96.0 96.1 99.2 3.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 3 33 33 37 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 842,660 COMMITMENTS 8,407 10,537 2,060 822,498 828,366 832,965 840,963 9,695 1,697 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -24,099) 596 -371 -620 -24,518 -23,254 -24,542 -24,245 443 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.3 0.2 97.6 98.3 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 2 4 39 27 46 32 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 357,994 COMMITMENTS 2,599 5,786 1,418 346,356 338,554 350,373 345,758 7,621 12,236 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -23,247) -833 1,109 -65 -23,152 -27,729 -24,050 -26,685 803 3,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.6 0.4 96.7 94.6 97.9 96.6 2.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 3 3 40 37 43 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 499,618 COMMITMENTS 1,022 596 58 490,073 490,258 491,153 490,912 8,465 8,706 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -20,488) 0 -651 -62 -19,540 -20,960 -19,602 -21,673 -886 1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.1 0.0 98.1 98.1 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 2 1 40 35 42 37 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,939 COMMITMENTS 0 3,346 0 375,121 368,650 375,121 371,996 6,818 9,943 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,368) 0 -2,074 -61 -9,877 -9,740 -9,938 -11,875 -2,430 -493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 98.2 96.5 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 2 0 36 32 36 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,029 COMMITMENTS 126 4,276 286 95,947 93,534 96,359 98,096 4,670 2,933 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,671) -29 -581 -265 -9,997 -10,311 -10,291 -11,157 -380 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.2 0.3 95.0 92.6 95.4 97.1 4.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 18 22 20 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,922 COMMITMENTS 0 362 0 20,605 20,233 20,605 20,595 1,317 1,327 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,115) 0 -862 -31 -10,836 -10,522 -10,867 -11,415 -248 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 94.0 92.3 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 13 15 13 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 237,283 COMMITMENTS 0 484 58 234,094 228,173 234,152 228,715 3,131 8,568 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,977) 0 -793 0 -11,865 -11,525 -11,865 -12,318 -1,112 -659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 98.7 96.2 98.7 96.4 1.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 25 22 26 23 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 177,904 COMMITMENTS 0 0 0 171,863 175,293 171,863 175,293 6,041 2,611 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,176) 0 0 0 -10,093 -10,483 -10,093 -10,483 -1,083 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 98.5 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 24 21 24 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 263,902 COMMITMENTS 0 2,736 0 257,336 258,911 257,336 261,647 6,566 2,255 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -14,605) 0 0 0 -14,374 -14,132 -14,374 -14,132 -231 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 97.5 98.1 97.5 99.1 2.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 22 22 22 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,650 COMMITMENTS 3,999 0 0 24,093 28,579 28,092 28,579 1,558 1,071 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,478) -2,573 0 0 -7,099 -9,982 -9,672 -9,982 -806 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.0 0.0 81.3 96.4 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 0 11 14 15 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 561,359 COMMITMENTS 28,219 122 6,394 514,827 543,866 549,440 550,382 11,919 10,977 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -27,124) -1,560 -1,984 -218 -25,320 -26,124 -27,098 -28,326 -26 1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.0 1.1 91.7 96.9 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 1 5 48 36 56 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 187,096 COMMITMENTS 298 419 1,582 180,933 176,948 182,813 178,949 4,283 8,147 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,795) -904 -2,118 -542 -2,678 -2,377 -4,124 -5,037 329 1,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 0.8 96.7 94.6 97.7 95.6 2.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 22 18 24 20 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,129 COMMITMENTS 526 0 544 37,137 37,646 38,207 38,190 922 939 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,590) 0 -372 0 -6,652 -5,865 -6,652 -6,237 62 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 1.4 94.9 96.2 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 9 16 10 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,743 COMMITMENTS 0 0 0 80,295 80,277 80,295 80,277 5,448 5,466 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,588) -992 0 -31 -7,818 -7,250 -8,841 -7,281 1,253 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.6 93.6 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 14 15 14 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 262,600 COMMITMENTS 1,320 0 0 254,492 262,052 255,812 262,052 6,788 548 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -36,546) -6,095 -6,758 -558 -30,715 -29,038 -37,368 -36,354 822 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 96.9 99.8 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 16 22 16 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 241,871 COMMITMENTS 7,446 6,975 558 230,151 233,509 238,155 241,042 3,716 829 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -45,054) -17,701 -7,843 -868 -26,454 -35,754 -45,023 -44,465 -31 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.9 0.2 95.2 96.5 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 2 1 33 25 39 28 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,367 COMMITMENTS 0 868 0 109,160 109,639 109,160 110,507 2,207 860 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -22,878) -620 -248 0 -21,731 -22,103 -22,351 -22,351 -527 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 98.0 98.4 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 19 20 19 22 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 22,411 COMMITMENTS 383 0 0 20,997 22,256 21,380 22,256 1,031 155 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,359) 0 0 0 -9,260 -9,483 -9,260 -9,483 -99 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 93.7 99.3 95.4 99.3 4.