CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       42,849
COMMITMENTS
   1,946   15,958      403   40,481   26,488   42,830   42,849       19        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,381)
     122       72       25    2,234    2,284    2,381    2,381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     37.2      0.9     94.5     61.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        8        4       17       18       26       29                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      197,160
COMMITMENTS
  79,156   25,922    6,215  111,789  165,023  197,160  197,160        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        600)
     600        0        0        0      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     13.1      3.2     56.7     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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      184,107
COMMITMENTS
  33,650   34,790    6,105  144,352  143,212  184,107  184,107        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     -2,375)
     633    3,071   -2,062     -946   -3,384   -2,375   -2,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     18.9      3.3     78.4     77.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        4        7       20       13       31       22                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      123,657
COMMITMENTS
  52,512   34,573    5,293   65,826   83,772  123,631  123,638       26       19

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     10,074)
     897      385    1,602    7,580    8,069   10,079   10,056       -5       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     28.0      4.3     53.2     67.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      30       11        8       26       24       60       39                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,629
COMMITMENTS
   5,219    3,122    1,741   25,586   27,766   32,546   32,629       83        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        146)
      14       27       55       67       64      136      146       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      9.6      5.3     78.4     85.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        4        2       15       11       25       16                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       12,011
COMMITMENTS
   2,360    1,632      783    8,868    9,596   12,011   12,011        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     13.6      6.5     73.8     79.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        3       10        8       14       13                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       26,759
COMMITMENTS
   2,132   15,326    2,305   22,312    9,107   26,749   26,738       10       21

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,337)
     302      254      650      375      412    1,327    1,316       10       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     57.3      8.6     83.4     34.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        2       13        6       19       11                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| 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    3,274      230   15,171   14,012   17,516   17,516        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     18.7      1.3     86.6     80.0    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 02/23/21                         |
--------------------------------------------------------------| 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
   2,793    7,220      540   18,142   13,740   21,475   21,500       25        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          0)
      -1        0        0        1        0        0        0        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 SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       58,022
COMMITMENTS
  32,264   24,060    2,837   22,921   31,125   58,022   58,022        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      6,488)
   7,338    7,090   -1,064      214      462    6,488    6,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     41.5      4.9     39.5     53.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        4       14       14       22       20                  
 
 
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV                           Code-0063DW
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       31,872
COMMITMENTS
   8,425      803       50   23,381   31,019   31,856   31,872       16        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        -39)
      -6       11        0      -33      -50      -39      -39        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      2.5      0.2     73.4     97.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        4        1       13       10       22       14                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        7,621
COMMITMENTS
      90        0        5    7,405    7,606    7,500    7,611      121       10

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -160     -160     -160     -160        0        0

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:       23)
       1        0        1       16       18       17       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       30,154
COMMITMENTS
   8,682    1,883    1,934   19,328   26,183   29,944   30,000      210      154

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,302)
     201      147      245      824      878    1,270    1,270       32       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      6.2      6.4     64.1     86.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        5       25       35       32       41                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       23,791
COMMITMENTS
   2,669    7,708      831   19,553   15,252   23,053   23,791      738        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,105)
     855      617      190    1,060    1,298    2,105    2,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     32.4      3.5     82.2     64.1     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        4       24       16       29       22                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        5,357
COMMITMENTS
      30    1,175      225    4,901    3,797    5,156    5,197      201      160

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        590)
      30      -45       70      490      565      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     21.9      4.2     91.5     70.9     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        2       12       10       14       15                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,404,770
COMMITMENTS
 1304508   20,088  458,911  4607330  5907171  6370749  6386170   34,021   18,600

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     61,661)
   8,257    1,246   22,488   31,066   38,136   61,811   61,870     -150     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      0.3      7.2     71.9     92.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      63       12       54      153      130      225      188                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      361,931
COMMITMENTS
  32,987   86,255  108,674  212,430  164,460  354,091  359,389    7,840    2,542

