CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,446 COMMITMENTS 4,656 16,323 531 38,165 26,517 43,352 43,371 94 75 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,402) 157 163 291 942 948 1,390 1,402 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 37.6 1.2 87.8 61.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 7 4 18 18 27 27 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 147,689 COMMITMENTS 42,246 18,772 5,016 100,427 123,901 147,689 147,689 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 400) 100 100 500 -200 -200 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 12.7 3.4 68.0 83.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 7 4 16 16 23 27 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 173,639 COMMITMENTS 23,145 28,719 6,272 144,212 138,648 173,629 173,639 10 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 12,680) 2,645 500 1,855 8,180 10,325 12,680 12,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 16.5 3.6 83.1 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 4 6 20 12 29 21 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 116,921 COMMITMENTS 50,234 32,374 6,752 59,042 77,601 116,028 116,728 892 193 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 4,932) 563 778 2,216 1,929 1,873 4,708 4,867 224 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 27.7 5.8 50.5 66.4 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 28 9 11 25 21 58 37 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,290 COMMITMENTS 5,104 2,980 1,686 24,444 26,624 31,234 31,290 56 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -211) 225 -4 -250 -206 44 -231 -210 20 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 9.5 5.4 78.1 85.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 2 1 14 11 21 14 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 22,120 COMMITMENTS 845 15,897 665 20,610 5,146 22,120 21,708 0 412 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,029) 770 -467 15 244 1,069 1,029 617 0 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 71.9 3.0 93.2 23.3 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 1 11 4 16 9 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 17,173 COMMITMENTS 2,015 3,260 225 14,933 13,688 17,173 17,173 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 19.0 1.3 87.0 79.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 7 3 11 10 15 17 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,432 COMMITMENTS 2,745 7,170 540 18,122 13,722 21,407 21,432 25 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 383) 360 50 100 -77 233 383 383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 33.5 2.5 84.6 64.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 7 2 11 11 13 20 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 13,664 COMMITMENTS 6,765 390 0 6,899 13,274 13,664 13,664 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 875) 100 0 0 775 875 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.5 2.9 0.0 50.5 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 0 10 8 14 11 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 49,621 COMMITMENTS 20,716 14,320 4,851 24,054 30,450 49,621 49,621 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,300) 549 -751 851 -100 1,200 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 28.9 9.8 48.5 61.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 4 4 16 13 23 19 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,681 COMMITMENTS 7,865 60 32 24,881 33,587 32,778 33,680 902 1 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 29) -18 60 -26 -14 -4 -58 29 87 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 0.2 0.1 73.9 99.7 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 1 2 13 10 21 13 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 8,053 COMMITMENTS 120 351 5 7,823 7,687 7,948 8,043 105 10 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 53) 0 184 -25 12 -116 -13 43 66 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.4 0.1 97.1 95.5 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 15 17 17 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 25,088 COMMITMENTS 6,216 721 357 18,390 23,912 24,963 24,990 125 98 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,760) 458 196 130 2,115 2,358 2,703 2,684 57 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 2.9 1.4 73.3 95.3 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 3 29 34 34 37 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 17,524 COMMITMENTS 125 4,977 54 16,555 12,493 16,734 17,524 790 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,940) 0 550 54 2,843 2,340 2,897 2,944 43 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 28.4 0.3 94.5 71.3 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 21 18 24 22 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,672 COMMITMENTS 0 411 439 4,080 3,676 4,519 4,526 153 146 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 653) 0 28 0 653 625 653 653 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.8 9.4 87.3 78.7 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 13 11 15 14 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,245,898 COMMITMENTS 1074495 22,584 420,758 4710077 5781747 6205330 6225089 40,568 20,809 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 17,923) 72,224 -306 -45,636 -3,297 63,678 23,291 17,736 -5,368 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 0.4 6.7 75.4 92.