CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 40,468 COMMITMENTS 1,824 15,886 378 38,247 24,204 40,449 40,468 19 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 69) 0 55 -25 94 39 69 69 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 39.3 0.9 94.5 59.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 4 15 18 22 28 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 196,560 COMMITMENTS 78,556 25,922 6,215 111,789 164,423 196,560 196,560 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 16,110) 13,050 2,200 700 2,360 13,210 16,110 16,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 13.2 3.2 56.9 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 6 4 16 17 27 26 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 186,482 COMMITMENTS 33,017 31,719 8,167 145,298 146,596 186,482 186,482 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 960) 2,960 700 300 -2,300 -40 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 17.0 4.4 77.9 78.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 4 7 20 13 31 23 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 113,583 COMMITMENTS 51,615 34,188 3,691 58,246 75,703 113,552 113,582 31 1 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,921) 1,073 891 -101 2,944 3,131 3,916 3,921 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 30.1 3.2 51.3 66.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 28 11 11 23 21 58 36 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,483 COMMITMENTS 5,205 3,095 1,686 25,519 27,702 32,410 32,483 73 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 11) 0 0 0 0 11 0 11 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.5 5.2 78.6 85.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 1 15 11 23 15 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 25,422 COMMITMENTS 1,830 15,072 1,655 21,937 8,695 25,422 25,422 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,335) 495 1,238 1,055 785 42 2,335 2,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 59.3 6.5 86.3 34.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 2 12 6 19 11 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| 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: 17,516 COMMITMENTS 2,115 3,224 230 15,171 14,062 17,516 17,516 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 18.4 1.3 86.6 80.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 3 11 11 15 17 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| 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: 21,500 COMMITMENTS 2,794 7,220 540 18,141 13,740 21,475 21,500 25 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 52) -1 0 0 53 52 52 52 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 33.6 2.5 84.4 63.9 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 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 13,894 COMMITMENTS 6,935 190 484 6,475 13,220 13,894 13,894 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 4) 4 0 0 0 4 4 4 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 1.4 3.5 46.6 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 1 8 9 13 12 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 51,534 COMMITMENTS 24,926 16,970 3,901 22,707 30,663 51,534 51,534 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -2) 650 650 -650 -2 -2 -2 -2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 32.9 7.6 44.1 59.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 4 14 13 22 19 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,911 COMMITMENTS 8,431 792 50 23,414 31,069 31,895 31,911 16 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -166) 65 75 0 -231 -241 -166 -166 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 2.5 0.2 73.4 97.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 4 1 13 10 23 14 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 7,781 COMMITMENTS 90 0 5 7,565 7,766 7,660 7,771 121 10 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -226) 0 0 0 -226 -216 -226 -216 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.1 97.2 99.8 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 20 18 21 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 28,852 COMMITMENTS 8,481 1,736 1,689 18,504 25,305 28,674 28,730 178 122 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,582) 495 130 645 1,383 1,776 2,523 2,551 59 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 6.0 5.9 64.1 87.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 5 25 35 31 41 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 21,686 COMMITMENTS 1,814 7,091 641 18,493 13,954 20,948 21,686 738 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,903) 1,182 962 108 613 833 1,903 1,903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 32.7 3.0 85.3 64.3 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 23 15 28 19 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,767 COMMITMENTS 0 1,220 155 4,411 3,232 4,566 4,607 201 160 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.6 3.3 92.5 67.8 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 2 10 10 12 14 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,343,109 COMMITMENTS 1296251 18,842 436,423 4576264 5869035 6308938 6324300 34,171 18,809 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 88,799) 17,468 -5,991 10,945 60,204 82,220 88,617 87,174 182 1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.3 6.9 72.1 92.5 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 62 12 50 155 135 226 189 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 323,715 COMMITMENTS 30,538 77,994 94,914 198,263 150,586 323,715 323,494 0 221 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 20,284) 1,807 9,559 10,702 7,775 23 20,284 20,284 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 24.1 29.3 61.2 46.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 15 14 22 25 38 45 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,936 COMMITMENTS 1,559 1,006 31 168,513 188,061 170,103 189,098 23,833 4,838 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 402) 62 -38 -412 1,036 1,128 686 678 -284 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.5 0.0 86.9 97.0 87.7 97.5 12.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 23 18 24 21 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,407 COMMITMENTS 0 1,329 735 130,574 122,109 131,309 124,173 6,098 13,234 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,793) 0 430 -90 2,328 1,250 2,238 1,590 -445 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.5 95.0 88.9 95.6 90.4 4.