CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 36,591 COMMITMENTS 2,753 18,343 520 33,309 17,722 36,582 36,585 9 6 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 115) 146 100 -20 -11 35 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 50.1 1.4 91.0 48.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 8 6 16 16 27 26 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 204,413 COMMITMENTS 86,675 25,286 3,765 113,973 175,362 204,413 204,413 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 956) 656 506 150 150 300 956 956 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 12.4 1.8 55.8 85.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 7 5 16 14 27 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 206,962 COMMITMENTS 40,637 42,131 6,053 160,272 158,778 206,962 206,962 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -117) 75 200 50 -242 -367 -117 -117 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 20.4 2.9 77.4 76.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 5 8 21 13 32 23 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 140,103 COMMITMENTS 89,674 53,304 3,920 46,361 82,877 139,955 140,101 148 2 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 5,156) 4,649 2,731 -695 1,245 3,123 5,199 5,159 -43 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.0 38.0 2.8 33.1 59.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 44 16 11 30 23 79 45 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 67,680 COMMITMENTS 28,211 8,055 735 38,734 58,890 67,680 67,680 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,086) 1,284 588 0 802 1,498 2,086 2,086 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 11.9 1.1 57.2 87.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 21 5 3 18 13 40 20 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 21,725 COMMITMENTS 7,957 7,082 707 13,061 13,936 21,725 21,725 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -75) 0 0 -75 0 0 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 32.6 3.3 60.1 64.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 3 11 8 17 13 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 34,573 COMMITMENTS 1,125 25,801 7,041 26,395 1,702 34,561 34,544 12 29 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 50) 0 -450 0 50 500 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 74.6 20.4 76.3 4.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 5 10 4 17 11 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 16,885 COMMITMENTS 25 205 0 16,859 16,680 16,884 16,885 1 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.2 0.0 99.8 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 3 16 4 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 14,517 COMMITMENTS 1,385 2,521 160 12,972 11,836 14,517 14,517 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 3) -103 0 103 3 -100 3 3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 17.4 1.1 89.4 81.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 6 2 9 11 12 18 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 15,491 COMMITMENTS 974 5,006 641 13,876 9,844 15,491 15,491 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 32.3 4.1 89.6 63.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 2 10 10 14 15 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 41,724 COMMITMENTS 19,383 13,635 3,705 18,636 24,384 41,724 41,724 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 32.7 8.9 44.7 58.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 4 15 9 23 14 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 44,953 COMMITMENTS 13,482 1,502 1,640 29,825 41,810 44,947 44,952 6 1 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,980) 223 60 0 2,780 2,919 3,003 2,979 -23 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 3.3 3.6 66.3 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 5 4 19 16 31 23 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 25,118 COMMITMENTS 6,346 1,590 2,621 16,050 20,907 25,017 25,118 101 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 6.3 10.4 63.9 83.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 2 2 12 8 21 12 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 6,514 COMMITMENTS 0 0 0 6,375 6,486 6,375 6,486 139 28 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 30) 0 0 0 40 35 40 35 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.6 97.9 99.6 2.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 18 20 18 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 16,390 COMMITMENTS 3,120 1,010 487 12,582 14,731 16,189 16,228 201 162 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 683) 106 -123 97 480 719 683 693 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 6.2 3.0 76.8 89.9 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 3 4 25 34 33 39 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 14,279 COMMITMENTS 480 2,673 656 12,610 10,916 13,746 14,245 533 34 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 855) 0 500 -335 1,190 690 855 855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 18.7 4.6 88.3 76.4 96.3 99.8 3.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 3 25 17 30 22 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 5,206 COMMITMENTS 275 609 78 4,752 4,403 5,105 5,090 101 116 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 455) 0 180 -15 470 290 455 455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 11.7 1.5 91.3 84.6 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 14 13 17 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,544,951 COMMITMENTS 1298141 5,503 540,111 4665705 5982987 6503957 6528601 40,994 16,350 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 209,164) 155,346 -10,139 14,109 36,891 203,652 206,346 207,622 2,818 1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.1 8.3 71.3 91.