CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 42,239 COMMITMENTS 4,519 16,115 225 37,413 25,824 42,157 42,164 82 75 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -42,785) -11,625 -5,498 -2,301 -28,521 -34,652 -42,447 -42,451 -338 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 38.2 0.5 88.6 61.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 8 3 15 19 22 28 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 147,189 COMMITMENTS 42,146 18,672 4,416 100,627 124,101 147,189 147,189 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 12.7 3.0 68.4 84.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 6 4 16 16 23 26 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 156,511 COMMITMENTS 20,593 28,019 3,524 132,384 124,968 156,501 156,511 10 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -99) -671 100 -482 1,054 283 -99 -99 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 17.9 2.3 84.6 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 5 20 12 28 20 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 111,168 COMMITMENTS 49,457 31,736 4,306 56,701 74,999 110,464 111,041 704 127 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -10,981) 689 1,472 -2,658 -9,026 -9,798 -10,995 -10,983 14 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 28.5 3.9 51.0 67.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 22 8 9 25 21 49 36 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,501 COMMITMENTS 4,879 2,985 1,936 24,650 26,580 31,465 31,501 36 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -6,423) -402 2,328 -3,706 -2,255 -4,995 -6,363 -6,373 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 9.5 6.1 78.3 84.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 2 1 14 12 22 15 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 20,866 COMMITMENTS 100 16,239 550 20,216 4,077 20,866 20,866 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 25) -50 -275 300 -225 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 77.8 2.6 96.9 19.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 1 12 3 16 8 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 17,173 COMMITMENTS 2,015 3,260 225 14,933 13,688 17,173 17,173 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 19.0 1.3 87.0 79.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 7 3 11 10 15 17 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,049 COMMITMENTS 2,385 7,120 440 18,199 13,489 21,024 21,049 25 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 33.8 2.1 86.5 64.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 7 2 11 11 13 20 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 12,789 COMMITMENTS 6,665 390 0 6,124 12,399 12,789 12,789 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 3.0 0.0 47.9 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 0 9 9 13 12 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 48,321 COMMITMENTS 22,291 14,820 4,251 21,779 29,250 48,321 48,321 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 30.7 8.8 45.1 60.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 3 15 13 21 19 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,019 COMMITMENTS 7,929 0 0 24,275 33,018 32,204 33,018 815 1 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,149) 81 0 0 2,055 2,149 2,136 2,149 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 0.0 0.0 73.5 100.0 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 0 0 11 10 19 10 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 9,763 COMMITMENTS 120 188 5 9,570 9,550 9,695 9,743 68 20 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 620) 0 80 0 620 540 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.9 0.1 98.0 97.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 17 17 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 31,176 COMMITMENTS 6,016 98 773 24,350 30,305 31,139 31,176 37 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,334) 94 -16 -9 1,271 1,359 1,356 1,334 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 0.3 2.5 78.1 97.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 3 32 37 37 41 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 20,590 COMMITMENTS 104 4,629 315 19,433 15,644 19,852 20,588 738 2 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 586) 0 0 0 586 586 586 586 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 22.5 1.5 94.4 76.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 21 22 25 24 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,262 COMMITMENTS 0 324 439 3,647 3,353 4,086 4,116 176 146 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 187) -26 114 -24 237 97 187 187 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 10.3 85.6 78.7 95.9 96.6 4.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 16 12 18 15 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,587,722 COMMITMENTS 975,798 49,346 531,397 5031633 5964065 6538828 6544808 48,894 42,914 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 35,952) -3,797 4,370 601 27,720 7,576 24,524 12,547 11,428 23,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.7 8.1 76.4 90.5 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 50 23 58 159 134 228 196 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,386,111 COMMITMENTS 60,330 16,833 466,174 852,796 898,711 1379300 1381718 6,811 4,393 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -113,881) 2,297 -9,869 -38,527 -74,936 -67,203 -111,166 -115,599 -2,715 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.2 33.6 61.5 64.8 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 12 24 50 48 76 72 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,864 COMMITMENTS 1,284 1,836 124 183,059 198,199 184,467 200,159 21,397 5,705 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,575) 0 113 0 2,389 1,820 2,389 1,933 186 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.9 0.1 88.9 96.3 89.6 97.2 10.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 1 24 20 25 25 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,460 COMMITMENTS 3,378 0 813 129,682 127,207 133,873 128,020 7,587 13,440 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,058) 202 0 546 525 622 1,273 1,168 -215 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.6 91.7 89.9 94.6 90.5 5.