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 21 22 22 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,660 COMMITMENTS 6,490 2,265 704 244,905 251,631 252,099 254,600 10,561 8,060 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,491) -940 -183 88 529 1,881 -323 1,786 2,814 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.9 0.3 93.2 95.8 96.0 96.9 4.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 2 30 34 36 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,044,196 COMMITMENTS 6,412 5,024 4,165 1021592 1031254 1032169 1040443 12,027 3,753 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,559) 526 0 33 328 1,630 887 1,663 672 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.4 97.8 98.8 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 1 5 43 29 53 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 357,997 COMMITMENTS 7,687 3,408 0 334,291 335,687 341,978 339,095 16,019 18,902 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 175) -121 -576 0 -580 383 -701 -193 876 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.0 0.0 93.4 93.8 95.5 94.7 4.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 2 0 39 32 43 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 599,983 COMMITMENTS 8,715 3,649 786 583,566 591,421 593,067 595,856 6,916 4,127 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 25,486) 4,450 172 389 20,668 24,141 25,507 24,702 -21 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.6 0.1 97.3 98.6 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 1 2 42 38 49 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 453,763 COMMITMENTS 4,468 1,048 0 439,947 433,621 444,415 434,669 9,348 19,094 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -266) -169 472 0 -749 -3,773 -918 -3,301 652 3,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.0 97.0 95.6 97.9 95.8 2.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 0 33 28 34 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,741 COMMITMENTS 340 302 213 84,952 83,472 85,505 83,987 4,236 5,754 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 756) 0 0 0 516 329 516 329 240 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.2 94.7 93.0 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 13 17 14 19 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 14,677 COMMITMENTS 0 0 0 12,317 13,707 12,317 13,707 2,360 970 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,234) 0 0 0 1,166 1,122 1,166 1,122 68 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.9 93.4 83.9 93.4 16.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 15 16 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 331,944 COMMITMENTS 3,950 0 0 318,131 326,973 322,081 326,973 9,863 4,971 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,559) 344 -496 0 4,360 4,758 4,704 4,262 -1,145 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 95.8 98.5 97.0 98.5 3.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 0 25 29 27 29 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 187,489 COMMITMENTS 0 0 0 176,692 182,982 176,692 182,982 10,797 4,507 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 593 500 593 0 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 97.6 94.2 97.6 5.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 24 22 24 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 248,397 COMMITMENTS 0 4,777 300 244,235 238,838 244,535 243,915 3,862 4,482 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 428) 0 0 0 428 428 428 428 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.1 98.3 96.2 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 19 21 20 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,806 COMMITMENTS 12,676 0 856 18,361 31,446 31,893 32,302 913 504 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,751) 3,565 0 0 186 3,897 3,751 3,897 0 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 0.0 2.6 56.0 95.9 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 0 1 10 20 20 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 628,527 COMMITMENTS 14,839 6,640 7,527 596,407 608,721 618,773 622,888 9,754 5,639 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,633) 1,620 30 707 711 2,574 3,038 3,311 595 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.1 1.2 94.9 96.8 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 5 8 7 55 46 65 56 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,759 COMMITMENTS 890 1,729 467 198,302 201,270 199,659 203,466 5,100 1,293 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,397) 60 -225 19 1,016 1,451 1,095 1,245 302 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.2 96.8 98.3 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 18 20 19 22 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 144,230 COMMITMENTS 0 2,065 0 135,557 140,083 135,557 142,148 8,673 2,082 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,426) 0 2,065 0 1,302 279 1,302 2,344 124 -918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 94.0 97.1 94.0 98.6 6.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 18 17 18 19 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,266 COMMITMENTS 7,700 12,755 544 152,260 147,043 160,504 160,342 762 924 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,852) -420 727 420 2,790 1,705 2,790 2,852 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 7.9 0.3 94.4 91.2 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 4 11 2 36 37 42 48 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,400 COMMITMENTS 1,036 0 0 102,896 104,890 103,932 104,890 1,468 510 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,422) 0 0 0 865 1,360 865 1,360 557 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 97.6 99.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 0 0 23 29 24 29 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 23,787 COMMITMENTS 0 644 0 23,178 22,021 23,178 22,665 609 1,122 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 394) 0 0 0 506 394 506 394 -112 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.0 97.4 92.6 97.4 95.3 2.