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 60 14 51 153 128 223 183 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,447,302 COMMITMENTS 47,259 23,937 513,820 883,604 907,407 1444683 1445165 2,619 2,138 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 55,239) 4,636 7,650 42,466 8,861 5,640 55,964 55,756 -725 -517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.7 35.5 61.1 62.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 18 12 26 52 49 80 77 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,021 COMMITMENTS 1,376 961 124 172,969 189,652 174,469 190,737 20,552 4,284 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -10,578) 92 -1,005 0 -9,240 -5,148 -9,148 -6,153 -1,430 -4,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.5 0.1 88.7 97.2 89.5 97.8 10.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 1 24 19 25 23 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,872 COMMITMENTS 237 2,750 155 129,130 121,076 129,522 123,981 7,350 12,891 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,575) -1,526 1,094 -455 -6,766 -8,075 -8,747 -7,436 172 -1,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.0 0.1 94.3 88.5 94.6 90.6 5.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 21 23 22 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,548 COMMITMENTS 5,958 3,689 1,203 254,057 257,003 261,218 261,895 9,330 8,653 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -19,587) -1,661 644 -1,556 -13,117 -13,932 -16,334 -14,844 -3,253 -4,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.4 0.4 93.9 95.0 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 5 2 27 36 35 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,049,175 COMMITMENTS 3,345 7,085 1,462 1034856 1037438 1039663 1045985 9,512 3,190 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,829) 1,602 -151 335 13,530 16,359 15,467 16,543 362 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.7 0.1 98.6 98.9 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 3 3 41 26 48 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,636 COMMITMENTS 6,581 4,850 309 336,883 337,780 343,773 342,939 15,863 16,697 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -22,121) -5,644 -609 -183 -14,671 -23,482 -20,498 -24,274 -1,623 2,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.3 0.1 93.7 93.9 95.6 95.4 4.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 3 2 39 32 42 37 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 595,279 COMMITMENTS 4,755 1,726 1,147 583,506 590,099 589,408 592,972 5,871 2,307 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -26,413) -88 1,726 118 -23,593 -24,504 -23,563 -22,660 -2,850 -3,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.3 0.2 98.0 99.1 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 1 2 38 40 42 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 463,937 COMMITMENTS 2,441 1,176 0 453,527 448,441 455,968 449,617 7,969 14,320 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -19,732) 2,441 0 0 -21,332 -16,927 -18,891 -16,927 -841 -2,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.3 0.0 97.8 96.7 98.3 96.9 1.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 2 0 31 32 32 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,588 COMMITMENTS 0 0 0 84,587 85,548 84,587 85,548 5,001 4,040 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,439) 0 0 0 -7,133 -8,100 -7,133 -8,100 -1,306 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.4 95.5 94.4 95.5 5.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 19 14 19 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,166 COMMITMENTS 0 0 0 19,608 19,750 19,608 19,750 558 416 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,214) -1,364 0 0 -2,974 -4,351 -4,338 -4,351 124 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.2 97.9 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 19 16 19 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 333,662 COMMITMENTS 2,015 1,196 1,394 319,563 327,778 322,972 330,368 10,690 3,294 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -17,627) -165 -1,861 156 -13,535 -15,208 -13,544 -16,913 -4,083 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.4 0.4 95.8 98.2 96.8 99.0 3.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 1 26 29 28 31 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 173,917 COMMITMENTS 0 0 0 163,601 166,590 163,601 166,590 10,316 7,327 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,048) 0 -341 0 -7,938 -8,131 -7,938 -8,472 -110 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.1 95.8 94.1 95.8 5.