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 0 5 19 26 25 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,146 COMMITMENTS 8,827 2,814 768 262,929 268,696 272,524 272,278 11,622 11,868 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 3,695) 680 -344 365 1,774 2,696 2,819 2,717 876 978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.0 0.3 92.5 94.6 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 3 4 28 32 38 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,085,530 COMMITMENTS 5,397 7,324 1,811 1070842 1073325 1078050 1082460 7,480 3,070 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 10,354) 2,257 150 -251 9,320 9,993 11,326 9,892 -972 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 0.2 98.6 98.9 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 3 3 42 27 50 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,965 COMMITMENTS 11,960 4,855 730 350,520 359,913 363,210 365,498 16,755 14,467 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,005) 204 671 130 900 833 1,234 1,634 771 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.3 0.2 92.3 94.7 95.6 96.2 4.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 4 3 41 33 48 39 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 618,676 COMMITMENTS 5,378 0 1,141 604,769 615,348 611,288 616,489 7,388 2,187 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 580) 372 0 -31 83 306 424 275 156 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.2 97.8 99.5 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 0 2 38 42 43 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 488,904 COMMITMENTS 0 1,144 0 479,994 472,481 479,994 473,625 8,910 15,279 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,755) 0 299 -70 2,235 2,575 2,165 2,804 590 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 98.2 96.6 98.2 96.9 1.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 2 0 34 31 34 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,048 COMMITMENTS 0 0 0 92,358 93,388 92,358 93,388 5,690 4,660 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 913) 0 0 0 851 -188 851 -188 62 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.2 95.2 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 19 14 19 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,380 COMMITMENTS 1,364 0 0 22,582 24,101 23,946 24,101 434 279 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,457) 31 0 0 1,457 1,457 1,488 1,457 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.0 92.6 98.9 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 0 24 18 27 18 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 350,904 COMMITMENTS 2,180 2,080 1,603 338,073 343,768 341,856 347,451 9,048 3,453 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,892) 0 -519 587 2,314 2,855 2,901 2,923 -9 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.6 0.5 96.3 98.0 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 2 27 30 30 33 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 181,360 COMMITMENTS 0 341 0 171,503 174,116 171,503 174,457 9,857 6,903 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 518) 0 341 0 397 53 397 394 121 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 94.6 96.0 94.6 96.2 5.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 20 20 20 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 258,463 COMMITMENTS 0 7,464 0 255,031 247,429 255,031 254,893 3,432 3,570 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,799) 0 -62 0 1,585 2,047 1,585 1,985 214 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 98.7 95.7 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 23 18 23 20 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,270 COMMITMENTS 6,267 0 0 26,539 33,030 32,806 33,030 1,464 1,240 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 4,774) -111 0 0 4,650 4,371 4,539 4,371 235 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 0.0 0.0 77.4 96.4 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 0 0 15 20 21 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 616,301 COMMITMENTS 8,768 10,536 4,907 594,625 594,894 608,300 610,337 8,001 5,964 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 5,019) 296 1,993 -202 5,288 3,675 5,382 5,466 -363 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.7 0.8 96.5 96.5 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 5 8 5 55 45 63 55 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 213,603 COMMITMENTS 3,214 0 325 205,776 211,388 209,315 211,713 4,288 1,890 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 22) 2,085 0 -19 -1,966 -1,231 100 -1,250 -78 1,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.2 96.3 99.0 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 1 21 21 25 22 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,974 COMMITMENTS 10,879 3,677 0 182,205 190,488 193,084 194,165 2,890 1,809 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 16,284) 6,677 2,077 0 13,375 14,983 20,052 17,060 -3,768 -776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.9 0.0 93.0 97.2 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 4 0 38 36 43 40 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,107 COMMITMENTS 22,274 7,645 248 183,685 198,129 206,207 206,022 900 1,085 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 21,421) 6,150 1,829 248 14,756 19,220 21,154 21,297 267 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 3.7 0.1 88.7 95.7 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 5 6 2 47 47 54 53 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,378 COMMITMENTS 3,906 0 155 113,903 118,107 117,964 118,262 1,414 1,116 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 8,209) 1,550 0 155 6,008 7,992 7,713 8,147 496 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 0.1 95.4 98.9 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 0 1 26 27 30 28 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 22,290 COMMITMENTS 0 0 0 21,310 20,274 21,310 20,274 980 2,016 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 992) -930 0 0 2,245 1,200 1,315 1,200 -323 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.6 91.0 95.6 91.0 4.