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 13 10 13 12 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 224,107 COMMITMENTS 1,232 705 1,209 215,581 216,469 218,022 218,383 6,085 5,724 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,165) -588 407 -169 1,664 -648 907 -410 258 1,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.3 0.5 96.2 96.6 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 2 3 35 36 39 39 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,988 COMMITMENTS 226 0 551 73,976 71,588 74,753 72,139 9,235 11,849 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,845) 226 0 551 1,694 2,611 2,471 3,162 -626 -1,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.7 88.1 85.2 89.0 85.9 11.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 16 19 17 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,906 COMMITMENTS 0 576 4 194,672 192,714 194,676 193,294 7,230 8,612 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,051) 0 -397 4 944 -1,233 948 -1,626 103 2,677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 96.4 95.4 96.4 95.7 3.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 1 25 32 26 34 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 183,652 COMMITMENTS 0 416 0 179,132 179,328 179,132 179,744 4,520 3,908 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 8) 0 0 0 6,900 -449 6,900 -449 -6,892 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.5 97.6 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 25 21 25 22 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,010 COMMITMENTS 930 0 0 89,073 94,296 90,003 94,296 8,007 3,714 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 340) 0 0 0 340 372 340 372 0 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 90.9 96.2 91.8 96.2 8.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 16 18 18 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,688 COMMITMENTS 1,373 0 0 20,470 21,695 21,843 21,695 1,845 1,993 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 341) 0 0 0 124 310 124 310 217 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.0 86.4 91.6 92.2 91.6 7.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 16 14 18 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 216,841 COMMITMENTS 2,820 0 0 204,676 196,301 207,496 196,301 9,345 20,540 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,170) 0 0 0 1,198 309 1,198 309 -28 861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 94.4 90.5 95.7 90.5 4.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 10 16 12 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,146 COMMITMENTS 4,308 1,316 62 149,702 154,426 154,072 155,804 8,074 6,342 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,802) -128 1,316 62 3,953 1,852 3,887 3,230 -85 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.8 0.0 92.3 95.2 95.0 96.1 5.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 1 36 29 40 30 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,212 COMMITMENTS 448 0 0 46,732 44,616 47,180 44,616 1,032 3,596 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 428 0 428 0 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 96.9 92.5 97.9 92.5 2.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 11 13 13 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 243,234 COMMITMENTS 2,140 3,918 155 231,969 228,954 234,264 233,027 8,970 10,207 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 8,071) 0 -155 0 7,890 7,772 7,890 7,617 181 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.6 0.1 95.4 94.1 96.3 95.8 3.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 1 25 33 27 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 104,694 COMMITMENTS 340 248 0 101,523 102,001 101,863 102,249 2,831 2,445 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 18) -31 0 0 1,855 197 1,824 197 -1,806 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 0.0 97.0 97.4 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 25 25 26 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 111,133 COMMITMENTS 4,494 0 0 97,516 108,900 102,010 108,900 9,123 2,233 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -279) 0 0 0 -279 -279 -279 -279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 87.7 98.0 91.8 98.0 8.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 13 19 14 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 33,320 COMMITMENTS 448 0 0 31,258 31,056 31,706 31,056 1,614 2,264 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 372) 0 0 0 372 260 372 260 0 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 93.8 93.2 95.2 93.2 4.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 12 14 13 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 339,907 COMMITMENTS 0 0 0 327,854 334,468 327,854 334,468 12,053 5,439 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,164) 0 0 0 3,013 5,659 3,013 5,659 151 -2,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 98.4 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 30 23 30 23 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 95,323 COMMITMENTS 0 0 0 88,029 93,515 88,029 93,515 7,294 1,808 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 577) 0 0 0 577 577 577 577 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 98.1 92.3 98.1 7.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 13 16 13 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 21,228 COMMITMENTS 448 0 0 20,612 20,920 21,060 20,920 168 308 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.1 98.5 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 13 10 13 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 189,943 COMMITMENTS 0 0 0 185,976 188,448 185,976 188,448 3,967 1,495 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -713) 0 0 0 297 -558 297 -558 -1,010 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.2 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 22 27 22 27 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 34,864 COMMITMENTS 3,173 517 2,310 29,381 31,917 34,864 34,744 0 120 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 376) -58 -255 216 218 355 376 316 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.5 6.6 84.3 91.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 4 8 24 25 34 36 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 31,969 COMMITMENTS 915 380 2,130 28,923 29,459 31,968 31,969 1 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 57) -90 -65 125 22 -3 57 57 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.2 6.7 90.5 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 5 22 22 29 28 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 130,694 COMMITMENTS 23,122 4,451 2,126 104,790 123,850 130,038 130,427 656 267 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -1,990) -3,313 -665 245 1,112 -1,600 -1,956 -2,020 -34 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 3.4 1.6 80.2 94.