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 20 20 20 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,687 COMMITMENTS 0 6,479 0 244,485 238,078 244,485 244,557 3,202 3,130 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -12,312) 0 -1,345 0 -10,935 -10,465 -10,935 -11,810 -1,377 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 98.7 96.1 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 21 17 21 19 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,980 COMMITMENTS 3,120 0 0 19,794 23,254 22,914 23,254 1,066 726 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -10,290) -2,334 0 0 -6,683 -9,776 -9,017 -9,776 -1,273 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 0.0 0.0 82.5 97.0 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 0 14 18 18 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 600,315 COMMITMENTS 8,739 10,754 5,118 578,669 579,445 592,526 595,317 7,789 4,998 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -21,284) -468 -296 -689 -16,937 -20,175 -18,094 -21,160 -3,190 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.8 0.9 96.4 96.5 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 3 9 5 54 41 61 51 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,848 COMMITMENTS 449 1,725 549 203,554 205,128 204,552 207,402 4,296 1,446 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -9,111) -1,751 1,725 -32 -2,648 -9,374 -4,431 -7,681 -4,680 -1,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.8 0.3 97.5 98.2 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 20 19 22 21 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 159,166 COMMITMENTS 1,176 1,160 0 150,065 155,650 151,241 156,810 7,925 2,356 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -39,600) -9,176 -2,517 0 -28,064 -34,263 -37,240 -36,780 -2,360 -2,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.7 0.0 94.3 97.8 95.0 98.5 5.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 0 21 19 22 21 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,198 COMMITMENTS 10,569 4,601 0 152,990 158,791 163,559 163,392 639 806 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -45,273) -10,047 -3,044 -248 -31,447 -38,075 -41,742 -41,367 -3,531 -3,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.8 0.0 93.2 96.7 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 5 5 0 40 33 45 38 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,310 COMMITMENTS 1,705 0 0 101,134 104,535 102,839 104,535 2,471 775 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -15,736) -2,201 0 -155 -14,437 -14,713 -16,793 -14,868 1,057 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 96.0 99.3 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 0 0 21 25 24 25 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 17,294 COMMITMENTS 0 0 0 16,109 15,836 16,109 15,836 1,185 1,458 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,704) 0 0 0 -5,909 -5,115 -5,909 -5,115 205 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.1 91.6 93.1 91.6 6.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 10 12 10 12 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 228,341 COMMITMENTS 7,328 433 1,036 214,030 223,633 222,394 225,102 5,947 3,239 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -12,590) -345 -1,459 98 -12,647 -9,710 -12,894 -11,071 304 -1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.2 0.5 93.7 97.9 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 2 2 34 38 38 40 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,954 COMMITMENTS 0 0 0 120,408 120,290 120,408 120,290 546 664 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -11,526) 0 0 0 -11,402 -10,773 -11,402 -10,773 -124 -753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 12 17 12 17 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,687 COMMITMENTS 0 0 0 74,467 72,744 74,467 72,744 11,220 12,943 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,471) 0 -394 0 -4,027 -4,212 -4,027 -4,606 -444 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.9 84.9 86.9 84.9 13.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 15 18 15 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,263 COMMITMENTS 0 1,143 0 186,338 183,941 186,338 185,084 5,925 7,179 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -15,803) -217 -248 0 -14,858 -15,767 -15,075 -16,015 -728 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 96.9 95.7 96.9 96.3 3.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 0 24 29 24 31 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,442 COMMITMENTS 0 416 0 175,262 180,629 175,262 181,045 11,180 5,397 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,871) 0 -679 0 -11,371 -5,979 -11,371 -6,658 5,500 787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 94.0 96.9 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 19 20 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,372 COMMITMENTS 0 0 0 82,217 88,469 82,217 88,469 9,155 2,903 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,872) 0 0 0 -405 3,992 -405 3,992 3,277 -1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.0 96.8 90.0 96.8 10.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 18 16 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,943 COMMITMENTS 1,773 0 450 21,244 24,043 23,467 24,493 2,476 1,450 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -6,904) -2,034 -450 186 -4,753 -5,251 -6,601 -5,515 -303 -1,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 1.7 81.9 92.7 90.5 94.4 9.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 13 15 16 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 218,827 COMMITMENTS 4,334 0 0 206,182 199,379 210,516 199,379 8,311 19,448 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,945) -1,189 0 0 -3,791 -4,478 -4,980 -4,478 35 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 94.2 91.1 96.2 91.1 3.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 11 18 14 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,603 COMMITMENTS 5,290 0 897 148,124 157,154 154,311 158,051 8,292 4,552 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,806) -419 -1,452 134 -3,157 -557 -3,442 -1,875 -364 -1,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 0.6 91.1 96.6 94.9 97.2 5.