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 13 15 13 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 251,331 COMMITMENTS 370 762 1,070 245,712 239,155 247,152 240,987 4,179 10,344 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -21,142) -1,040 0 -4 -19,507 -23,447 -20,551 -23,451 -591 2,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.4 97.8 95.2 98.3 95.9 1.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 1 36 32 37 34 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,012 COMMITMENTS 0 0 0 97,857 97,268 97,857 97,268 155 744 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,718) 0 0 0 -11,563 -11,160 -11,563 -11,160 -155 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.2 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 9 14 9 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,538 COMMITMENTS 0 0 0 84,071 81,303 84,071 81,303 11,467 14,235 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,529) 0 -248 -62 -5,799 -5,788 -5,861 -6,098 -668 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.0 85.1 88.0 85.1 12.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 15 15 15 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,238 COMMITMENTS 0 898 0 203,170 200,938 203,170 201,836 4,068 5,402 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -23,236) 0 -535 -116 -22,871 -21,901 -22,987 -22,552 -249 -684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 98.0 97.0 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 24 28 24 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 183,746 COMMITMENTS 0 0 0 178,887 180,599 178,887 180,599 4,859 3,147 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,490) 0 0 0 -9,135 -7,218 -9,135 -7,218 645 -1,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.4 98.3 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 18 21 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,958 COMMITMENTS 0 0 0 74,096 79,891 74,096 79,891 7,862 2,067 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,331) 0 0 0 -3,862 -4,510 -3,862 -4,510 -469 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.4 97.5 90.4 97.5 9.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 14 19 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 178,848 COMMITMENTS 2,860 0 0 168,258 167,266 171,118 167,266 7,730 11,582 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,782) -726 0 -80 -9,819 -12,526 -10,625 -12,606 843 2,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 94.1 93.5 95.7 93.5 4.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 18 17 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 151,547 COMMITMENTS 0 8,288 6,376 133,957 125,806 140,333 140,470 11,214 11,077 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,632) 0 -1,080 -372 -12,233 -10,875 -12,605 -12,327 -27 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 4.2 88.4 83.0 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 4 2 25 26 27 30 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,421 COMMITMENTS 367 0 0 39,986 40,131 40,353 40,131 1,068 1,290 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,685) -950 -310 0 -7,011 -8,704 -7,961 -9,014 -724 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 96.5 96.9 97.4 96.9 2.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 14 13 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 222,463 COMMITMENTS 0 3,092 2,753 214,301 209,446 217,054 215,291 5,409 7,172 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,808) 0 -6 -406 -10,889 -12,115 -11,295 -12,527 487 1,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 1.2 96.3 94.1 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 5 3 35 35 38 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 126,579 COMMITMENTS 1,031 310 174 120,553 122,751 121,758 123,235 4,821 3,344 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,564) -52 124 -281 -12,466 -11,872 -12,799 -12,029 235 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.2 0.1 95.2 97.0 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 25 25 27 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 150,864 COMMITMENTS 600 0 0 142,641 146,270 143,241 146,270 7,623 4,594 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,925) -310 0 0 -9,847 -11,953 -10,157 -11,953 -768 1,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 94.5 97.0 94.9 97.0 5.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 18 19 18 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 24,081 COMMITMENTS 0 1,753 387 20,807 20,816 21,194 22,956 2,887 1,125 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,735) -372 0 0 -7,099 -7,878 -7,471 -7,878 -264 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 1.6 86.4 86.4 88.0 95.3 12.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 9 14 10 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 275,368 COMMITMENTS 0 0 0 261,303 274,961 261,303 274,961 14,065 407 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,270) 0 -217 0 -9,342 -10,053 -9,342 -10,270 -928 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.9 99.9 94.9 99.9 5.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 27 16 27 16 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 100,703 COMMITMENTS 7,622 8,774 0 84,954 89,305 92,576 98,079 8,127 2,624 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,804) -1,457 0 0 -3,539 -5,711 -4,996 -5,711 -808 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 8.7 0.0 84.4 88.7 91.9 97.4 8.