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 13 16 13 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 241,200 COMMITMENTS 7,358 1,823 1,366 226,532 234,629 235,256 237,818 5,944 3,382 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,093) -168 60 -196 2,486 2,111 2,122 1,975 -29 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.8 0.6 93.9 97.3 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 3 34 36 39 40 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,339 COMMITMENTS 0 0 0 129,669 129,387 129,669 129,387 670 952 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 4,821) 0 0 0 5,007 4,799 5,007 4,799 -186 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.3 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 11 22 11 22 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,758 COMMITMENTS 0 450 0 77,120 77,483 77,120 77,933 12,638 11,825 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -276) 0 -31 0 -400 155 -400 124 124 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 85.9 86.3 85.9 86.8 14.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 17 18 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,642 COMMITMENTS 217 880 604 196,845 194,279 197,666 195,763 6,976 8,879 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 4,118) 217 0 0 3,656 1,400 3,873 1,400 245 2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 0.3 96.2 94.9 96.6 95.7 3.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 1 25 30 27 32 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,863 COMMITMENTS 0 0 0 30,756 33,764 30,756 33,764 5,107 2,099 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.8 94.1 85.8 94.1 14.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 15 12 15 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 191,066 COMMITMENTS 0 1,123 0 185,592 185,586 185,592 186,709 5,474 4,357 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,394) 0 707 0 8,519 2,419 8,519 3,126 -6,125 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 97.1 97.1 97.1 97.7 2.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 0 21 23 21 26 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,106 COMMITMENTS 0 0 0 82,190 84,396 82,190 84,396 5,916 3,710 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,813) 0 0 0 1,560 1,304 1,560 1,304 253 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.3 95.8 93.3 95.8 6.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 18 15 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,040 COMMITMENTS 4,272 0 233 23,159 27,346 27,664 27,579 2,376 2,461 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 729) 270 0 56 341 490 667 546 62 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 0.0 0.8 77.1 91.0 92.1 91.8 7.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 1 11 10 15 11 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 223,225 COMMITMENTS 6,050 0 62 210,158 203,515 216,270 203,577 6,955 19,648 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,212) 289 0 -112 1,608 1,027 1,785 915 -573 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 94.1 91.2 96.9 91.2 3.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 1 12 18 16 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,784 COMMITMENTS 5,709 1,433 763 151,298 158,400 157,770 160,596 8,014 5,188 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -1,039) 0 193 0 -2,284 -956 -2,284 -763 1,245 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.9 0.5 91.3 95.5 95.2 96.9 4.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 1 33 32 37 35 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,978 COMMITMENTS 1,247 0 62 55,236 54,827 56,545 54,889 1,433 3,089 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,573) -62 0 62 2,697 2,480 2,697 2,542 -124 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.1 95.3 94.6 97.5 94.7 2.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 16 17 18 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 245,568 COMMITMENTS 3,205 4,242 0 236,201 231,815 239,406 236,057 6,162 9,511 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 6,324) -267 679 -214 6,465 4,570 5,984 5,035 340 1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.7 0.0 96.2 94.4 97.5 96.1 2.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 4 0 31 33 33 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 117,196 COMMITMENTS 0 0 0 113,319 112,221 113,319 112,221 3,877 4,975 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 3,518) 0 0 0 2,151 3,313 2,151 3,313 1,367 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 95.8 96.7 95.8 3.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 26 24 26 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 121,099 COMMITMENTS 0 0 0 112,470 116,236 112,470 116,236 8,629 4,863 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -31) 0 0 0 59 -217 59 -217 -90 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.9 96.0 92.9 96.0 7.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 14 19 14 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 39,562 COMMITMENTS 248 0 0 36,104 37,290 36,352 37,290 3,210 2,272 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,519) 0 0 0 1,271 1,333 1,271 1,333 248 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 91.3 94.3 91.9 94.3 8.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 14 22 15 22 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 346,966 COMMITMENTS 426 1,965 174 333,728 337,958 334,328 340,097 12,638 6,869 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,966) 0 1,965 174 2,448 858 2,622 2,997 344 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.6 0.1 96.2 97.4 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 1 29 23 31 26 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 100,347 COMMITMENTS 0 0 0 91,810 98,185 91,810 98,185 8,537 2,162 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 971) 0 0 0 543 971 543 971 428 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.5 97.8 91.5 97.8 8.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 13 14 13 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 16,328 COMMITMENTS 1,147 0 0 14,592 16,049 15,739 16,049 589 279 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 3,069) 279 0 0 2,666 2,914 2,945 2,914 124 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 0.0 89.4 98.3 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 9 15 11 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 179,249 COMMITMENTS 0 524 0 173,160 172,326 173,160 172,850 6,089 6,399 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 623) 0 524 0 592 216 592 740 31 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 96.6 96.1 96.6 96.4 3.