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     38,216)
   2,449    8,261   13,760   14,167   13,874   30,376   35,895    7,840    2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     23.8     30.0     58.7     45.4     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8       19       12       28       26       43       50                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,233
COMMITMENTS
   1,931    1,006        0  167,033  186,303  168,964  187,309   25,269    6,924

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        297)
     372        0      -31   -1,480   -1,758   -1,139   -1,789    1,436    2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.5      0.0     86.0     95.9     87.0     96.4     13.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       22       18       24       20                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      138,643
COMMITMENTS
   1,424    1,453    1,012  129,204  123,206  131,640  125,671    7,003   12,972

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,236)
   1,424      124      277   -1,370    1,097      331    1,498      905     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.0      0.7     93.2     88.9     94.9     90.6      5.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       20       22       23       24                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,245
COMMITMENTS
   7,664    2,145      253  244,272  252,611  252,189  255,009   10,056    7,236

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -415)
   1,174     -120     -451     -633      980       90      409     -505     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.8      0.1     93.1     96.3     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        3       29       33       35       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,051,437
COMMITMENTS
   7,396    5,241    4,684  1027413  1037873  1039493  1047798   11,944    3,639

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      7,241)
     984      217      519    5,821    6,619    7,324    7,355      -83     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.5      0.4     97.7     98.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      10        2        5       43       29       53       36                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      359,170
COMMITMENTS
   8,119    1,248        0  335,135  338,892  343,254  340,140   15,916   19,030

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,173)
     432   -2,160        0      844    3,205    1,276    1,045     -103      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.3      0.0     93.3     94.4     95.6     94.7      4.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        2        0       37       33       43       35                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      601,408
COMMITMENTS
   8,095    1,949      369  586,614  594,089  595,078  596,407    6,330    5,001

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,425)
    -620   -1,700     -417    3,048    2,668    2,011      551     -586      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      0.1     97.5     98.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        1        1       42       37       48       39                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      455,161
COMMITMENTS
   4,233    2,183      590  441,130  431,942  445,953  434,715    9,208   20,446

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,398)
    -235    1,135      590    1,183   -1,679    1,538       46     -140    1,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.5      0.1     96.9     94.9     98.0     95.5      2.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        3       33       30       38       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,471
COMMITMENTS
     340      302      213   85,865   85,333   86,418   85,848    4,053    4,623

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        730)
       0        0        0      913    1,861      913    1,861     -183   -1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.3      0.2     94.9     94.3     95.5     94.9      4.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       13       18       14       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,117
COMMITMENTS
     322        0      112   21,273   21,961   21,707   22,073    1,410    1,044

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      8,440)
     322        0      112    8,956    8,254    9,390    8,366     -950       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.5     92.0     95.0     93.9     95.5      6.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       17       20       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      331,917
COMMITMENTS
   4,122        0        0  320,093  326,572  324,215  326,572    7,702    5,345

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        -27)
     172        0        0    1,962     -401    2,134     -401   -2,161      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     96.4     98.4     97.7     98.4      2.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        0       26       29       28       29                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      189,704
COMMITMENTS
       0        0        0  178,876  185,135  178,876  185,135   10,828    4,569

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,215)
       0        0        0    2,184    2,153    2,184    2,153       31       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.3     97.6     94.3     97.6      5.7      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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      248,571
COMMITMENTS
       0    5,317      300  244,379  238,928  244,679  244,545    3,892    4,026

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        174)
       0      540        0      144       90      144      630       30     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.1     98.3     96.1     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       20       20       21       22                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,873
COMMITMENTS
  20,434        0      856   21,176   41,862   42,466   42,718    1,407    1,155

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     11,067)
   7,758        0        0    2,815   10,416   10,573   10,416      494      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      0.0      2.0     48.3     95.4     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        0        1       13       25       23       26                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      643,870
COMMITMENTS
  17,627    7,705    6,281  609,897  625,235  633,805  639,221   10,065    4,649

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     15,343)
   2,788    1,065   -1,246   13,490   16,514   15,032   16,333      311     -990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.2      1.0     94.7     97.1     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7        8        8       54       44       64       57                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      163,685
COMMITMENTS
     217      244        0  157,910  158,122  158,127  158,366    5,558    5,319