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 13 13 14 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 200,060 COMMITMENTS 0 848 360 197,517 197,416 197,877 198,624 2,183 1,436 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,755) 0 0 0 -8,197 -8,609 -8,197 -8,609 -558 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.2 98.7 98.7 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 21 24 22 25 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 24,269 COMMITMENTS 3,094 2,114 2,944 17,703 18,935 23,740 23,992 529 277 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,541) -423 -838 -257 -1,823 -1,371 -2,503 -2,466 -38 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 8.7 12.1 72.9 78.0 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 9 17 23 23 40 41 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,033 COMMITMENTS 5,810 1,095 890 34,213 39,048 40,913 41,033 120 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,203) -1,750 367 135 547 -1,705 -1,068 -1,203 -135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 2.7 2.2 83.4 95.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 5 25 24 34 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 31,020 COMMITMENTS 4,619 425 534 25,867 30,061 31,020 31,020 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,621) -1,290 250 209 -413 -2,080 -1,494 -1,621 -127 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 1.4 1.7 83.4 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 4 18 20 23 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 130,267 COMMITMENTS 3,528 7,849 10,419 116,040 111,550 129,987 129,818 280 449 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,114) -420 -165 -405 -5,363 -5,535 -6,188 -6,105 74 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 6.0 8.0 89.1 85.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 9 9 31 33 43 47 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,937 COMMITMENTS 1,390 936 2,673 65,843 66,308 69,907 69,917 30 20 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,471) -310 346 -143 -3,048 -3,613 -3,501 -3,411 30 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.3 3.8 94.1 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 4 5 20 24 28 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,287 COMMITMENTS 551 75 200 31,536 32,012 32,287 32,287 0 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,675) 75 0 -75 -1,675 -1,600 -1,675 -1,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.2 0.6 97.7 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 10 14 14 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 59,109 COMMITMENTS 16,128 795 5,399 37,199 52,883 58,726 59,077 383 32 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,141) -145 679 -714 -1,179 -2,133 -2,038 -2,168 -103 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 1.3 9.1 62.9 89.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 3 25 24 31 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 80,005 COMMITMENTS 25,609 2,314 4,256 49,804 73,370 79,669 79,940 336 65 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,043) 83 656 -1,162 -2,014 -2,449 -3,093 -2,955 50 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 2.9 5.3 62.3 91.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 6 6 26 28 34 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,817 COMMITMENTS 2,245 1,320 1,294 68,430 70,099 71,969 72,713 848 104 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,836) -813 -52 0 -4,954 -5,791 -5,767 -5,843 -69 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.8 1.8 94.0 96.3 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 27 25 30 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 92,321 COMMITMENTS 2,361 1,290 1,836 87,158 89,135 91,355 92,261 966 60 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,696) -973 -3 0 -6,617 -7,681 -7,590 -7,684 -106 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.4 2.0 94.4 96.5 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 2 30 27 34 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,807 COMMITMENTS 450 420 0 40,215 39,798 40,665 40,218 142 589 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,438) 0 0 0 1,438 1,174 1,438 1,174 0 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.0 0.0 98.5 97.5 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 19 21 21 22 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 25,579 COMMITMENTS 355 805 65 24,888 24,609 25,308 25,479 271 100 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 577) 0 0 0 577 577 577 577 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.1 0.3 97.3 96.2 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 20 20 22 25 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 86,509 COMMITMENTS 19,386 704 2,882 63,889 82,816 86,157 86,402 352 107 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,264) -300 32 559 1,002 673 1,261 1,264 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 0.8 3.3 73.9 95.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 19 2 13 32 32 52 46 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,189 COMMITMENTS 8,921 355 600 27,363 35,892 36,884 36,847 305 342 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 85) -200 0 0 285 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 1.0 1.6 73.6 96.5 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 19 22 25 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,531 COMMITMENTS 600 395 25 45,753 45,582 46,378 46,002 153 529 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,646) 0 0 0 1,646 1,382 1,646 1,382 0 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.8 0.1 98.3 98.0 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 22 23 25 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,264 COMMITMENTS 535 2,033 5 39,669 39,126 40,209 41,164 1,055 100 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 609) 0 0 0 609 609 609 609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.9 0.0 96.1 94.8 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 7 1 21 20 25 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,580 COMMITMENTS 2,463 1,700 0 58,509 59,535 60,972 61,235 608 345 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,442) -241 -75 0 -3,186 -3,367 -3,427 -3,442 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 2.8 0.0 95.0 96.7 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 0 23 14 25 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,626 COMMITMENTS 3,471 4,000 60 60,765 60,346 64,296 64,406 330 220 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,452) -525 -375 0 -3,922 -4,117 -4,447 -4,492 -5 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 6.2 0.1 94.0 93.