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 8 10 34 40 51 55 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,787 COMMITMENTS 6,168 1,523 1,765 47,839 52,434 55,772 55,722 15 65 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 89) 710 152 -250 -351 184 109 86 -20 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 2.7 3.2 85.8 94.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 5 8 23 25 35 35 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| 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: 30,926 COMMITMENTS 675 1,659 256 29,995 29,011 30,926 30,926 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 60) 100 -5 0 -40 65 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.4 0.8 97.0 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 4 17 17 21 23 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| 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: 49,319 COMMITMENTS 13,577 5,837 972 34,452 42,159 49,001 48,968 318 351 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,383) 122 0 -21 1,282 1,404 1,383 1,383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 11.8 2.0 69.9 85.5 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 2 21 25 24 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 61,657 COMMITMENTS 17,718 5,866 1,570 41,421 53,952 60,709 61,388 948 269 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 246) 201 146 -59 116 188 258 275 -12 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 9.5 2.5 67.2 87.5 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 9 3 24 26 30 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,733 COMMITMENTS 1,389 2,905 1,375 60,386 59,453 63,150 63,733 583 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,235) 10 1,200 0 1,225 35 1,235 1,235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.6 2.2 94.7 93.3 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 3 25 24 28 29 AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 10,100 COMMITMENTS 750 700 150 8,550 9,250 9,450 10,100 650 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.9 1.5 84.7 91.6 93.6 100.0 6.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 14 7 18 9 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 82,061 COMMITMENTS 1,184 3,062 1,991 78,406 76,968 81,581 82,021 480 40 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,262) 10 1,200 0 1,252 62 1,262 1,262 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.7 2.4 95.5 93.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 4 30 24 35 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,940 COMMITMENTS 0 227 0 32,693 31,958 32,693 32,185 247 755 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -26) 0 0 0 -26 -26 -26 -26 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.3 97.0 99.3 97.7 0.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 15 12 15 14 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,564 COMMITMENTS 1,435 618 0 28,813 29,936 30,248 30,554 316 10 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,800) 0 0 0 2,800 2,800 2,800 2,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.0 0.0 94.3 97.9 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 19 18 21 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 103,453 COMMITMENTS 11,723 1,938 2,973 88,201 98,257 102,897 103,168 556 285 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 590) 2,643 -796 90 -2,268 1,127 465 421 125 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 1.9 2.9 85.3 95.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 4 11 41 41 61 54 ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,154 COMMITMENTS 375 0 0 19,832 20,374 20,207 20,374 947 780 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 93.8 96.3 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 11 13 14 13 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,474 COMMITMENTS 350 0 0 17,462 18,474 17,812 18,474 662 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 94.5 100.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 13 14 13 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 30,067 COMMITMENTS 0 3,608 0 29,947 26,459 29,947 30,067 120 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 600 0 -120 -600 -120 0 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.0 0.0 99.6 88.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 15 14 16 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,777 COMMITMENTS 0 3,608 0 29,657 26,169 29,657 29,777 120 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 600 0 -120 -600 -120 0 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.1 0.0 99.6 87.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 15 14 16 ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 18,262 COMMITMENTS 232 768 352 15,640 14,713 16,224 15,833 2,038 2,429 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.2 1.9 85.6 80.6 88.8 86.7 11.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 13 10 16 13 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,672 COMMITMENTS 5,008 1,685 415 58,803 61,790 64,226 63,890 446 782 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -21) 700 0 0 -721 -141 -21 -141 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.6 0.6 90.9 95.5 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 3 21 24 28 28 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,375 COMMITMENTS 50 286 0 37,302 36,527 37,352 36,813 23 562 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -270) 0 0 0 -270 -270 -270 -270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.8 0.0 99.8 97.7 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 0 22 17 23 19 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 42,910 COMMITMENTS 350 1,891 0 42,189 40,984 42,539 42,875 371 35 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,365) 0 100 0 2,365 2,275 2,365 2,375 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.4 0.0 98.3 95.5 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 7 0 21 21 22 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,488 COMMITMENTS 2,094 0 35 50,543 53,218 52,672 53,253 816 235 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 600) 60 0 -25 555 625 590 600 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.1 94.5 99.5 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 22 17 25 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,292 COMMITMENTS 2,746 138 35 53,971 56,939 56,752 57,112 540 180 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 645) 70 0 -25 595 670 640 645 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.2 0.1 94.2 99.4 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 1 23 18 28 21 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| 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: 87,034 COMMITMENTS 1,905 363 2,057 82,698 84,422 86,660 86,842 374 192 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -277) -118 5 26 -205 -305 -297 -274 20 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.4 2.4 95.0 97.