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      0.0     96.5     96.6     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       18       15       19       16                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,595
COMMITMENTS
   2,363    1,576      715  196,025  200,109  199,103  202,400    4,492    1,195

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     -1,164)
   1,473     -153      248   -2,277   -1,161     -556   -1,066     -608      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.8      0.4     96.3     98.3     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       18       20       22       23                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      163,099
COMMITMENTS
   4,517    4,142        0  155,198  156,788  159,715  160,930    3,384    2,169

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     18,869)
   4,517    2,077        0   19,641   16,705   24,158   18,782   -5,289       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.5      0.0     95.2     96.1     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        0       27       28       33       32                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,362
COMMITMENTS
  11,766   14,392    1,164  166,334  163,690  179,264  179,246    1,098    1,116

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     19,096)
   4,066    1,637      620   14,074   16,647   18,760   18,904      336      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      8.0      0.6     92.2     90.8     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       6       12        4       40       43       50       55                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,982
COMMITMENTS
   1,036        0        0  122,593  124,379  123,629  124,379    1,353      603

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     19,582)
       0        0        0   19,697   19,489   19,697   19,489     -115       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     98.1     99.5     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        0        0       27       30       28       30                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       28,530
COMMITMENTS
       0    3,372        0   27,313   24,074   27,313   27,446    1,217    1,084

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      4,743)
       0    2,728        0    4,135    2,053    4,135    4,781      608      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.8      0.0     95.7     84.4     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        0       14       10       14       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      225,772
COMMITMENTS
     921    3,032    1,251  217,524  215,898  219,696  220,181    6,076    5,591

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,665)
    -311    2,327       42    1,943     -571    1,674    1,798       -9     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.3      0.6     96.3     95.6     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        5        3       33       35       38       40                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,294
COMMITMENTS
     272        0        0  113,458  113,089  113,730  113,089      564    1,205

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.3     98.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       17       14       17                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,805
COMMITMENTS
       0        0        0   73,968   71,185   73,968   71,185    9,837   12,620

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -183)
    -226        0     -551       -8     -403     -785     -954      602      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.3     84.9     88.3     84.9     11.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       16       18       16                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      205,406
COMMITMENTS
       0      558        0  198,244  196,199  198,244  196,757    7,162    8,649

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      3,500)
       0      -18       -4    3,572    3,485    3,568    3,463      -68       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     96.5     95.5     96.5     95.8      3.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        0       25       31       25       33                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,860
COMMITMENTS
       0      416        0  178,222  178,415  178,222  178,831    4,638    4,029

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -792)
       0        0        0     -910     -913     -910     -913      118      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     97.5     97.6     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       25       21       25       22                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,867
COMMITMENTS
     806        0        0   89,924   93,401   90,730   93,401    8,137    5,466

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        857)
    -124        0        0      851     -895      727     -895      130    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     91.0     94.5     91.8     94.5      8.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       17       18       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,637
COMMITMENTS
   1,373        0        0   23,325   25,842   24,698   25,842    2,939    1,795

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      3,949)
       0        0        0    2,855    4,147    2,855    4,147    1,094     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      0.0     84.4     93.5     89.4     93.5     10.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       14       16       16       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,984
COMMITMENTS
   2,695        0        0  204,453  194,917  207,148  194,917    9,836   22,067

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        143)
    -125        0        0     -223   -1,384     -348   -1,384      491    1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     94.2     89.8     95.5     89.8      4.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       10       16       11       16                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,399
COMMITMENTS
   3,918    1,254      124  149,087  150,884  153,129  152,262    9,270   10,137

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        253)
    -390      -62       62     -615   -3,542     -943   -3,542    1,196    3,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.8      0.1     91.8     92.9     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        1       33       28       37       29                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,847
COMMITMENTS
     448      310        0   49,119   48,781   49,567   49,091    1,280    1,756