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 24 15 28 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 77,836 COMMITMENTS 1,527 2,161 55 75,989 75,605 77,571 77,821 265 15 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,940) -4 523 0 -3,923 -4,468 -3,927 -3,945 -13 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.8 0.1 97.6 97.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 5 2 26 28 29 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 95,939 COMMITMENTS 2,569 7,545 392 92,649 87,932 95,610 95,869 329 70 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,383) 85 -701 -14 -5,461 -4,712 -5,390 -5,427 7 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 7.9 0.4 96.6 91.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 14 5 28 28 35 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 52,822 COMMITMENTS 50 3,722 325 52,427 48,775 52,802 52,822 20 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,605) -25 -18 100 -2,680 -2,687 -2,605 -2,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 7.0 0.6 99.3 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 3 15 13 19 18 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 63,245 COMMITMENTS 1,446 1,490 743 61,007 60,755 63,196 62,988 49 257 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,057) -230 -1,101 -40 -1,782 -1,021 -2,052 -2,162 -5 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.4 1.2 96.5 96.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 22 20 27 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 70,343 COMMITMENTS 1,760 2,098 4,692 63,831 63,466 70,283 70,256 60 87 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -100) -155 -909 -50 138 859 -67 -100 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 3.0 6.7 90.7 90.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 4 2 23 20 32 25 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,667 COMMITMENTS 865 575 0 25,606 26,072 26,471 26,647 196 20 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,422) -135 35 -50 -1,204 -1,393 -1,389 -1,408 -33 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.2 0.0 96.0 97.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 16 12 17 13 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 25,986 COMMITMENTS 745 50 0 24,884 25,866 25,629 25,916 357 70 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,348) -65 -10 0 -1,421 -1,301 -1,486 -1,311 138 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.2 0.0 95.8 99.5 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 11 17 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,789 COMMITMENTS 36 2,988 1,130 32,388 29,524 33,554 33,642 235 147 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,177) 0 16 -79 -1,949 -1,860 -2,028 -1,923 -149 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.8 3.3 95.9 87.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 3 18 17 22 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,329 COMMITMENTS 333 2,963 377 19,683 17,969 20,393 21,309 936 20 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,632) 40 -92 -40 -1,900 -1,510 -1,900 -1,642 268 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 13.9 1.8 92.3 84.2 95.6 99.9 4.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 2 12 13 14 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 54,785 COMMITMENTS 2,296 3,615 1,344 51,041 49,811 54,681 54,770 104 15 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,102) -153 85 -144 -1,839 -2,058 -2,136 -2,117 34 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 6.6 2.5 93.2 90.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 3 6 28 28 36 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,774 COMMITMENTS 626 824 893 36,962 37,057 38,481 38,774 293 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,311) 59 -158 -117 -1,448 -1,036 -1,506 -1,311 195 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.1 2.3 95.3 95.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 5 24 24 30 29 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,918 COMMITMENTS 1,574 300 252 17,972 19,351 19,798 19,903 120 15 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,272) -445 0 150 -962 -1,397 -1,257 -1,247 -15 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 1.5 1.3 90.2 97.2 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 1 16 15 20 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,664 COMMITMENTS 100 1,285 250 10,149 9,129 10,499 10,664 165 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -965) 0 -10 -15 -925 -940 -940 -965 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 12.0 2.3 95.2 85.6 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 13 12 16 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,826 COMMITMENTS 100 1,675 175 10,431 8,976 10,706 10,826 120 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -965) 0 -10 -15 -950 -940 -965 -965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 15.5 1.6 96.4 82.9 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 14 12 17 15 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,070 COMMITMENTS 1,155 200 730 11,683 13,095 13,568 14,025 502 45 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,930) -25 -55 -95 -2,087 -1,774 -2,207 -1,924 277 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.4 5.2 83.0 93.1 96.4 99.7 3.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 2 14 13 17 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,810 COMMITMENTS 1,355 130 565 11,415 13,070 13,335 13,765 475 45 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,884) 90 -125 -90 -2,152 -1,664 -2,152 -1,879 268 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.9 4.1 82.7 94.6 96.6 99.7 3.