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 3 25 26 29 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 102,698 COMMITMENTS 3,155 1,871 2,919 96,013 97,622 102,087 102,412 611 286 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 461) 345 81 -4 165 438 506 515 -45 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.8 2.8 93.5 95.1 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 9 7 31 31 39 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 59,768 COMMITMENTS 836 3,882 1,006 57,906 54,825 59,748 59,713 20 55 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,006) 95 -21 205 706 822 1,006 1,006 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 6.5 1.7 96.9 91.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 1 7 20 18 28 25 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| 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: 42,592 COMMITMENTS 300 3,275 425 41,867 38,892 42,592 42,592 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 270) 0 0 150 120 120 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.7 1.0 98.3 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 6 1 16 13 18 19 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,461 COMMITMENTS 235 1,562 170 53,186 52,674 53,591 54,406 870 55 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,771) 5 -60 60 1,711 1,775 1,776 1,775 -5 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 0.3 97.7 96.7 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 23 21 26 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 64,013 COMMITMENTS 1,529 4,938 120 60,853 58,359 62,502 63,417 1,511 596 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,190) 10 120 0 2,064 1,996 2,074 2,116 116 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 7.7 0.2 95.1 91.2 97.6 99.1 2.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 5 1 21 21 26 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,424 COMMITMENTS 262 2,871 410 22,472 20,024 23,144 23,305 280 119 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 28) 5 5 0 23 23 28 28 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 12.3 1.8 95.9 85.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 17 14 20 18 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 20,753 COMMITMENTS 51 1,390 0 20,351 19,325 20,402 20,715 351 38 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.7 0.0 98.1 93.1 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 16 12 17 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,354 COMMITMENTS 1,257 932 988 23,395 23,983 25,640 25,903 714 451 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 317) -19 16 19 325 285 325 320 -8 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 3.5 3.7 88.8 91.0 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 4 16 18 21 22 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 17,123 COMMITMENTS 650 1,208 280 15,438 15,392 16,368 16,880 755 243 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,100) -65 300 0 1,160 800 1,095 1,100 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 7.1 1.6 90.2 89.9 95.6 98.6 4.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 14 13 17 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 48,811 COMMITMENTS 5,700 6,983 1,723 41,163 39,855 48,586 48,561 225 250 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 507) 1,585 -9 50 -1,161 251 474 292 33 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 14.3 3.5 84.3 81.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 8 5 25 23 32 33 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 29,402 COMMITMENTS 1,287 3,101 1,413 26,405 24,645 29,105 29,159 297 243 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 246) 5 -110 0 241 356 246 246 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 10.5 4.8 89.8 83.8 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 5 3 20 19 24 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,023 COMMITMENTS 1,733 466 100 15,168 16,415 17,001 16,981 22 42 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 356) 0 6 0 356 350 356 356 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.7 0.6 89.1 96.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 18 15 21 19 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 20,396 COMMITMENTS 2,250 0 0 18,116 20,396 20,366 20,396 30 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 0.0 0.0 88.8 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 0 15 11 20 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,979 COMMITMENTS 780 225 105 7,815 8,569 8,700 8,899 279 80 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.5 1.2 87.0 95.4 96.9 99.1 3.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 15 13 18 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,287 COMMITMENTS 605 175 205 7,226 7,827 8,036 8,207 251 80 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 2.1 2.5 87.2 94.4 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 1 14 13 17 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,268 COMMITMENTS 2,575 50 1,920 44,600 47,293 49,095 49,263 173 5 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.1 3.9 90.5 96.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 1 19 15 24 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,708 COMMITMENTS 2,535 25 1,915 45,075 47,763 49,525 49,703 183 5 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -215) 0 0 0 -215 -215 -215 -215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.1 3.9 90.7 96.