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 62 8 48 154 134 223 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 341,835 COMMITMENTS 75,309 144,452 47,320 219,003 149,755 341,632 341,527 203 308 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 5,960) 13,985 15,536 -14,137 5,909 4,561 5,757 5,960 203 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 42.3 13.8 64.1 43.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 14 16 19 24 40 42 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,624 COMMITMENTS 686 0 219 194,897 206,365 195,802 206,584 20,822 10,040 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 4,764) -211 0 0 4,180 1,323 3,969 1,323 795 3,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 90.0 95.3 90.4 95.4 9.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 29 21 31 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,893 COMMITMENTS 4,594 0 155 144,519 149,974 149,268 150,129 14,625 13,764 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 12,455) 2,487 0 -500 8,502 11,423 10,489 10,923 1,966 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.1 88.2 91.5 91.1 91.6 8.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 23 22 26 24 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,915 COMMITMENTS 7,494 2,056 1,468 243,809 258,572 252,771 262,096 15,144 5,819 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 7,054) 340 -775 451 6,137 7,198 6,928 6,874 126 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.8 0.5 91.0 96.5 94.3 97.8 5.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 5 29 39 36 44 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 899,832 COMMITMENTS 7,708 4,041 10,314 868,267 880,176 886,289 894,531 13,543 5,301 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 10,586) 3,208 577 197 7,900 9,307 11,305 10,081 -719 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.4 1.1 96.5 97.8 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 4 5 40 26 50 32 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,203 COMMITMENTS 12,150 0 2,112 295,460 309,629 309,722 311,741 10,481 8,462 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -3,209) 1,962 0 298 -6,362 -1,357 -4,102 -1,059 893 -2,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.7 92.3 96.7 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 0 3 41 40 48 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 607,871 COMMITMENTS 19,700 0 2,383 578,176 602,138 600,259 604,521 7,612 3,350 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,465) -3,545 0 793 4,802 790 2,050 1,583 415 882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.4 95.1 99.1 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 0 3 45 37 53 40 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,244 COMMITMENTS 802 20,374 1,228 439,677 412,829 441,707 434,431 10,537 17,813 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 6,054) 241 3,464 -25 7,692 3,560 7,908 6,999 -1,854 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.5 0.3 97.2 91.3 97.7 96.1 2.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 5 3 34 28 37 35 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,212 COMMITMENTS 920 3,726 248 103,950 100,570 105,118 104,544 3,094 3,668 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,170) -302 -248 0 2,472 2,659 2,170 2,411 0 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.4 0.2 96.1 92.9 97.1 96.6 2.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 17 20 19 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,562 COMMITMENTS 822 0 0 34,585 39,234 35,407 39,234 5,155 1,328 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,317) 0 0 0 2,069 2,317 2,069 2,317 248 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 85.3 96.7 87.3 96.7 12.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 13 16 14 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 351,537 COMMITMENTS 129 1,424 1,455 340,257 344,982 341,841 347,861 9,696 3,676 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 7,125) 129 -1,138 744 6,545 8,744 7,418 8,350 -293 -1,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.4 96.8 98.1 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 2 24 31 26 34 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 194,881 COMMITMENTS 3,392 0 151 181,155 191,591 184,698 191,742 10,183 3,139 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 4,640) -25 0 151 4,083 4,800 4,209 4,951 431 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.1 93.0 98.3 94.8 98.4 5.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 22 23 23 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 232,234 COMMITMENTS 1,230 16,482 298 227,435 206,822 228,963 223,602 3,271 8,632 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -32) 0 646 -102 91 -549 -11 -5 -21 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.1 0.1 97.9 89.1 98.6 96.3 1.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 20 17 22 20 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,241 COMMITMENTS 5,106 4,602 3,551 23,554 24,074 32,211 32,227 1,030 1,014 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 3,712) 964 1,150 1,020 1,542 1,418 3,526 3,588 186 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 13.8 10.7 70.9 72.4 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 6 3 15 17 20 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 645,114 COMMITMENTS 22,052 10,089 5,651 609,018 623,890 636,721 639,630 8,393 5,484 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,030) -4,065 927 834 5,352 -47 2,121 1,714 -91 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.6 0.9 94.4 96.7 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 3 7 7 58 45 66 54 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,732 COMMITMENTS 2,636 0 1,381 192,481 198,629 196,498 200,010 5,234 1,722 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 745) 265 0 -275 586 1,394 576 1,119 169 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.7 95.4 98.5 97.4 99.1 2.