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 14 13 17 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,506 COMMITMENTS 500 975 2,965 33,875 33,506 37,340 37,446 166 60 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,451) -15 -155 -10 -2,535 -2,286 -2,560 -2,451 109 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.6 7.9 90.3 89.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 20 12 23 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,397 COMMITMENTS 745 765 2,860 33,625 33,772 37,230 37,397 167 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,420) 115 -75 -140 -2,502 -2,205 -2,527 -2,420 107 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.0 7.6 89.9 90.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 13 24 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 102,104 COMMITMENTS 1,120 8,001 1,223 99,688 92,845 102,031 102,069 73 35 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,899) -405 -766 -143 -6,356 -5,990 -6,904 -6,899 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 7.8 1.2 97.6 90.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 7 5 38 32 45 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 109,594 COMMITMENTS 1,656 7,255 2,201 105,685 100,073 109,542 109,529 52 65 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,443) -158 -772 -148 -9,172 -8,533 -9,478 -9,453 35 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.6 2.0 96.4 91.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 9 7 40 35 51 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 418,630 COMMITMENTS 20,024 27,466 41,517 356,733 349,416 418,275 418,399 355 231 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,641) -3,786 -2,090 -1,490 663 -1,175 -4,613 -4,755 -28 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 6.6 9.9 85.2 83.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 20 16 20 42 40 68 70 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,617 COMMITMENTS 3,820 0 0 10,652 14,617 14,472 14,617 145 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,364) -310 -25 0 -1,192 -1,339 -1,502 -1,364 138 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 0.0 0.0 72.9 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 18 8 21 8 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,182 COMMITMENTS 3,290 0 70 10,497 13,982 13,857 14,052 325 130 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,237) -225 -115 -10 -1,145 -1,242 -1,380 -1,367 143 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 0.0 0.5 74.0 98.6 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 17 6 19 7 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 4,789 COMMITMENTS 1,805 450 0 2,983 4,339 4,788 4,789 1 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 200) 200 0 0 0 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 9.4 0.0 62.3 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 13 13 16 14 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,368 COMMITMENTS 77 154 25 3,638 3,281 3,740 3,460 628 908 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -775) -61 -271 -128 -525 -405 -714 -804 -61 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.5 0.6 83.3 75.1 85.6 79.2 14.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 23 24 24 28 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 29,687 COMMITMENTS 3,299 149 0 25,725 29,397 29,024 29,546 663 141 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,938) -610 71 0 -4,850 -5,032 -5,460 -4,961 522 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.5 0.0 86.7 99.0 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 0 31 34 33 35 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,606 COMMITMENTS 60 0 35 16,295 15,487 16,390 15,522 216 1,084 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,832) -55 0 0 -2,932 -3,198 -2,987 -3,198 155 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.2 98.1 93.3 98.7 93.5 1.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 18 21 20 22 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 8,078 COMMITMENTS 439 65 5 6,828 7,461 7,272 7,531 806 547 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,185) 105 12 -142 -2,099 -2,254 -2,136 -2,384 -49 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.8 0.1 84.5 92.4 90.0 93.2 10.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 1 24 27 27 29 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 40,150 COMMITMENTS 1,227 1,938 151 37,870 38,059 39,248 40,148 902 2 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,712) -2,507 -174 -36 -1,974 -4,484 -4,517 -4,694 -195 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 4.8 0.4 94.3 94.8 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 1 2 24 38 32 41 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 53,755 COMMITMENTS 1,687 1,859 1,057 50,360 50,008 53,104 52,924 651 831 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,071) -435 -188 -1,766 -3,122 -3,589 -5,323 -5,543 252 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 3.5 2.0 93.7 93.0 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 7 10 10 55 58 68 72 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 259,303 COMMITMENTS 2,335 199,619 351 249,899 32,950 252,585 232,920 6,718 26,383 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -14,977) -50 -14,141 -150 -14,560 70 -14,760 -14,221 -217 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 77.0 0.1 96.4 12.7 97.4 89.8 2.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 2 11 6 13 12 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 24,940 COMMITMENTS 0 0 0 24,793 24,441 24,793 24,441 147 499 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 410) 0 0 0 410 410 410 410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.4 98.0 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 22 25 22 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 9,960 COMMITMENTS 50 245 0 9,800 9,485 9,850 9,730 110 230 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 40 15 40 15 -40 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.5 0.0 98.4 95.2 98.9 97.7 1.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 11 17 12 18
Updated January 10, 2020