CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 13,337 COMMITMENTS 3,221 1,992 46 10,070 11,299 13,337 13,337 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 14.9 0.3 75.5 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 1 12 9 17 12 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 42,373 COMMITMENTS 18,811 11,066 95 23,282 31,028 42,188 42,188 185 185 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,171) -1,007 -1,177 0 -164 6 -1,171 -1,171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 26.1 0.2 54.9 73.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 6 1 20 13 30 19 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 150,019 COMMITMENTS 37,171 39,575 16,957 95,668 93,159 149,796 149,691 223 329 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -507) 2,429 -2,471 656 -3,530 1,438 -445 -377 -62 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 26.4 11.3 63.8 62.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 32 11 19 31 22 71 44 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 178,909 COMMITMENTS 61,586 22,799 2,476 114,847 153,634 178,909 178,909 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 872) 257 50 -300 915 1,122 872 872 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 12.7 1.4 64.2 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 2 16 16 22 23 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 160,245 COMMITMENTS 19,684 18,464 7,758 132,803 134,023 160,245 160,245 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,331) -2,163 715 -741 573 -2,305 -2,331 -2,331 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 11.5 4.8 82.9 83.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 4 5 17 12 26 19 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 36,551 COMMITMENTS 11,767 2,988 2,237 22,420 31,300 36,425 36,525 126 26 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,188) -197 0 334 960 858 1,097 1,192 91 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 8.2 6.1 61.3 85.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 3 5 14 17 27 24 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,394 COMMITMENTS 6,210 1,000 0 28,184 33,394 34,394 34,394 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -75) -140 0 0 65 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 2.9 0.0 81.9 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 1 0 13 8 20 9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,299 COMMITMENTS 9,195 1,871 4,132 19,972 27,246 33,299 33,249 0 50 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 45) -125 0 0 170 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 5.6 12.4 60.0 81.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 3 3 15 13 28 18 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,633 COMMITMENTS 1,345 2,101 350 25,298 25,009 26,993 27,459 640 173 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,491) 0 -4 -8 1,498 1,528 1,491 1,516 0 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 7.6 1.3 91.6 90.5 97.7 99.4 2.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 3 15 13 19 17 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| 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: 11,913 COMMITMENTS 1,282 3,585 245 10,386 8,083 11,913 11,913 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -175) 25 90 0 -200 -265 -175 -175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 30.1 2.1 87.2 67.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 2 12 9 15 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| 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: 20,548 COMMITMENTS 2,429 7,617 100 17,994 12,831 20,523 20,548 25 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 175) 50 -25 50 75 150 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 37.1 0.5 87.6 62.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 8 1 12 10 16 18 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,062 COMMITMENTS 14,336 8,520 2,331 17,395 23,211 34,062 34,062 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 25.0 6.8 51.1 68.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 4 4 14 10 20 16 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 36,739 COMMITMENTS 2,760 986 4,900 28,836 30,790 36,496 36,676 243 63 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,202) 194 0 235 1,773 1,961 2,202 2,196 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.7 13.3 78.5 83.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 6 27 24 34 30 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 32,705 COMMITMENTS 1,238 5,472 2,825 27,655 24,408 31,718 32,705 987 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 868) 0 310 163 705 395 868 868 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 16.7 8.6 84.6 74.6 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 5 22 16 28 21 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,700 COMMITMENTS 2,969 0 972 3,654 6,698 7,595 7,670 105 30 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 292) 165 0 15 112 277 292 292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 0.0 12.6 47.5 87.0 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 16 13 19 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,873,007 COMMITMENTS 745,991 47,835 443,883 4651758 5363219 5841632 5854937 31,375 18,070 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 208,484) 33,990 439 33,739 147,648 174,643 215,377 208,821 -6,893 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 0.8 7.6 79.2 91.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 45 18 50 153 132 210 189 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,626,242 COMMITMENTS 57,520 32,590 629,385 937,170 962,853 1624076 1624828 2,166 1,414 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 123,543) 11,285 -7,116 55,672 56,587 74,958 123,543 123,514 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.0 38.7 57.6 59.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 8 22 49 46 73 69 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,972 COMMITMENTS 5,457 3,185 243 245,178 271,958 250,878 275,386 28,094 3,586 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,251) 0 0 0 263 1,277 263 1,277 988 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.1 0.1 87.9 97.5 89.9 98.7 10.