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 21 19 23 21 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,598 COMMITMENTS 0 2,530 0 117,417 113,837 117,417 116,367 3,181 4,231 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,309) 0 1,054 0 1,801 255 1,801 1,309 -492 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 97.4 94.4 97.4 96.5 2.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 21 17 21 19 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,242 COMMITMENTS 23,305 7,240 1,260 132,308 149,082 156,873 157,582 1,369 660 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,282) -930 124 930 2,220 1,228 2,220 2,282 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 4.6 0.8 83.6 94.2 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 6 2 38 40 47 47 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 184,582 COMMITMENTS 3,986 1,010 0 179,253 182,415 183,239 183,425 1,343 1,157 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 5,400) 536 740 0 5,263 5,028 5,799 5,768 -399 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.5 0.0 97.1 98.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 0 31 25 34 27 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 30,720 COMMITMENTS 360 0 0 28,061 29,078 28,421 29,078 2,299 1,642 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 3,624) 0 0 0 3,171 3,500 3,171 3,500 453 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 91.3 94.7 92.5 94.7 7.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 10 15 10 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 215,982 COMMITMENTS 1,169 1,755 423 206,220 211,362 207,812 213,540 8,170 2,442 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,638) 646 248 -47 1,949 2,557 2,548 2,758 90 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 0.2 95.5 97.9 96.2 98.9 3.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 1 1 36 38 37 40 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,804 COMMITMENTS 785 280 85 67,889 72,759 68,759 73,124 11,045 6,680 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.4 0.1 85.1 91.2 86.2 91.6 13.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 15 14 17 16 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,449 COMMITMENTS 7,652 239 2,363 175,706 182,795 185,721 185,397 4,728 5,052 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,762) 1,604 29 62 -55 2,006 1,611 2,097 151 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.1 1.2 92.3 96.0 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 2 25 29 27 31 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,043 COMMITMENTS 0 0 0 150,484 154,721 150,484 154,721 11,559 7,322 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 766) 0 -30 -248 1,462 557 1,214 279 -448 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 95.5 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,388 COMMITMENTS 806 0 0 82,622 84,748 83,428 84,748 4,960 3,640 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,690) 0 0 0 1,662 1,325 1,662 1,325 28 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 93.5 95.9 94.4 95.9 5.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 14 21 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,985 COMMITMENTS 5,307 0 0 24,222 28,908 29,529 28,908 3,456 4,077 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 644) 0 0 0 460 764 460 764 184 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.0 0.0 73.4 87.6 89.5 87.6 10.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 12 14 15 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 221,794 COMMITMENTS 8,637 0 0 207,242 206,901 215,879 206,901 5,915 14,893 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,606) -567 0 0 3,347 3,917 2,780 3,917 -174 -1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 93.4 93.3 97.3 93.3 2.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 15 19 17 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,380 COMMITMENTS 2,289 1,440 121 133,814 139,619 136,224 141,180 12,156 7,200 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,129) -671 180 -575 334 1,583 -912 1,188 3,041 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.0 0.1 90.2 94.1 91.8 95.1 8.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 29 27 31 28 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,843 COMMITMENTS 248 563 0 19,171 17,905 19,419 18,468 424 1,375 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.8 0.0 96.6 90.2 97.9 93.1 2.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 9 11 10 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,820 COMMITMENTS 360 700 540 42,128 40,441 43,028 41,681 792 2,139 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,821) -540 700 540 2,821 1,426 2,821 2,666 0 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.6 1.2 96.1 92.3 98.2 95.1 1.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 12 14 14 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 245,148 COMMITMENTS 3,900 5,225 3,020 231,872 228,045 238,792 236,290 6,356 8,858 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 14,355) 1,062 -672 1,208 12,312 13,305 14,582 13,841 -227 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.1 1.2 94.6 93.0 97.4 96.4 2.