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,635)
       0      310        0    2,387    4,165    2,387    4,475      248   -1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.6      0.0     96.6     95.9     97.5     96.5      2.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       11       16       13       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      245,776
COMMITMENTS
   3,431    3,923      730  233,486  231,015  237,647  235,668    8,129   10,108

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,542)
   1,291        5      575    1,517    2,061    3,383    2,641     -841      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.6      0.3     95.0     94.0     96.7     95.9      3.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        2       26       33       30       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      104,597
COMMITMENTS
       0      590       30  101,674  101,194  101,704  101,814    2,893    2,783

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        -97)
    -340      342       30      151     -807     -159     -435       62      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     97.2     96.7     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        1       25       25       26       27                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      113,546
COMMITMENTS
   4,494        0        0  100,084  110,461  104,578  110,461    8,968    3,085

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,413)
       0        0        0    2,568    1,561    2,568    1,561     -155      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     88.1     97.3     92.1     97.3      7.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       13       18       14       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       35,025
COMMITMENTS
     448        0        0   33,025   33,118   33,473   33,118    1,552    1,907

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,705)
       0        0        0    1,767    2,062    1,767    2,062      -62     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     94.3     94.6     95.6     94.6      4.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       14       16       15       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      344,330
COMMITMENTS
     372    1,606        0  331,738  337,405  332,110  339,011   12,220    5,319

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      4,423)
     372    1,606        0    3,884    2,937    4,256    4,543      167     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.5      0.0     96.3     98.0     96.5     98.5      3.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        0       30       23       31       25                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       98,053
COMMITMENTS
       0        0        0   89,903   96,183   89,903   96,183    8,150    1,870

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,730)
       0        0        0    1,874    2,668    1,874    2,668      856       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.7     98.1     91.7     98.1      8.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       12       16       12                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       29,381
COMMITMENTS
   2,742      248        0   26,372   29,021   29,114   29,269      267      112

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      8,153)
   2,294      248        0    5,760    8,101    8,054    8,349       99     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.8      0.0     89.8     98.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       17       16       18                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      195,399
COMMITMENTS
       0        0        0  191,766  194,452  191,766  194,452    3,633      947

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      5,456)
       0        0        0    5,790    6,004    5,790    6,004     -334     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     99.5     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       22       26       22       26                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       27,230
COMMITMENTS
     310        0        0   26,550   26,708   26,860   26,708      370      522

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     97.5     98.1     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       12       11       12                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,709
COMMITMENTS
   2,957      372    2,453   29,299   31,764   34,709   34,589        0      120

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -155)
    -216     -145      143      -82     -153     -155     -155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      1.1      7.1     84.4     91.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        5        8       24       24       34       35                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       31,982
COMMITMENTS
     865      380    2,255   28,861   29,347   31,981   31,982        1        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         13)
     -50        0      125      -62     -112       13       13        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.2      7.1     90.2     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        5       22       21       29       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      133,422
COMMITMENTS
  22,276    5,014    1,963  108,512  126,162  132,751  133,139      671      283

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,728)
    -846      563     -163    3,722    2,312    2,713    2,712       15       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      3.8      1.5     81.3     94.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13        9       10       34       40       51       55                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       54,875
COMMITMENTS
   6,383    1,875    1,616   46,846   51,286   54,845   54,777       30       98

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -912)
     215      352     -149     -993   -1,148     -927     -945       15       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      3.4      2.9     85.4     93.5     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        4        7       25       26       37       34                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| 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:       31,609
COMMITMENTS
     628    1,802      346   30,635   29,461   31,609   31,609        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        683)
     -47      143       90      640      450      683      683        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      5.7      1.1     96.9     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       16       18       20       24                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| 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:       50,237
COMMITMENTS
  13,577    5,911      933   35,319   43,042   49,829   49,886      408      351

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        918)
       0       74      -39      867      883      828      918       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     11.8      1.9     70.3     85.7     99.2     99.3      0.8      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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       62,517
COMMITMENTS
  17,632    6,019    1,449   42,485   54,781   61,566   62,249      951      268