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 25 18 28 20 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,849 COMMITMENTS 0 0 0 133,564 143,665 133,564 143,665 18,285 8,184 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,423) 0 -282 -202 2,424 2,471 2,222 1,987 201 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.0 94.6 88.0 94.6 12.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 19 24 19 24 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 354,861 COMMITMENTS 13,447 132 7,847 318,551 341,530 339,845 349,509 15,016 5,352 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 5,810) 1,761 -182 1,195 3,265 6,070 6,221 7,083 -411 -1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 2.2 89.8 96.2 95.8 98.5 4.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 1 5 32 27 39 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 910,584 COMMITMENTS 1,895 11,117 1,933 894,518 893,886 898,346 906,936 12,238 3,648 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,714) 1,895 -945 556 1,823 2,441 4,274 2,052 -1,560 662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.2 0.2 98.2 98.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 4 3 37 28 41 33 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,430 COMMITMENTS 2,835 6,004 2,677 363,564 358,433 369,076 367,114 11,354 13,316 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,643) 173 244 605 2,672 3,017 3,450 3,866 193 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.6 0.7 95.6 94.2 97.0 96.5 3.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 4 4 38 35 42 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 571,503 COMMITMENTS 1,336 248 214 562,289 564,779 563,839 565,241 7,664 6,262 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 4,461) 1,336 0 214 3,004 5,132 4,554 5,346 -93 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 98.4 98.8 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 1 1 38 43 39 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 448,971 COMMITMENTS 1,530 2,876 31 432,522 435,074 434,083 437,981 14,888 10,990 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 12,774) 0 856 -186 12,104 15,861 11,918 16,531 856 -3,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.6 0.0 96.3 96.9 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 1 35 31 37 32 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,619 COMMITMENTS 620 2,997 0 96,841 95,377 97,461 98,374 4,158 3,245 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,162) 0 0 0 769 1,042 769 1,042 393 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.9 0.0 95.3 93.9 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 18 20 19 22 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,638 COMMITMENTS 0 0 0 29,028 30,218 29,028 30,218 1,610 420 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,224) 0 0 0 2,224 2,224 2,224 2,224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.7 98.6 94.7 98.6 5.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 9 14 9 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 314,009 COMMITMENTS 0 9,611 725 308,642 299,705 309,367 310,041 4,642 3,968 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 5,583) 0 379 663 4,919 6,047 5,582 7,089 1 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.2 98.3 95.4 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 5 2 28 28 30 33 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 198,347 COMMITMENTS 0 0 0 187,786 192,238 187,786 192,238 10,561 6,109 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,971) 0 0 0 2,481 3,124 2,481 3,124 490 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.7 96.9 94.7 96.9 5.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 27 21 27 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 303,396 COMMITMENTS 1,472 2,736 0 294,054 298,214 295,526 300,950 7,870 2,446 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,207) 0 0 0 -2,300 -2,362 -2,300 -2,362 93 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.9 0.0 96.9 98.3 97.4 99.2 2.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 24 21 25 22 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,271 COMMITMENTS 2,723 0 0 39,027 42,851 41,750 42,851 1,521 420 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 341) 0 0 0 341 341 341 341 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 0.0 90.2 99.0 96.5 99.0 3.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 14 12 16 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 601,244 COMMITMENTS 12,000 2,777 7,670 567,695 582,300 587,365 592,747 13,879 8,497 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 4,817) -1,529 -1,169 245 5,838 4,567 4,554 3,643 263 1,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.5 1.3 94.4 96.8 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 3 6 6 53 45 59 55 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,378 COMMITMENTS 0 16 1,456 194,917 194,543 196,373 196,015 6,005 6,363 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -3,513) 0 0 0 -3,759 -3,820 -3,759 -3,820 246 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.7 96.3 96.1 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 20 23 21 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 131,268 COMMITMENTS 0 0 0 127,192 126,928 127,192 126,928 4,076 4,340 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 10,284) 0 0 0 10,520 10,090 10,520 10,090 -236 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.9 96.7 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 16 17 16 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 227,011 COMMITMENTS 2,325 1,102 0 217,000 223,333 219,325 224,435 7,686 2,576 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 6,073) 2,325 -186 0 3,593 6,995 5,918 6,809 155 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.5 0.0 95.6 98.4 96.6 98.9 3.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 19 19 21 20 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 240,608 COMMITMENTS 15,885 1,912 810 222,979 236,626 239,674 239,348 934 1,260 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 6,383) 2,325 -186 0 4,114 6,569 6,439 6,383 -56 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.8 0.3 92.7 98.