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 0 1 31 30 35 31 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,616 COMMITMENTS 472 0 0 45,439 45,202 45,911 45,202 2,705 3,414 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -9,331) -713 0 -124 -8,092 -7,021 -8,929 -7,145 -402 -2,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 93.5 93.0 94.4 93.0 5.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 11 13 12 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 230,278 COMMITMENTS 2,678 3,256 0 223,274 219,502 225,952 222,758 4,326 7,520 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -15,419) -527 -1,119 0 -8,638 -11,682 -9,165 -12,801 -6,254 -2,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.4 0.0 97.0 95.3 98.1 96.7 1.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 2 0 32 35 34 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 112,670 COMMITMENTS 0 0 0 109,874 109,134 109,874 109,134 2,796 3,536 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -6,814) 0 0 0 -5,794 -4,969 -5,794 -4,969 -1,020 -1,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 96.9 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 24 23 24 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 112,335 COMMITMENTS 0 0 0 104,298 109,801 104,298 109,801 8,037 2,534 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,759) 0 0 0 -7,640 -6,948 -7,640 -6,948 -1,119 -1,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.8 97.7 92.8 97.7 7.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 13 18 13 18 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 28,805 COMMITMENTS 0 0 0 26,165 26,812 26,165 26,812 2,640 1,993 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -11,177) -248 0 0 -10,297 -9,813 -10,545 -9,813 -632 -1,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.8 93.1 90.8 93.1 9.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 10 16 10 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 331,383 COMMITMENTS 426 0 0 318,715 324,075 319,141 324,075 12,242 7,308 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -16,560) 0 -2,027 -112 -15,632 -14,860 -15,744 -16,999 -816 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 96.2 97.8 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 29 22 30 22 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 95,964 COMMITMENTS 0 0 0 88,034 93,988 88,034 93,988 7,930 1,976 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -7,029) 0 0 0 -6,422 -6,843 -6,422 -6,843 -607 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.7 97.9 91.7 97.9 8.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 13 14 13 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 178,587 COMMITMENTS 0 0 0 172,733 175,907 172,733 175,907 5,854 2,680 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,469) 0 -580 0 -2,208 1,634 -2,208 1,054 -1,261 -4,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 98.5 96.7 98.5 3.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 18 26 18 26 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 33,834 COMMITMENTS 4,989 1,392 1,873 26,967 30,569 33,829 33,834 5 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 538) 1,266 125 193 -906 220 553 538 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 4.1 5.5 79.7 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 7 6 22 24 32 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 32,658 COMMITMENTS 3,280 1,035 2,125 27,252 29,498 32,657 32,658 1 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,791) 375 -600 375 1,040 2,016 1,790 1,791 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 3.2 6.5 83.4 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 5 7 20 18 28 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 131,307 COMMITMENTS 22,233 4,497 1,908 106,410 124,582 130,551 130,987 756 320 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,485) -763 -77 -540 -3,280 -3,718 -4,583 -4,335 98 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 3.4 1.5 81.0 94.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 13 9 9 33 38 49 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,347 COMMITMENTS 5,679 758 2,196 49,472 54,333 57,347 57,287 0 60 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,091) 418 31 126 -3,635 -3,263 -3,091 -3,106 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.3 3.8 86.3 94.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 4 7 25 24 36 33 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 32,210 COMMITMENTS 375 2,084 200 31,635 29,926 32,210 32,210 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,552) 0 -75 50 -1,602 -1,527 -1,552 -1,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 6.5 0.6 98.2 92.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 3 14 12 18 17 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 49,278 COMMITMENTS 14,104 5,688 1,038 33,804 42,155 48,946 48,881 332 397 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,203) -416 334 -309 -458 -1,037 -1,183 -1,012 -20 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 11.5 2.1 68.6 85.5 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 3 22 24 27 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 63,256 COMMITMENTS 18,729 5,532 1,619 41,968 55,778 62,316 62,929 940 327 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,441) -1,079 499 -339 -1,194 -2,396 -2,612 -2,236 171 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 8.7 2.6 66.3 88.2 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 5 3 23 25 29 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,541 COMMITMENTS 1,264 511 1,704 58,087 59,326 61,055 61,541 486 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,070) -180 -212 -120 -3,678 -3,253 -3,978 -3,585 -92 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.8 2.8 94.4 96.