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 6 1 31 30 36 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 134,269 COMMITMENTS 1,862 372 0 128,739 130,610 130,601 130,982 3,668 3,287 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,409) 570 0 0 1,312 1,500 1,882 1,500 -473 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 0.0 95.9 97.3 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 0 29 23 31 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,976 COMMITMENTS 2,583 0 0 83,201 91,782 85,784 91,782 8,192 2,194 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -2,390) 0 0 0 -4,029 -1,230 -4,029 -1,230 1,639 -1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 88.5 97.7 91.3 97.7 8.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 14 19 15 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 49,529 COMMITMENTS 0 6,343 0 49,139 39,809 49,139 46,152 390 3,377 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 4,090) 0 1,718 0 4,090 2,874 4,090 4,592 0 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.8 0.0 99.2 80.4 99.2 93.2 0.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 0 16 15 16 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 338,699 COMMITMENTS 0 9,694 0 326,208 321,484 326,208 331,178 12,491 7,521 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 8,077) 0 3,002 0 7,924 4,281 7,924 7,283 153 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 96.3 94.9 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 3 0 32 22 32 25 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,132 COMMITMENTS 758 0 450 84,586 93,163 85,794 93,613 8,338 519 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 151) 0 0 0 -1,126 120 -1,126 120 1,277 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.5 89.9 99.0 91.1 99.4 8.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 16 18 17 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 36,966 COMMITMENTS 912 812 1,488 33,654 34,494 36,054 36,794 912 172 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,108) -1,488 0 1,488 2,108 2,200 2,108 3,688 0 -1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.2 4.0 91.0 93.3 97.5 99.5 2.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 8 11 10 13 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 214,549 COMMITMENTS 0 602 469 210,093 209,723 210,562 210,794 3,987 3,755 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,107) 0 602 469 3,443 2,019 3,912 3,090 -1,805 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.2 97.9 97.8 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 19 26 20 28 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 25,883 COMMITMENTS 0 0 0 24,941 24,911 24,941 24,911 942 972 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 837) 0 0 0 837 837 837 837 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 96.2 96.4 96.2 3.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 10 12 10 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 32,359 COMMITMENTS 6,027 141 1,534 24,677 30,643 32,238 32,318 121 41 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -85) -286 2 248 -46 -336 -84 -86 -1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.4 4.7 76.3 94.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 1 8 24 25 35 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 29,425 COMMITMENTS 3,582 145 608 25,045 28,672 29,235 29,425 190 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 125) 25 0 0 100 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.5 2.1 85.1 97.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 3 22 23 28 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 141,164 COMMITMENTS 20,256 2,660 1,193 119,235 136,986 140,684 140,839 480 325 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 6,812) 843 -425 -187 5,897 7,452 6,553 6,840 259 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 1.9 0.8 84.5 97.0 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 6 9 33 38 50 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,270 COMMITMENTS 6,993 1,213 937 51,193 56,930 59,123 59,080 147 190 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 969) -181 43 180 933 698 932 921 37 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.0 1.6 86.4 96.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 3 8 27 22 37 30 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 37,864 COMMITMENTS 1,503 920 634 35,722 36,270 37,859 37,824 5 40 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 31) 188 -57 -62 -95 150 31 31 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.4 1.7 94.3 95.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 18 17 21 22 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 48,007 COMMITMENTS 11,690 5,308 672 35,174 41,649 47,536 47,629 471 378 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 440) 0 -70 0 845 624 845 554 -405 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 11.1 1.4 73.3 86.8 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 23 25 25 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,347 COMMITMENTS 11,025 3,975 1,959 44,443 52,086 57,427 58,020 920 327 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,116) 337 -330 100 907 1,346 1,344 1,116 -228 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 6.8 3.4 76.2 89.3 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 1 4 27 27 40 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,103 COMMITMENTS 884 5,280 1,354 66,438 62,449 68,676 69,083 427 20 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,772) 0 0 -5 1,777 1,777 1,772 1,772 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.6 2.0 96.1 90.