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 2 1 32 37 41 39 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,773 COMMITMENTS 0 0 0 122,424 122,911 122,424 122,911 2,349 1,862 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 5,608) 0 0 0 5,453 4,872 5,453 4,872 155 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 98.5 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 20 24 20 24 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 42,750 COMMITMENTS 0 1,652 0 41,250 40,438 41,250 42,090 1,500 660 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 5,734) 0 0 0 5,734 5,734 5,734 5,734 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.9 0.0 96.5 94.6 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 12 14 13 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 281,277 COMMITMENTS 0 2,564 1,344 270,680 266,828 272,024 270,736 9,253 10,541 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 99) 0 -2 180 904 42 1,084 220 -985 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.5 96.2 94.9 96.7 96.3 3.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 3 1 38 35 39 38 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,071 COMMITMENTS 0 0 0 120,471 120,891 120,471 120,891 600 180 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,307 COMMITMENTS 0 0 0 98,884 95,993 98,884 95,993 11,423 14,314 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,663) 0 0 0 1,105 433 1,105 433 558 1,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.6 87.0 89.6 87.0 10.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 17 14 17 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 236,022 COMMITMENTS 172 0 1,288 231,295 228,854 232,755 230,142 3,267 5,880 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,270) 172 -14 -172 1,821 1,331 1,821 1,145 -551 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.5 98.0 97.0 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 23 29 24 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,686 COMMITMENTS 0 320 0 188,004 196,371 188,004 196,691 9,682 995 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 454) 0 0 0 152 1,153 152 1,153 302 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 95.1 99.3 95.1 99.5 4.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 18 19 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,379 COMMITMENTS 0 244 339 75,633 81,351 75,972 81,934 10,407 4,445 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 66) 0 -122 0 4 157 4 35 62 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.4 87.6 94.2 88.0 94.9 12.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 13 19 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,780 COMMITMENTS 510 1,020 0 55,930 59,036 56,440 60,056 4,340 724 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 4,273) 0 0 0 2,831 4,149 2,831 4,149 1,442 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.7 0.0 92.0 97.1 92.9 98.8 7.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 8 17 9 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,735 COMMITMENTS 2,888 0 0 189,293 191,909 192,181 191,909 7,554 7,826 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,344) -389 0 0 2,658 2,358 2,269 2,358 75 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 94.8 96.1 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 15 18 17 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,351 COMMITMENTS 5,285 8,401 4,746 183,950 178,802 193,981 191,949 10,370 12,402 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,712) 461 1,086 -1,799 4,050 1,111 2,712 398 0 2,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 4.1 2.3 90.0 87.5 94.9 93.9 5.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 3 31 27 35 30 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 51,847 COMMITMENTS 0 0 0 48,716 50,531 48,716 50,531 3,131 1,316 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 92) 0 0 0 61 92 61 92 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.0 97.5 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 14 15 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,687 COMMITMENTS 0 0 0 72,809 70,695 72,809 70,695 878 2,992 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,978) 0 0 0 2,978 2,978 2,978 2,978 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 95.9 98.8 95.9 1.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 10 16 10 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 253,180 COMMITMENTS 3,066 982 3,379 238,602 242,685 245,047 247,046 8,133 6,134 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 6,289) 110 178 155 5,917 6,256 6,182 6,589 107 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.4 1.3 94.2 95.9 96.8 97.6 3.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 29 34 32 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 130,380 COMMITMENTS 0 1,400 2 121,043 125,005 121,045 126,407 9,335 3,973 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 554) 0 203 0 857 1,370 857 1,573 -303 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 92.8 95.9 92.8 97.0 7.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 23 21 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 175,678 COMMITMENTS 586 0 0 164,538 171,074 165,124 171,074 10,554 4,604 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,558) 0 0 0 3,256 3,190 3,256 3,190 302 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 93.7 97.4 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 14 23 15 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 45,533 COMMITMENTS 210 0 0 43,286 44,012 43,496 44,012 2,037 1,521 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,015) 0 0 0 1,871 2,117 1,871 2,117 -856 -1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 95.1 96.7 95.5 96.7 4.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 14 20 15 20 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 260,048 COMMITMENTS 0 0 0 240,367 259,128 240,367 259,128 19,681 920 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -918) 0 0 0 -918 -918 -918 -918 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.4 99.6 92.4 99.6 7.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 24 16 24 16 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 96,866 COMMITMENTS 4,352 0 0 84,095 89,794 88,447 89,794 8,419 7,072 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 368) 0 0 0 337 -1,344 337 -1,344 31 1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.0 86.8 92.7 91.3 92.7 8.