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 3 26 27 29 32 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 82,282 COMMITMENTS 1,225 727 2,151 78,390 79,334 81,766 82,212 516 70 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,903) -344 -230 -35 -3,259 -3,133 -3,638 -3,398 -265 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.9 2.6 95.3 96.4 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 3 28 22 32 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,970 COMMITMENTS 0 0 0 33,723 33,076 33,723 33,076 247 894 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,540) -75 -195 0 -2,695 -2,540 -2,770 -2,735 230 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.3 97.4 99.3 97.4 0.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 15 16 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 27,962 COMMITMENTS 1,560 700 0 26,051 27,221 27,611 27,921 351 41 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -895) 0 -50 0 -895 -813 -895 -863 0 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 2.5 0.0 93.2 97.3 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 18 18 20 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 100,460 COMMITMENTS 10,994 2,892 2,629 86,371 94,825 99,993 100,345 467 115 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,456) -144 -425 60 -1,367 -1,075 -1,450 -1,439 -6 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 2.9 2.6 86.0 94.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 11 12 42 37 60 55 ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,111 COMMITMENTS 75 0 0 17,004 17,571 17,079 17,571 1,032 540 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 636) 25 -25 0 611 661 636 636 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 93.9 97.0 94.3 97.0 5.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 13 13 13 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,090 COMMITMENTS 3,518 1,600 250 55,680 57,568 59,448 59,418 642 672 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,622) -510 75 -100 -3,362 -3,586 -3,972 -3,611 350 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.7 0.4 92.7 95.8 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 21 20 26 23 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,745 COMMITMENTS 100 0 0 38,611 37,949 38,711 37,949 34 796 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,655) -125 -135 0 -1,520 -1,600 -1,645 -1,735 -10 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.7 97.9 99.9 97.9 0.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 22 19 23 19 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,568 COMMITMENTS 267 1,791 0 39,905 38,726 40,172 40,517 396 51 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,110) -60 -119 -20 -1,008 -1,001 -1,088 -1,140 -22 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.4 0.0 98.4 95.5 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 7 0 21 21 22 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,948 COMMITMENTS 2,131 0 60 50,934 53,648 53,125 53,708 823 240 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,799) -36 0 -25 -3,433 -3,744 -3,494 -3,769 -305 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 0.1 94.4 99.4 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 21 16 24 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,331 COMMITMENTS 2,415 0 240 55,116 57,901 57,771 58,141 560 190 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,449) -63 -135 -21 -3,090 -3,298 -3,174 -3,454 -275 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.4 94.5 99.3 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 1 24 17 28 18 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 86,490 COMMITMENTS 3,111 0 1,833 81,190 84,349 86,134 86,182 356 308 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,591) 408 -762 -185 -4,002 -2,882 -3,779 -3,829 188 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 2.1 93.9 97.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 3 23 23 27 26 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 103,593 COMMITMENTS 4,760 1,145 3,213 94,977 99,031 102,951 103,389 642 204 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,000) 681 -277 -402 -4,458 -3,429 -4,178 -4,108 178 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.1 3.1 91.7 95.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 8 10 26 30 38 44 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 55,979 COMMITMENTS 1,114 3,829 384 54,461 51,691 55,959 55,904 20 75 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,052) 98 -856 213 -3,363 -2,439 -3,052 -3,082 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.8 0.7 97.3 92.