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 2 18 14 25 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,046 COMMITMENTS 1,731 5,246 1,627 111,268 108,149 114,626 115,022 420 24 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,926) 180 -3,072 847 1,903 5,151 2,930 2,926 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.6 1.4 96.7 94.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 8 6 38 32 46 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 120,880 COMMITMENTS 1,990 4,496 3,096 115,600 113,179 120,686 120,771 194 109 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,706) -72 -3,290 1,052 1,726 4,944 2,706 2,706 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.7 2.6 95.6 93.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 10 9 42 35 56 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 256,154 COMMITMENTS 37,779 16,039 20,205 197,651 219,596 255,635 255,840 519 314 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -3,023) -3,903 -1,230 305 555 -2,113 -3,043 -3,038 20 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 6.3 7.9 77.2 85.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 27 21 29 50 48 88 88 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,575 COMMITMENTS 2,660 550 115 12,015 14,825 14,790 15,490 785 85 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 3.5 0.7 77.1 95.2 95.0 99.5 5.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 14 13 18 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,149 COMMITMENTS 2,060 550 140 10,144 12,389 12,344 13,079 805 70 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 4.2 1.1 77.1 94.2 93.9 99.5 6.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 14 14 18 17 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 8,045 COMMITMENTS 1,045 1,905 545 5,985 5,245 7,575 7,695 470 350 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 23.7 6.8 74.4 65.2 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 6 6 25 26 33 35 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 10,465 COMMITMENTS 835 100 145 9,445 10,188 10,425 10,433 40 32 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 306) -100 100 100 316 106 316 306 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.0 1.4 90.3 97.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 2 23 21 28 23 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 7,125 COMMITMENTS 226 479 458 5,762 5,230 6,446 6,167 679 958 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 194) -14 26 6 245 145 237 177 -43 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.7 6.4 80.9 73.4 90.5 86.6 9.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 7 31 34 39 42 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 30,367 COMMITMENTS 1,324 198 0 28,876 30,015 30,200 30,213 167 154 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -112) -20 0 0 -238 -220 -258 -220 146 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.7 0.0 95.1 98.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 0 38 39 41 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,600 COMMITMENTS 395 0 15 20,154 20,310 20,564 20,325 36 275 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 683) 0 0 0 708 708 708 708 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.1 97.8 98.6 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 23 24 25 25 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 18,292 COMMITMENTS 1,686 837 238 16,219 16,897 18,143 17,972 149 320 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,363) -45 782 0 1,529 612 1,484 1,394 -121 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 4.6 1.3 88.7 92.4 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 2 2 43 38 49 42 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 6,237 COMMITMENTS 60 180 30 5,787 5,822 5,877 6,032 360 205 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 104) 0 0 0 119 104 119 104 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.9 0.5 92.8 93.3 94.2 96.7 5.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 11 18 13 20 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 25,286 COMMITMENTS 849 158 355 24,082 24,566 25,286 25,079 0 207 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 465) 87 -380 235 143 610 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.6 1.4 95.2 97.2 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 2 2 33 35 38 37 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 57,373 COMMITMENTS 7,810 630 1,676 47,565 54,650 57,051 56,956 322 417 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,781) -17 100 -195 2,008 1,861 1,796 1,766 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 1.1 2.9 82.9 95.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 8 7 9 72 68 85 79 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,825 COMMITMENTS 45 135 37 1,970 1,953 2,052 2,125 773 700 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 251) 0 17 0 95 7 95 24 156 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.8 1.3 69.7 69.1 72.6 75.2 27.4 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 20 17 21 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 14,647 COMMITMENTS 0 450 0 14,647 14,197 14,647 14,647 0 0 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,230) 0 450 0 1,230 780 1,230 1,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 15 19 16 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 49,269 COMMITMENTS 50 0 0 47,889 48,081 47,939 48,081 1,330 1,188 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -3,765) 0 0 0 -3,505 -3,313 -3,505 -3,313 -260 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.2 97.6 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 25 26 26 26 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 20,616 COMMITMENTS 0 0 0 20,565 20,550 20,565 20,550 51 66 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -2,985) 0 0 0 -3,030 -2,983 -3,030 -2,983 45 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 17 21 17 21 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 02/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 192,465 COMMITMENTS 0 0 0 188,012 182,673 188,012 182,673 4,453 9,792 CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -569) 0 0 0 561 21 561 21 -1,130 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 94.9 97.7 94.9 2.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 17 13 17
Updated February 19, 2021