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 12 14 12 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 201,712 COMMITMENTS 0 1,733 0 195,191 195,908 195,191 197,641 6,521 4,071 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -7,993) 0 525 0 -7,379 -8,946 -7,379 -8,421 -614 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 96.8 97.1 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 18 21 18 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 23,475 COMMITMENTS 2,279 2,576 2,932 17,928 17,685 23,139 23,192 335 282 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 366) 16 -57 3 344 420 363 365 3 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 11.0 12.5 76.4 75.3 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 9 15 21 23 38 38 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 40,868 COMMITMENTS 4,647 280 1,508 34,713 39,055 40,868 40,843 0 25 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 862) -175 0 155 882 707 862 862 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.7 3.7 84.9 95.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 6 24 24 30 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 31,974 COMMITMENTS 3,050 576 1,803 26,881 29,595 31,734 31,974 240 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 115) 275 100 -150 -10 165 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.8 5.6 84.1 92.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 5 21 19 28 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 140,814 COMMITMENTS 4,974 7,406 10,285 125,359 123,012 140,618 140,703 196 111 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,401) 765 -444 -45 1,681 2,875 2,401 2,386 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.3 7.3 89.0 87.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 9 12 13 34 34 51 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,544 COMMITMENTS 942 2,280 3,494 65,108 63,750 69,544 69,524 0 20 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -185) 26 -306 178 -390 -58 -185 -185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.3 5.0 93.6 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 5 4 24 25 30 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 38,210 COMMITMENTS 325 750 825 37,060 36,635 38,210 38,210 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,765) 0 0 0 1,765 1,765 1,765 1,765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.0 2.2 97.0 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 4 13 16 17 21 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 59,139 COMMITMENTS 17,097 1,340 4,912 36,963 52,874 58,972 59,126 167 13 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 371) 90 -125 180 101 316 371 371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.3 8.3 62.5 89.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 2 23 23 31 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 77,587 COMMITMENTS 25,501 2,872 3,030 48,297 71,612 76,828 77,514 759 73 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 459) 93 -422 182 187 679 462 439 -3 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 3.7 3.9 62.2 92.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 5 2 23 23 32 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,376 COMMITMENTS 2,073 236 2,252 65,469 67,868 69,794 70,356 582 20 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,546) 0 206 104 2,544 2,489 2,648 2,799 -102 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.3 3.2 93.0 96.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 3 24 24 29 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 86,155 COMMITMENTS 1,744 241 2,738 80,841 82,931 85,323 85,910 832 245 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,487) 0 0 0 2,500 2,445 2,500 2,445 -13 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.3 3.2 93.8 96.3 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 27 28 30 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,350 COMMITMENTS 225 45 230 41,747 41,699 42,202 41,974 148 376 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,016) -25 -125 0 -1,672 -1,839 -1,697 -1,964 -319 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.1 0.5 98.6 98.5 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 17 22 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 27,669 COMMITMENTS 360 946 0 26,784 26,713 27,144 27,659 525 10 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,803) -100 0 0 1,923 1,813 1,823 1,813 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.4 0.0 96.8 96.5 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 19 17 20 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 89,198 COMMITMENTS 20,870 1,535 2,514 65,455 84,993 88,839 89,043 359 155 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,324) -4 78 -34 -1,116 -1,949 -1,154 -1,905 -1,170 -419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 1.7 2.8 73.4 95.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 16 8 11 35 35 53 52 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,477 COMMITMENTS 6,805 499 226 35,160 41,455 42,191 42,180 286 297 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,506) -1,175 0 -25 -1,310 -2,416 -2,510 -2,441 4 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 1.2 0.5 82.8 97.6 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 20 22 25 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,131 COMMITMENTS 240 96 254 46,460 46,380 46,954 46,730 177 401 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -3,017) -110 -6 -19 -2,825 -3,083 -2,954 -3,108 -63 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.2 0.5 98.6 98.4 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 20 24 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 36,479 COMMITMENTS 105 1,320 150 34,986 34,746 35,241 36,216 1,238 263 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,527) -30 -320 30 -1,440 -1,090 -1,440 -1,380 -87 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 3.6 0.4 95.9 95.2 96.6 99.3 3.