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 4 19 13 24 19 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 44,145 COMMITMENTS 300 2,050 75 43,770 42,020 44,145 44,145 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,850) -75 300 75 -1,850 -2,225 -1,850 -1,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.6 0.2 99.2 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 6 1 14 11 16 17 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,911 COMMITMENTS 442 2,040 132 54,132 52,739 54,706 54,911 205 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -996) -181 54 -136 -774 -834 -1,091 -916 95 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.7 0.2 98.6 96.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 24 21 26 25 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 63,234 COMMITMENTS 2,226 5,577 168 59,818 57,010 62,212 62,755 1,022 479 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -193) 1,075 127 -163 -1,199 -343 -287 -379 94 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 8.8 0.3 94.6 90.2 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 3 22 21 28 28 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,355 COMMITMENTS 210 2,924 350 23,490 20,965 24,050 24,239 305 116 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,051) 160 -363 186 -1,209 -586 -863 -763 -188 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 12.0 1.4 96.4 86.1 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 1 15 15 19 18 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 21,758 COMMITMENTS 50 1,285 0 21,323 20,435 21,373 21,720 385 38 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,198) 0 -15 0 -990 -963 -990 -978 -208 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.9 0.0 98.0 93.9 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 16 13 17 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,683 COMMITMENTS 1,526 1,067 706 24,028 24,301 26,260 26,074 423 609 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,540) 62 -85 -107 -1,306 -1,336 -1,351 -1,528 -189 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 4.0 2.6 90.0 91.1 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 3 16 18 21 22 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 16,584 COMMITMENTS 816 948 162 14,791 15,189 15,769 16,299 815 285 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,378) 155 -121 -275 -1,327 -982 -1,447 -1,378 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.7 1.0 89.2 91.6 95.1 98.3 4.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 14 10 17 13 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,531 COMMITMENTS 4,257 7,460 1,569 45,523 42,192 51,349 51,221 182 310 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,055) -228 154 -19 -1,844 -2,403 -2,091 -2,268 36 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 14.5 3.0 88.3 81.9 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 7 5 23 22 31 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 30,682 COMMITMENTS 1,135 3,506 1,305 27,899 25,616 30,339 30,427 343 255 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,369) -75 55 68 -1,208 -1,407 -1,215 -1,284 -154 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 11.4 4.3 90.9 83.5 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 3 19 18 23 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,811 COMMITMENTS 1,748 142 100 14,948 16,542 16,796 16,784 15 27 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 125) 75 0 0 50 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.8 0.6 88.9 98.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 1 17 15 20 18 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 21,641 COMMITMENTS 2,660 0 100 18,806 21,541 21,566 21,641 75 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 0.0 0.5 86.9 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 1 15 11 20 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,086 COMMITMENTS 815 450 110 8,858 9,426 9,783 9,986 303 100 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -543) 40 0 -105 -375 -223 -440 -328 -103 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.5 1.1 87.8 93.5 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 14 13 17 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,419 COMMITMENTS 645 350 205 8,304 8,764 9,154 9,319 265 100 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -447) 65 0 -105 -340 -117 -380 -222 -67 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 3.7 2.2 88.2 93.0 97.2 98.9 2.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 14 12 17 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,944 COMMITMENTS 1,815 0 2,185 44,750 46,749 48,750 48,934 194 10 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,311) 115 0 -265 -1,905 -1,911 -2,055 -2,176 -256 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 4.5 91.4 95.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 1 19 14 23 15 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,329 COMMITMENTS 1,845 0 2,160 45,120 47,137 49,125 49,297 204 32 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,316) 65 0 -215 -1,440 -2,018 -1,590 -2,233 -726 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 4.4 91.5 95.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 0 1 18 13 24 14 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,579 COMMITMENTS 1,401 8,751 1,449 107,310 100,182 110,160 110,382 419 197 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,811) -9 -506 -515 -5,171 -3,928 -5,695 -4,949 -116 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 7.9 1.3 97.0 90.