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        860)
     -86      153     -121    1,064      829      857      861        3       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      9.6      2.3     68.0     87.6     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3       10        3       23       26       28       37                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,304
COMMITMENTS
   1,402    2,905    1,386   60,932   60,013   63,720   64,304      584        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        571)
      13        0       11      546      560      570      571        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      4.5      2.2     94.8     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                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       83,080
COMMITMENTS
   1,255    3,103    1,971   79,372   77,966   82,598   83,040      482       40

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,019)
      71       41      -20      966      998    1,017    1,019        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,745
COMMITMENTS
       0      227        0   32,496   31,763   32,496   31,990      249      755

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -195)
       0        0        0     -197     -195     -197     -195        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     99.2     97.0     99.2     97.7      0.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       14       12       14       14                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       30,889
COMMITMENTS
   1,385      618        0   29,188   30,261   30,573   30,879      316       10

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        325)
     -50        0        0      375      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.0      0.0     94.5     98.0     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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:      103,132
COMMITMENTS
  10,199    2,550    3,350   89,083   97,102  102,632  103,002      500      130

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -321)
  -1,524      612      377      882   -1,155     -265     -166      -56     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.5      3.2     86.4     94.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      18        6       11       42       40       63       54                  
 
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439S
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| 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 02/16/21 (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 02/23/21                         |
--------------------------------------------------------------| 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 02/16/21 (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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       30,092
COMMITMENTS
       0    3,608        0   29,972   26,484   29,972   30,092      120        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,802
COMMITMENTS
       0    3,608        0   29,682   26,194   29,682   29,802      120        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,438
COMMITMENTS
      48      872      216   13,648   12,273   13,912   13,361    1,526    2,077

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     -2,824)
    -184      104     -136   -1,992   -2,440   -2,312   -2,472     -512     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.6      1.4     88.4     79.5     90.1     86.5      9.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       12        9       14       11                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,682
COMMITMENTS
   5,008    1,715      400   58,828   61,785   64,236   63,900      446      782

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         10)
       0       30      -15       25       -5       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      2.7      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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,220
COMMITMENTS
     150      286        0   37,047   36,372   37,197   36,658       23      562

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -155)
     100        0        0     -255     -155     -155     -155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.8      0.0     99.5     97.7     99.9     98.5      0.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       20       17       21       19                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,808
COMMITMENTS
     355    2,073        0   44,082   42,710   44,437   44,783      371       25

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,898)
       5      182        0    1,893    1,726    1,898    1,908        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.6      0.0     98.4     95.3     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        7        0       21       22       22       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,673
COMMITMENTS
   2,188        0       35   50,594   53,403   52,817   53,438      856      235

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        185)
      94        0        0       51      185      145      185       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.1     94.3     99.5     98.4     99.6      1.6      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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,808
COMMITMENTS
   3,015      158       35   55,203   58,435   58,253   58,628      555      180

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,516)
     269       20        0    1,232    1,496    1,501    1,516       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.3      0.1     93.9     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 02/23/21                         |
--------------------------------------------------------------| 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:       88,018
COMMITMENTS
   1,980      493    2,029   83,640   85,314   87,649   87,836      369      182

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        984)
      75      130      -28      942      892      989      994       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.6      2.3     95.0     96.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        3       25       26       29       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      103,983
COMMITMENTS
   3,581    1,937    2,936   96,868   98,719  103,385  103,592      598      391

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,285)
     426       66       17      855    1,097    1,298    1,180      -13      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.9      2.8     93.2     94.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       10        8       29       32       37       46                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       60,110
COMMITMENTS
     456    4,022    1,161   58,473   54,882   60,090   60,065       20       45

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        342)
    -380      140      155      567       57      342      352        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.7      1.9     97.3     91.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        6       20       15       28       22                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| 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:       43,077
COMMITMENTS
     420    3,290      625   42,032   39,162   43,077   43,077        0        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        485)
     120       15      200      165      270      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.6      1.5     97.6     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        1       17       13       19       19                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| 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:       54,782
COMMITMENTS
     205    1,656      170   53,550   52,888   53,925   54,714      857       68