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 23 21 26 24 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 91,983 COMMITMENTS 963 6,059 1,457 89,026 84,442 91,446 91,958 537 25 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,772) 120 240 -75 1,607 1,607 1,652 1,772 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.6 1.6 96.8 91.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 2 25 23 28 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,973 COMMITMENTS 100 69 41 29,817 29,237 29,958 29,347 15 626 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,176) 0 0 8 2,165 2,052 2,173 2,060 3 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 0.1 99.5 97.5 99.9 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 13 19 14 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 29,563 COMMITMENTS 600 450 0 28,727 29,083 29,327 29,533 236 30 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 75) -50 0 0 125 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.5 0.0 97.2 98.4 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 17 17 18 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 28,600 COMMITMENTS 900 0 0 27,627 28,600 28,527 28,600 73 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.6 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 14 16 14 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 125,440 COMMITMENTS 13,185 11,526 4,608 107,014 108,991 124,807 125,125 633 315 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 3,413) 575 1,458 -56 2,893 1,809 3,412 3,211 1 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 9.2 3.7 85.3 86.9 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 10 12 43 41 62 59 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 28,075 COMMITMENTS 300 600 0 26,973 27,475 27,273 28,075 802 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.1 0.0 96.1 97.9 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 13 14 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,762 COMMITMENTS 300 600 0 25,660 26,162 25,960 26,762 802 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.2 0.0 95.9 97.8 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 13 15 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 38,901 COMMITMENTS 50 8,013 0 38,816 30,888 38,866 38,901 35 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,568) 0 900 0 2,568 1,668 2,568 2,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 20.6 0.0 99.8 79.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 14 16 15 19 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 33,848 COMMITMENTS 0 5,313 0 33,813 28,535 33,813 33,848 35 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,052) 0 900 0 2,052 1,152 2,052 2,052 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.7 0.0 99.9 84.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 12 16 12 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 74,484 COMMITMENTS 6,768 2,755 1,550 65,575 69,307 73,893 73,612 591 872 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,580) 1,050 225 25 475 1,150 1,550 1,400 30 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 3.7 2.1 88.0 93.0 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 5 24 24 32 29 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,344 COMMITMENTS 100 169 0 34,129 33,657 34,229 33,826 115 518 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,023) 0 169 0 2,020 1,857 2,020 2,026 3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.5 0.0 99.4 98.0 99.7 98.5 0.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 21 15 22 16 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 46,511 COMMITMENTS 1,360 560 0 44,685 45,942 46,045 46,502 466 9 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 714) -20 0 0 649 705 629 705 85 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.2 0.0 96.1 98.8 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 0 22 21 25 25 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,814 COMMITMENTS 2,749 0 10 46,349 49,409 49,108 49,419 706 395 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,791) 310 0 0 2,459 2,791 2,769 2,791 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.0 93.0 99.2 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 19 17 22 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,811 COMMITMENTS 3,593 50 119 52,617 56,447 56,329 56,616 482 195 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 4,211) 837 0 0 3,352 4,201 4,189 4,201 22 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.1 0.2 92.6 99.4 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 22 19 25 21 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 88,722 COMMITMENTS 662 1,486 1,380 85,940 85,806 87,982 88,672 740 50 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,308) 0 -293 111 1,142 1,490 1,253 1,308 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.7 1.6 96.9 96.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 5 25 28 30 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 112,361 COMMITMENTS 2,847 5,899 2,452 106,591 103,590 111,890 111,941 471 420 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 146) -446 -680 116 446 605 116 41 30 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.3 2.2 94.9 92.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 4 6 28 31 40 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 65,513 COMMITMENTS 1,395 5,248 402 63,666 59,803 65,463 65,453 50 60 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 961) 195 -260 135 586 1,086 916 961 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 8.0 0.6 97.2 91.