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 18 25 18 26 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 4,745 COMMITMENTS 594 726 0 3,785 3,975 4,379 4,701 366 44 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 15.3 0.0 79.8 83.8 92.3 99.1 7.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 5 0 14 11 19 16 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 34,291 COMMITMENTS 4,792 727 1,605 27,874 31,959 34,271 34,291 20 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 415) -400 -35 310 505 140 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.1 4.7 81.3 93.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 6 5 23 24 31 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 32,231 COMMITMENTS 4,130 1,425 1,335 26,766 29,471 32,231 32,231 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 595) -250 -140 225 620 510 595 595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 4.4 4.1 83.0 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 6 19 19 26 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 135,935 COMMITMENTS 22,946 4,351 2,549 110,120 128,510 135,615 135,410 320 525 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,592) 322 -417 -31 2,427 2,862 2,718 2,414 -126 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 3.2 1.9 81.0 94.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 7 11 38 39 55 55 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,230 COMMITMENTS 5,345 534 2,063 52,822 57,583 60,230 60,180 0 50 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 287) -281 73 97 471 117 287 287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.9 3.4 87.7 95.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 5 6 25 27 35 36 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 33,687 COMMITMENTS 300 2,009 150 33,237 31,528 33,687 33,687 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 6.0 0.4 98.7 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 14 14 17 19 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 50,258 COMMITMENTS 14,518 5,364 1,337 34,005 43,222 49,860 49,923 398 335 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 104) 98 6 -6 -228 120 -136 120 240 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 10.7 2.7 67.7 86.0 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 3 23 26 29 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 65,502 COMMITMENTS 19,836 5,003 1,953 43,313 58,176 65,102 65,132 400 370 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) -126 -15 -73 104 79 -95 -9 95 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 7.6 3.0 66.1 88.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 5 3 25 26 33 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,558 COMMITMENTS 1,364 723 1,824 60,999 62,011 64,187 64,558 371 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 637) -2 0 0 639 637 637 637 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.1 2.8 94.5 96.1 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 3 28 28 32 33 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 84,403 COMMITMENTS 1,485 957 2,186 80,356 81,200 84,027 84,343 376 60 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 594) -10 0 0 604 569 594 569 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 2.6 95.2 96.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 3 30 26 34 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,485 COMMITMENTS 75 195 0 36,398 35,591 36,473 35,786 12 699 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.5 0.0 99.8 97.5 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 19 18 21 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 28,716 COMMITMENTS 1,560 750 0 26,805 27,956 28,365 28,706 351 10 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 47 5 47 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.6 0.0 93.3 97.4 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 0 21 20 23 23 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 26,188 COMMITMENTS 1,875 132 300 23,936 25,756 26,111 26,188 77 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -275) 0 0 0 -275 -275 -275 -275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.5 1.1 91.4 98.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 12 17 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 101,129 COMMITMENTS 11,093 3,597 2,253 87,309 95,147 100,655 100,997 474 132 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 529) 188 -197 317 26 433 531 553 -2 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 3.6 2.2 86.3 94.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 12 9 10 45 35 61 50 ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,475 COMMITMENTS 50 25 0 16,393 16,910 16,443 16,935 1,032 540 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.1 0.0 93.8 96.8 94.1 96.9 5.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 13 15 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,932 COMMITMENTS 50 25 0 13,970 14,307 14,020 14,332 912 600 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.2 0.0 93.6 95.8 93.9 96.0 6.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 12 14 13 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 26,253 COMMITMENTS 25 2,093 0 26,048 24,160 26,073 26,253 180 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -276) 0 0 0 -276 -276 -276 -276 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.0 0.0 99.2 92.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 18 14 20 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,940 COMMITMENTS 25 2,093 0 25,735 23,847 25,760 25,940 180 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -310) 0 0 0 -310 -310 -310 -310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.1 0.0 99.2 91.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 18 14 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,317 COMMITMENTS 3,828 1,725 150 59,047 60,759 63,025 62,634 292 683 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 2.7 0.2 93.3 96.0 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 3 23 22 29 26 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,350 COMMITMENTS 225 135 0 40,081 39,499 40,306 39,634 44 716 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 745) 0 0 0 758 745 758 745 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.3 0.0 99.3 97.9 99.9 98.2 0.