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        321)
     -30       94        0      364      214      334      308      -13       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.0      0.3     97.8     96.5     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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       63,536
COMMITMENTS
   1,368    5,011      120   60,598   57,835   62,086   62,966    1,450      570

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -477)
    -161       73        0     -255     -524     -416     -451      -61      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      7.9      0.2     95.4     91.0     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        5        1       21       20       26       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,684
COMMITMENTS
     262    2,871      410   22,708   20,284   23,380   23,565      304      119

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      236      260      236      260       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     12.1      1.7     95.9     85.6     98.7     99.5      1.3      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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,013
COMMITMENTS
      51    1,390        0   20,587   19,585   20,638   20,975      375       38

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      236      260      236      260       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      6.6      0.0     98.0     93.2     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       13       17       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,763
COMMITMENTS
   1,287    1,003      992   23,784   24,375   26,063   26,370      700      393

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        409)
      30       71        4      389      392      423      467      -14      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      3.7      3.7     88.9     91.1     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       17       19       23       23                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,209
COMMITMENTS
     650    1,283      270   15,539   15,413   16,459   16,966      750      243

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         86)
       0       75      -10      101       21       91       86       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      7.5      1.6     90.3     89.6     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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,712
COMMITMENTS
   4,350    6,864    1,731   41,406   38,857   47,487   47,452      225      260

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     -1,099)
  -1,350     -119        8      243     -998   -1,099   -1,109        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     14.4      3.6     86.8     81.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        8        5       26       23       34       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       29,411
COMMITMENTS
   1,207    3,061    1,413   26,494   24,694   29,114   29,168      297      243

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:          9)
     -80      -40        0       89       49        9        9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     10.4      4.8     90.1     84.0     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        5        3       20       20       24       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,891
COMMITMENTS
   1,933      437      125   14,811   16,287   16,869   16,849       22       42

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -132)
     200      -29       25     -357     -128     -132     -132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      2.6      0.7     87.7     96.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        1       19       16       22       20                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       21,951
COMMITMENTS
   3,970        0        0   17,911   21,951   21,881   21,951       70        0

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,555)
   1,720        0        0     -205    1,555    1,515    1,555       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      0.0      0.0     81.6    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        0       14       11       19       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,018
COMMITMENTS
     740      260      120    8,088    8,558    8,948    8,938       70       80

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         39)
     -40       35       15      273      -11      248       39     -209        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.9      1.3     89.7     94.9     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       16       14       19       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,401
COMMITMENTS
     560      205      225    7,551    7,891    8,336    8,321       65       80

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        114)
     -45       30       20      325       64      300      114     -186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.4      2.7     89.9     93.9     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       15       15       18       19                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,093
COMMITMENTS
   2,575       50    1,920   44,425   47,118   48,920   49,088      173        5

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -175)
       0        0        0     -175     -175     -175     -175        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       20       15       25       17                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,598
COMMITMENTS
   2,535       25    1,915   44,965   47,653   49,415   49,593      183        5

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -110)
       0        0        0     -110     -110     -110     -110        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       19       14       26       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,408
COMMITMENTS
   1,786    4,578    1,829  115,373  112,902  118,988  119,309      420       99

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      4,362)
      55     -668      202    4,105    4,753    4,362    4,287        0       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.8      1.5     96.6     94.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        8        5       38       32       45       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      127,349
COMMITMENTS
   2,134    3,744    4,053  120,947  119,469  127,134  127,266      215       83

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      6,469)
     144     -752      957    5,347    6,290    6,448    6,495       21      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.9      3.2     95.0     93.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7       10        8       42       35       54       48                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      260,899
COMMITMENTS
  34,472   17,265   21,050  204,967  222,189  260,489  260,504      410      395