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 2 21 22 23 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,665 COMMITMENTS 1,760 245 73 62,942 65,107 64,775 65,425 890 240 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,848) -60 0 -62 2,970 2,910 2,848 2,848 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 0.1 95.9 99.2 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 1 23 14 27 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,592 COMMITMENTS 2,321 295 60 66,726 69,057 69,107 69,412 485 180 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,540) -60 0 0 3,600 3,540 3,540 3,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.4 0.1 95.9 99.2 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 1 25 18 29 22 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 72,895 COMMITMENTS 449 1,033 1,105 71,126 70,597 72,680 72,735 215 160 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 401) -50 350 40 411 11 401 401 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.4 1.5 97.6 96.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 6 5 27 26 32 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 91,473 COMMITMENTS 1,782 1,943 2,589 86,766 86,911 91,136 91,443 337 30 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 661) 112 187 -159 702 622 656 651 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.1 2.8 94.9 95.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 11 7 28 29 37 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 62,303 COMMITMENTS 500 5,541 0 61,783 56,762 62,283 62,303 20 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,445) -50 100 0 1,495 1,345 1,445 1,445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.9 0.0 99.2 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 0 16 15 17 20 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 52,905 COMMITMENTS 1,150 600 375 51,380 51,930 52,905 52,905 0 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,425) 0 0 0 1,425 1,425 1,425 1,425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.1 0.7 97.1 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 1 14 8 16 11 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 60,879 COMMITMENTS 1,353 1,906 957 58,525 57,845 60,835 60,708 44 171 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 507) -35 300 0 542 207 507 507 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.1 1.6 96.1 95.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 6 2 24 22 27 29 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 66,047 COMMITMENTS 1,546 3,872 2,347 62,011 59,489 65,904 65,708 143 339 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -716) -25 85 -25 -702 -776 -752 -716 36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.9 3.6 93.9 90.1 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 5 3 23 19 30 25 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,156 COMMITMENTS 0 290 75 23,923 23,701 23,998 24,066 158 90 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 145) 0 0 0 155 368 155 368 -10 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.3 99.0 98.1 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 17 13 18 15 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 23,875 COMMITMENTS 75 0 0 23,286 23,875 23,361 23,875 514 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 97.5 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 13 17 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,763 COMMITMENTS 390 1,424 1,168 29,162 28,135 30,720 30,727 43 36 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 220) 65 129 15 145 60 225 204 -5 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.6 3.8 94.8 91.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 5 21 19 29 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 18,236 COMMITMENTS 761 2,252 175 15,954 15,323 16,890 17,750 1,346 486 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 100) 60 60 -20 60 60 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 12.3 1.0 87.5 84.0 92.6 97.3 7.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 10 10 13 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,193 COMMITMENTS 4,783 5,061 1,590 51,802 51,517 58,175 58,168 18 25 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 236) -31 140 30 282 84 281 254 -45 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 8.7 2.7 89.0 88.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 6 6 31 28 40 38 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,578 COMMITMENTS 1,100 1,192 1,119 34,209 34,183 36,428 36,494 150 84 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 61) 0 60 0 56 1 56 61 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 3.3 3.1 93.5 93.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 5 25 19 32 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,895 COMMITMENTS 575 640 351 18,834 18,904 19,760 19,895 135 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 47) 0 -78 75 -28 50 47 47 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 3.2 1.8 94.7 95.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 2 17 17 20 23 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 21,860 COMMITMENTS 525 400 0 21,218 21,460 21,743 21,860 117 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.8 0.0 97.1 98.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 13 8 15 10 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,046 COMMITMENTS 100 1,525 0 8,786 7,501 8,886 9,026 160 20 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 16.9 0.0 97.1 82.9 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 11 10 14 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,266 COMMITMENTS 100 2,175 0 9,061 7,091 9,161 9,266 105 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 23.5 0.0 97.8 76.5 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 0 13 10 16 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,691 COMMITMENTS 170 260 550 10,739 10,881 11,459 11,691 232 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -320) -740 160 120 300 -600 -320 -320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.2 4.7 91.9 93.1 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 15 17 17 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,736 COMMITMENTS 170 340 510 9,824 9,886 10,504 10,736 232 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -315) -660 240 20 325 -575 -315 -315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.2 4.8 91.5 92.1 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 1 14 16 16 19 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,512 COMMITMENTS 1,450 2,230 2,135 31,890 31,147 35,475 35,512 37 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 710) 350 0 0 360 710 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 6.3 6.0 89.8 87.