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 7 6 37 33 45 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 116,814 COMMITMENTS 2,539 8,796 2,045 112,089 105,896 116,673 116,737 141 77 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,202) 619 693 -1,291 -7,106 -6,684 -7,778 -7,282 -424 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 7.5 1.8 96.0 90.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 8 8 40 37 52 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 518,705 COMMITMENTS 39,110 18,561 50,731 428,503 448,898 518,345 518,190 360 515 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,608) 244 -1,564 -797 -931 1,848 -1,485 -514 -123 -1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 3.6 9.8 82.6 86.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 29 20 31 50 51 90 92 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,605 COMMITMENTS 2,650 550 135 11,205 13,830 13,990 14,515 615 90 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -615) -155 -50 40 -930 -195 -1,045 -205 430 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 3.8 0.9 76.7 94.7 95.8 99.4 4.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 15 14 18 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,076 COMMITMENTS 2,050 550 160 9,151 11,216 11,361 11,926 715 150 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -730) -465 -50 65 -770 -335 -1,170 -320 440 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 4.6 1.3 75.8 92.9 94.1 98.8 5.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 13 13 16 15 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 8,684 COMMITMENTS 860 0 45 7,759 8,609 8,664 8,654 20 30 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -866) -65 0 45 -856 -911 -876 -866 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 0.0 0.5 89.3 99.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 1 21 20 26 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,707 COMMITMENTS 163 413 270 5,490 5,130 5,923 5,813 784 894 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 359) -24 -22 70 325 373 371 421 -12 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 6.2 4.0 81.9 76.5 88.3 86.7 11.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 5 26 27 31 33 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 30,968 COMMITMENTS 1,374 38 160 29,382 30,739 30,916 30,937 52 31 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 752) 47 0 0 727 797 774 797 -22 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.1 0.5 94.9 99.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 1 41 36 45 37 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,121 COMMITMENTS 1,071 0 15 18,979 19,892 20,065 19,907 56 214 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 822) -20 0 0 831 971 811 971 11 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.0 0.1 94.3 98.9 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 22 23 25 24 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 13,340 COMMITMENTS 283 87 368 12,428 12,191 13,079 12,646 261 694 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,200) 114 7 -8 2,009 2,106 2,115 2,105 85 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.7 2.8 93.2 91.4 98.0 94.8 2.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 1 2 42 36 47 38 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 6,627 COMMITMENTS 15 200 75 6,252 6,122 6,342 6,397 285 230 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 329) 0 0 0 329 329 329 329 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.0 1.1 94.3 92.4 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 12 18 14 21 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 24,510 COMMITMENTS 700 1,086 159 23,643 23,255 24,502 24,500 8 10 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,112) 700 75 0 412 1,037 1,112 1,112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.4 0.6 96.5 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 3 1 29 39 32 42 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 56,369 COMMITMENTS 7,328 1,119 2,033 46,503 52,903 55,864 56,055 505 314 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,225) -998 0 882 2,086 1,268 1,970 2,150 255 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 2.0 3.6 82.5 93.9 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 9 8 12 70 63 88 76 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,516 COMMITMENTS 71 69 47 1,699 2,093 1,817 2,209 699 307 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 315) -58 69 47 307 493 296 609 19 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.7 1.9 67.5 83.2 72.2 87.8 27.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 24 20 26 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 15,084 COMMITMENTS 0 0 0 15,084 15,084 15,084 15,084 0 0 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -90) 0 -180 0 -90 110 -90 -70 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 14 17 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 45,837 COMMITMENTS 0 0 0 44,232 44,230 44,232 44,230 1,605 1,607 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 835) 0 0 0 780 835 780 835 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.5 96.5 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 29 26 29 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 20,712 COMMITMENTS 0 0 0 20,676 20,642 20,676 20,642 36 70 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,605) 0 0 0 1,605 1,605 1,605 1,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 16 16 16 16
Updated January 15, 2021