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      4,745)
  -3,307    1,226      845    7,316    2,593    4,854    4,664     -109       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      6.6      8.1     78.6     85.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      23       26       33       50       50       89       94                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,000
COMMITMENTS
   2,660      550      115   12,475   15,245   15,250   15,910      750       90

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        425)
       0        0        0      460      420      460      420      -35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      3.4      0.7     78.0     95.3     95.3     99.4      4.7      0.6

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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,634
COMMITMENTS
   2,060      550      140   10,654   12,869   12,854   13,559      780       75

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        485)
       0        0        0      510      480      510      480      -25        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      4.0      1.0     78.1     94.4     94.3     99.4      5.7      0.6

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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       10,900
COMMITMENTS
     910    4,475      555    8,995    5,620   10,460   10,650      440      250

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,855)
    -135    2,570       10    3,010      375    2,885    2,955      -30     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     41.1      5.1     82.5     51.6     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        6        6       19       21       29       31                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       10,590
COMMITMENTS
     835      100      145    9,570   10,313   10,550   10,558       40       32

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.9      1.4     90.4     97.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        2       24       21       29       23                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        7,633
COMMITMENTS
     239      457      527    6,108    5,615    6,874    6,599      759    1,034

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        508)
      13      -22       69      346      385      428      432       80       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      6.0      6.9     80.0     73.6     90.1     86.5      9.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        4        7       32       36       40       44                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       29,790
COMMITMENTS
   1,299      198        0   28,416   29,550   29,715   29,748       75       42

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -577)
     -25        0        0     -460     -465     -485     -465      -92     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.7      0.0     95.4     99.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        0       39       39       42       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       21,246
COMMITMENTS
     395        5       40   20,740   20,865   21,175   20,910       71      336

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        646)
       0        5       25      586      555      611      585       35       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.2     97.6     98.2     99.7     98.4      0.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       22       26       25       28                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,405
COMMITMENTS
   1,773      870      238   17,281   17,854   19,292   18,962      113      443

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,113)
      87       33        0    1,062      957    1,149      990      -36      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      4.5      1.2     89.1     92.0     99.4     97.7      0.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        3        2       45       39       51       44                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        6,304
COMMITMENTS
      60      180       30    5,849    5,909    5,939    6,119      365      185

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         67)
       0        0        0       62       87       62       87        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.9      0.5     92.8     93.7     94.2     97.1      5.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       12       19       14       21                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       25,818
COMMITMENTS
     961      180      293   24,564   25,138   25,818   25,611        0      207

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        532)
     112       22      -62      482      572      532      532        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.7      1.1     95.1     97.4    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 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       61,043
COMMITMENTS
   9,518      740    1,500   49,526   58,179   60,544   60,419      499      624

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      3,670)
   1,708      110     -176    1,961    3,529    3,493    3,463      177      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      1.2      2.5     81.1     95.3     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
       8        8        9       74       72       89       83                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,937
COMMITMENTS
      86      127       34    2,106    2,309    2,226    2,470      711      467

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        112)
      41       -8       -3      136      356      174      345      -62     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.3      1.2     71.7     78.6     75.8     84.1     24.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       18       23       21       26                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       14,737
COMMITMENTS
       0      600        0   14,727   14,092   14,727   14,692       10       45

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         90)
       0      150        0       80     -105       80       45       10       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.0     99.9     95.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       58,337
COMMITMENTS
      40        0        0   57,082   57,149   57,122   57,149    1,215    1,188

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      9,068)
     -10        0        0    9,193    9,068    9,183    9,068     -115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     97.8     98.0     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       27       23       28       23                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       21,046
COMMITMENTS
       0        0        0   20,995   20,980   20,995   20,980       51       66

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        430)
       0        0        0      430      430      430      430        0        0

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       20       17       20                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
FUTURES ONLY POSITIONS AS OF 02/23/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      195,075
COMMITMENTS
       0        0        0  190,862  185,283  190,862  185,283    4,213    9,792

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      2,610)
       0        0        0    2,850    2,610    2,850    2,610     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     95.0     97.8     95.0      2.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       17       13       17                  



Updated February 26, 2021