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 22 20 24 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,347 COMMITMENTS 302 1,910 20 40,607 39,400 40,929 41,330 418 17 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -21) 10 -20 0 -31 -1 -21 -21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.6 0.0 98.2 95.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 8 1 23 23 25 32 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,448 COMMITMENTS 2,163 0 85 54,377 57,093 56,625 57,178 823 270 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 636) 100 0 0 536 636 636 636 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.1 94.7 99.4 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 22 18 25 20 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,352 COMMITMENTS 2,478 125 261 58,063 60,781 60,802 61,167 550 185 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 892) 52 0 0 840 892 892 892 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.2 0.4 94.6 99.1 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 27 19 31 23 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 90,003 COMMITMENTS 2,128 767 2,302 85,405 86,874 89,835 89,943 168 60 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 438) -347 106 275 510 107 438 488 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.9 2.6 94.9 96.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 3 25 24 29 28 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 106,596 COMMITMENTS 3,090 1,794 3,546 99,534 101,158 106,170 106,498 426 98 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 844) -370 -24 -6 1,249 842 873 812 -29 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.7 3.3 93.4 94.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 10 9 31 34 43 47 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 56,622 COMMITMENTS 1,016 4,670 177 55,409 51,730 56,602 56,577 20 45 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,340) -70 883 52 1,358 405 1,340 1,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 8.2 0.3 97.9 91.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 4 21 15 26 21 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 45,970 COMMITMENTS 300 1,500 150 45,520 44,320 45,970 45,970 0 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.3 0.3 99.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 1 15 12 17 16 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 55,452 COMMITMENTS 622 1,986 269 54,451 53,109 55,342 55,364 110 88 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -51) -166 40 -5 120 -64 -51 -29 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.6 0.5 98.2 95.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 23 22 27 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 62,629 COMMITMENTS 1,201 5,450 296 60,225 56,575 61,722 62,321 907 308 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -62) -145 -48 7 76 -26 -62 -67 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.7 0.5 96.2 90.3 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 3 21 23 28 29 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,396 COMMITMENTS 50 3,287 164 24,839 21,818 25,053 25,269 343 127 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 12) 0 2 0 -14 5 -14 7 26 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 12.9 0.6 97.8 85.9 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 1 15 14 17 18 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 22,781 COMMITMENTS 50 1,300 0 22,298 21,443 22,348 22,743 433 38 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -9) 0 0 0 -35 -9 -35 -9 26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.7 0.0 97.9 94.1 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 16 14 17 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,118 COMMITMENTS 1,464 1,039 848 25,180 25,557 27,492 27,444 626 674 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 100) -5 99 -44 145 41 96 96 4 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.7 3.0 89.6 90.9 97.8 97.6 2.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 4 19 17 24 22 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 17,950 COMMITMENTS 671 1,069 435 16,105 16,161 17,211 17,665 739 285 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -10) -10 -10 0 -10 0 -20 -10 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 6.0 2.4 89.7 90.0 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 4 15 13 19 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 53,249 COMMITMENTS 4,406 7,301 1,289 47,403 44,641 53,098 53,231 151 18 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -217) 262 -100 -50 -360 63 -148 -87 -69 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 13.7 2.4 89.0 83.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 6 6 28 27 37 37 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 32,177 COMMITMENTS 1,305 3,451 1,037 29,453 27,417 31,795 31,905 382 272 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 32) 30 -8 -30 10 70 10 32 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 10.7 3.2 91.5 85.2 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 3 21 21 25 27 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,306 COMMITMENTS 1,731 75 167 15,378 17,037 17,276 17,279 30 27 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 368) 300 25 53 15 290 368 368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.4 1.0 88.9 98.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 21 17 25 20 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 22,225 COMMITMENTS 2,685 0 100 19,412 22,125 22,197 22,225 28 0 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -10 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 0.0 0.4 87.3 99.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 1 16 12 21 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,629 COMMITMENTS 775 450 215 9,307 9,864 10,297 10,529 332 100 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 450) 0 350 0 450 100 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 4.2 2.0 87.6 92.8 96.9 99.1 3.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 15 14 19 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,866 COMMITMENTS 580 350 310 8,698 9,096 9,588 9,756 278 110 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 450) 0 350 0 450 100 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 3.5 3.1 88.2 92.2 97.2 98.9 2.