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 22 13 26 16 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,737 COMMITMENTS 1,450 1,765 2,315 31,935 31,657 35,700 35,737 37 0 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 760) 350 0 0 410 760 760 760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 4.9 6.5 89.4 88.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 22 16 27 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 103,622 COMMITMENTS 2,110 5,731 1,367 100,095 96,504 103,572 103,602 50 20 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,605) 100 435 222 1,284 928 1,606 1,585 -1 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.5 1.3 96.6 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 8 7 38 30 47 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 117,885 COMMITMENTS 3,093 6,571 2,359 112,363 108,945 117,815 117,875 70 10 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,720) 65 655 301 1,354 764 1,720 1,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 5.6 2.0 95.3 92.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 12 9 41 34 55 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 516,041 COMMITMENTS 41,351 24,971 47,165 427,274 443,858 515,790 515,994 251 47 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,133) 3,491 675 -1,703 -620 2,167 1,168 1,140 -35 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 4.8 9.1 82.8 86.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 25 22 28 48 42 85 80 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,069 COMMITMENTS 4,835 600 55 12,784 17,344 17,674 17,999 395 70 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 55) -70 0 0 125 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 3.3 0.3 70.8 96.0 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 18 11 20 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,857 COMMITMENTS 4,340 600 55 9,926 14,197 14,321 14,852 536 5 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -100) -70 0 0 -30 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 4.0 0.4 66.8 95.6 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 17 10 19 12 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 5,235 COMMITMENTS 0 2,410 255 4,630 2,290 4,885 4,955 350 280 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 46.0 4.9 88.4 43.7 93.3 94.7 6.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 1 17 16 18 21 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,320 COMMITMENTS 6,530 1,450 0 5,790 10,860 12,320 12,310 0 10 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -328) 0 0 0 -328 -327 -328 -327 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.0 11.8 0.0 47.0 88.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 0 12 18 16 19 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,341 COMMITMENTS 33 91 50 3,542 3,500 3,625 3,641 716 700 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 123) -38 -5 -32 137 166 67 129 56 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.1 1.2 81.6 80.6 83.5 83.9 16.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 25 27 26 29 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 32,307 COMMITMENTS 2,463 0 0 29,449 32,116 31,912 32,116 395 191 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -275) 0 0 0 -275 -275 -275 -275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.0 0.0 91.2 99.4 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 32 36 33 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 23,114 COMMITMENTS 50 0 24 22,968 22,502 23,042 22,526 72 588 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,502) 0 0 0 1,517 1,502 1,517 1,502 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.1 99.4 97.4 99.7 97.5 0.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 27 29 28 30 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 8,165 COMMITMENTS 0 322 193 7,102 7,241 7,295 7,756 870 409 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 634) -15 -5 25 624 663 634 683 0 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.9 2.4 87.0 88.7 89.3 95.0 10.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 4 3 25 28 28 32 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,727 COMMITMENTS 1,021 638 58 38,040 38,976 39,119 39,672 608 55 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,172) 0 92 -5 1,152 1,060 1,147 1,147 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.6 0.1 95.8 98.1 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 3 1 31 46 36 49 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 50,718 COMMITMENTS 1,795 1,040 1,889 46,329 46,750 50,013 49,679 705 1,039 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,312) 188 -184 224 815 1,315 1,227 1,355 85 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.1 3.7 91.3 92.2 98.6 98.0 1.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 8 6 10 62 59 74 71 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 29,393 COMMITMENTS 0 0 0 27,306 27,275 27,306 27,275 2,087 2,118 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 661) 0 0 0 541 661 541 661 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.9 92.8 92.9 92.8 7.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 29 22 29 22 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 10,729 COMMITMENTS 0 0 0 10,549 10,548 10,549 10,548 180 181 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -165) 0 0 0 -255 -165 -255 -165 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.3 98.3 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 15 16 15 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 242,578 COMMITMENTS 570 0 1,290 235,261 227,778 237,121 229,068 5,457 13,510 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 4,540) -1,980 0 780 5,465 3,165 4,265 3,945 275 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.5 97.0 93.9 97.8 94.4 2.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 17 20 18 21
Updated April 17, 2020