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 3 23 14 27 19 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 53,766 COMMITMENTS 0 2,296 1,010 52,756 50,460 53,766 53,766 0 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 775) -55 245 5 825 525 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 1.9 98.1 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 3 18 10 21 15 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| 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: 47,435 COMMITMENTS 0 984 120 46,279 46,164 46,399 47,268 1,036 167 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -910) 0 0 0 -819 -973 -819 -973 -91 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.3 97.6 97.3 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 21 19 22 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 51,136 COMMITMENTS 1,646 3,281 160 48,692 47,283 50,498 50,724 638 412 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -847) -167 398 -42 -815 -1,278 -1,024 -922 177 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.4 0.3 95.2 92.5 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 1 23 23 26 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 19,096 COMMITMENTS 50 2,372 0 18,521 16,661 18,571 19,033 525 63 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 12.4 0.0 97.0 87.2 97.3 99.7 2.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 15 13 16 15 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 17,247 COMMITMENTS 50 1,065 0 16,305 16,154 16,355 17,219 892 28 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 270) 0 0 0 375 270 375 270 -105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.2 0.0 94.5 93.7 94.8 99.8 5.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 13 11 14 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,236 COMMITMENTS 1,581 30 192 21,951 23,629 23,724 23,851 512 385 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 110) -10 0 0 120 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.1 0.8 90.6 97.5 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 15 17 19 20 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 15,682 COMMITMENTS 591 70 110 14,430 14,809 15,131 14,989 551 693 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 79) 0 0 0 79 -171 79 -171 0 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.4 0.7 92.0 94.4 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 12 19 14 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 40,515 COMMITMENTS 3,811 5,223 760 35,251 34,247 39,822 40,230 693 285 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -86) 124 20 0 -210 -116 -86 -96 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 12.9 1.9 87.0 84.5 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 3 28 25 34 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 22,305 COMMITMENTS 1,296 2,655 671 19,886 18,859 21,853 22,185 452 120 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -236) 0 0 0 -236 -236 -236 -236 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 11.9 3.0 89.2 84.6 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 21 21 25 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,411 COMMITMENTS 1,304 75 308 14,737 15,959 16,349 16,342 62 69 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.5 1.9 89.8 97.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 2 18 14 23 18 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 19,933 COMMITMENTS 2,470 0 0 17,143 19,933 19,613 19,933 320 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 0.0 86.0 100.0 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 12 10 16 10 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,049 COMMITMENTS 360 180 100 13,384 13,689 13,844 13,969 205 80 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,175) 0 80 0 1,175 1,095 1,175 1,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.3 0.7 95.3 97.4 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 13 15 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,038 COMMITMENTS 2,870 0 890 41,749 45,148 45,509 46,038 529 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 495) 0 0 0 560 495 560 495 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 1.9 90.7 98.1 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 18 22 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,608 COMMITMENTS 2,185 0 855 45,079 47,753 48,119 48,608 489 0 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 390) 0 0 0 485 390 485 390 -95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 1.8 92.7 98.2 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 20 17 21 18 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,391 COMMITMENTS 1,510 3,023 2,163 111,369 109,785 115,042 114,971 349 420 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,313) 64 150 356 890 814 1,310 1,320 3 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.6 1.9 96.5 95.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 5 8 38 33 51 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 127,396 COMMITMENTS 1,848 3,817 2,494 122,893 120,663 127,235 126,974 161 422 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,161) 175 -57 340 605 924 1,120 1,207 41 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.0 2.0 96.5 94.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 7 7 43 35 54 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 286,850 COMMITMENTS 35,300 6,998 17,655 233,280 261,346 286,235 285,999 615 851 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 16,357) 3,873 -3,882 2,106 10,339 17,522 16,318 15,746 39 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 2.4 6.2 81.3 91.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 11 27 51 50 87 80 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,900 COMMITMENTS 2,600 0 0 12,400 15,695 15,000 15,695 900 205 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 460) 0 0 0 450 475 450 475 10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 0.0 0.0 78.0 98.7 94.3 98.7 5.