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 2 14 14 18 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,255 COMMITMENTS 1,700 0 2,450 46,905 48,795 51,055 51,245 200 10 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 4.8 91.5 95.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 1 20 15 25 16 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,645 COMMITMENTS 1,780 0 2,375 47,290 49,260 51,445 51,635 200 10 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 4.6 91.6 95.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 0 1 20 15 26 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,375 COMMITMENTS 1,370 9,278 1,983 112,649 105,077 116,002 116,338 373 37 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 664) -120 -74 74 720 664 674 664 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 8.0 1.7 96.8 90.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 10 7 38 32 48 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 124,595 COMMITMENTS 1,808 8,209 3,332 119,326 112,995 124,466 124,536 129 59 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 956) 98 -178 154 704 961 956 937 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.6 2.7 95.8 90.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 11 10 42 37 55 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 524,980 COMMITMENTS 37,566 18,538 54,837 432,197 451,251 524,599 524,626 381 353 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,029) -5,033 -907 1,695 7,875 7,998 4,537 8,786 -3,508 -7,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 3.5 10.4 82.3 86.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 28 24 29 52 52 91 94 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,220 COMMITMENTS 2,805 600 95 12,190 14,445 15,090 15,140 130 80 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 3.9 0.6 80.1 94.9 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 18 16 22 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,806 COMMITMENTS 2,515 600 95 9,966 11,971 12,576 12,666 230 140 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 4.7 0.7 77.8 93.5 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 17 15 21 18 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 9,480 COMMITMENTS 925 0 0 8,545 9,450 9,470 9,450 10 30 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 35) 25 0 0 0 35 25 35 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.0 0.0 90.1 99.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 0 0 24 19 29 19 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 7,409 COMMITMENTS 231 464 307 6,180 5,748 6,718 6,519 691 890 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 88) -35 8 74 84 27 123 109 -35 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 6.3 4.1 83.4 77.6 90.7 88.0 9.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 4 32 32 37 38 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 34,911 COMMITMENTS 1,772 63 160 32,897 34,569 34,829 34,792 82 119 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 770) 100 0 0 670 767 770 767 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.2 0.5 94.2 99.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 1 42 37 45 38 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 22,184 COMMITMENTS 1,321 0 15 20,813 21,935 22,149 21,950 35 234 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -147) -20 0 0 -132 -167 -152 -167 5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.0 0.1 93.8 98.9 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 0 1 25 28 29 29 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,859 COMMITMENTS 209 36 448 11,865 11,716 12,522 12,200 337 659 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 59) 22 -20 18 97 406 137 404 -78 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.3 3.5 92.3 91.1 97.4 94.9 2.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 1 3 42 38 48 41 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 7,124 COMMITMENTS 20 197 93 6,646 6,614 6,759 6,904 365 220 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 110) 0 0 0 125 110 125 110 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 2.8 1.3 93.3 92.8 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 14 19 16 22 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,236 COMMITMENTS 585 1,589 60 30,577 29,531 31,222 31,180 14 56 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,152) 0 -10 0 1,152 1,162 1,152 1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.1 0.2 97.9 94.5 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 3 1 34 45 36 48 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 62,782 COMMITMENTS 10,317 1,509 1,150 51,099 59,945 62,566 62,604 216 178 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 177) 482 216 -187 -118 136 177 165 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 2.4 1.8 81.4 95.5 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 10 8 9 73 71 89 82 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 3,007 COMMITMENTS 209 68 51 1,958 2,367 2,218 2,486 789 521 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 266) 41 17 13 254 204 308 234 -42 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.3 1.7 65.1 78.7 73.8 82.7 26.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 3 20 21 26 24 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 14,709 COMMITMENTS 0 0 0 14,709 14,689 14,709 14,689 0 20 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -2,736) 0 0 0 -2,736 -2,726 -2,736 -2,726 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 13 16 13 WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 US barrels per lot OPEN INTEREST: 95,858 COMMITMENTS 47,777 992 19,001 22,241 59,430 89,019 79,423 6,839 16,435 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -1,601) -66 169 -695 -663 -838 -1,423 -1,364 -178 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.8 1.0 19.8 23.2 62.0 92.9 82.9 7.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 4 7 10 10 18 17 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 43,477 COMMITMENTS 0 0 0 41,927 41,870 41,927 41,870 1,550 1,607 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 30) 0 0 0 40 30 40 30 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.4 96.3 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 28 26 28 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 19,077 COMMITMENTS 0 0 0 19,041 19,007 19,041 19,007 36 70 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 16 18 16 18
Updated January 04, 2021