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 11 11 14 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,470 COMMITMENTS 1,570 600 0 10,900 12,720 12,470 13,320 1,000 150 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 275) 0 0 0 280 265 280 265 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 4.5 0.0 80.9 94.4 92.6 98.9 7.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 11 11 13 12 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 24,125 COMMITMENTS 1,205 3,340 180 22,100 20,135 23,485 23,655 640 470 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 13.8 0.7 91.6 83.5 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 6 4 20 20 26 27 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 31,129 COMMITMENTS 535 2,780 145 30,379 28,179 31,059 31,104 70 25 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 6,230) -50 2,100 0 6,280 4,105 6,230 6,205 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 8.9 0.5 97.6 90.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 27 24 29 28 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 15,555 COMMITMENTS 2,525 0 0 12,610 15,375 15,135 15,375 420 180 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,440 1,440 1,440 1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.0 0.0 81.1 98.8 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 0 19 13 23 13 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,709 COMMITMENTS 351 535 289 5,246 4,864 5,886 5,688 823 1,021 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 525) 36 35 -21 393 432 408 446 117 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 8.0 4.3 78.2 72.5 87.7 84.8 12.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 4 5 27 27 33 34 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 32,151 COMMITMENTS 5,387 80 239 26,330 31,628 31,956 31,947 195 204 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 858) 24 0 0 824 853 848 853 10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.2 0.7 81.9 98.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 1 34 37 38 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,009 COMMITMENTS 290 1,040 0 14,634 13,702 14,924 14,742 85 267 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 313) 0 -120 0 358 468 358 348 -45 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 6.9 0.0 97.5 91.3 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 24 29 25 31 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,219 COMMITMENTS 3,276 923 569 11,760 14,234 15,605 15,726 614 493 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 364) -298 10 100 557 254 359 364 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 5.7 3.5 72.5 87.8 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 5 4 38 40 44 46 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 8,393 COMMITMENTS 0 50 70 7,597 7,796 7,667 7,916 726 477 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 120) 0 0 0 115 135 115 135 5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 90.5 92.9 91.3 94.3 8.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 14 20 16 22 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 28,045 COMMITMENTS 4,287 1,252 1,915 21,834 24,670 28,036 27,837 9 208 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 2,133) 221 534 -223 2,135 1,822 2,133 2,133 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.5 6.8 77.9 88.0 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 4 3 32 31 36 37 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 63,370 COMMITMENTS 10,228 4,307 5,463 47,512 53,115 63,203 62,885 167 485 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,491) -1,000 39 353 2,412 1,253 1,765 1,645 -274 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 6.8 8.6 75.0 83.8 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 9 9 14 74 72 91 88 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,295 COMMITMENTS 112 0 42 1,586 1,784 1,740 1,826 555 469 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 83) -10 0 0 103 135 93 135 -10 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 1.8 69.1 77.7 75.8 79.6 24.2 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 13 18 16 19 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 10,033 COMMITMENTS 0 210 0 8,953 8,743 8,953 8,953 1,080 1,080 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,097) 0 0 0 1,097 1,097 1,097 1,097 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 89.2 87.1 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 16 12 17 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 63,970 COMMITMENTS 0 200 0 62,781 62,840 62,781 63,040 1,189 930 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 1,860) 0 0 0 971 1,335 971 1,335 889 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 98.1 98.2 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 0 28 26 28 27 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 17,679 COMMITMENTS 0 0 0 17,544 17,199 17,544 17,199 135 480 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: -254) 0 0 0 -254 -386 -254 -386 0 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 97.3 99.2 97.3 0.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 16 16 16 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 06/15/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 160,089 COMMITMENTS 0 0 0 153,649 146,750 153,649 146,750 6,440 13,339 CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 3,063) 0 0 0 2,698 2,518 2,698 2,518 365 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 91.7 96.0 91.7 4.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 16 12 16
Updated June 21, 2021