CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 42,493 COMMITMENTS 4,496 15,781 455 37,461 26,182 42,412 42,418 81 75 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,216) -285 -506 -1,110 -1,808 -1,600 -3,203 -3,216 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 37.1 1.1 88.2 61.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 7 4 15 19 23 28 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 172,710 COMMITMENTS 63,206 22,472 5,515 103,989 144,723 172,710 172,710 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,600) 3,151 500 199 1,250 3,901 4,600 4,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 13.0 3.2 60.2 83.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 7 5 16 16 25 27 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 184,236 COMMITMENTS 28,121 29,219 7,975 148,130 147,042 184,226 184,236 10 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,032) 3,932 0 479 -1,379 2,554 3,032 3,032 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 15.9 4.3 80.4 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 4 6 20 13 30 22 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 117,018 COMMITMENTS 51,936 33,067 6,110 58,819 77,715 116,865 116,892 153 126 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -13,738) -341 165 -4,900 -7,884 -8,941 -13,124 -13,676 -613 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 28.3 5.2 50.3 66.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 31 10 15 27 23 64 42 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,411 COMMITMENTS 5,230 3,045 1,686 25,444 27,680 32,360 32,411 51 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 190) 0 40 0 200 150 200 190 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 9.4 5.2 78.5 85.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 1 15 11 23 15 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 22,444 COMMITMENTS 985 14,583 600 20,859 7,261 22,444 22,444 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1) 25 -1,926 0 -26 1,925 -1 -1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 65.0 2.7 92.9 32.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 11 5 16 9 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 17,566 COMMITMENTS 2,115 3,274 230 15,221 14,062 17,566 17,566 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -277) 0 -100 0 -277 -177 -277 -277 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 18.6 1.3 86.7 80.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 3 11 11 15 17 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 21,446 COMMITMENTS 2,795 7,220 540 18,086 13,686 21,421 21,446 25 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -86) 0 50 0 -86 -136 -86 -86 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 33.7 2.5 84.3 63.8 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 13,488 COMMITMENTS 6,865 274 400 6,223 12,814 13,488 13,488 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,085) 0 0 100 -1,185 -1,185 -1,085 -1,085 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 2.0 3.0 46.1 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 1 8 9 13 12 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 50,230 COMMITMENTS 23,670 16,120 4,051 22,509 30,059 50,230 50,230 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,280) 1,854 2,100 -1,415 -1,719 -1,965 -1,280 -1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.1 32.1 8.1 44.8 59.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 4 14 13 22 19 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 33,784 COMMITMENTS 8,898 708 56 24,828 33,019 33,783 33,784 1 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,425) 1,289 552 -462 -1,098 -1,515 -271 -1,425 -1,154 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 2.1 0.2 73.5 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 4 2 13 12 23 17 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 8,367 COMMITMENTS 90 0 5 8,146 8,317 8,241 8,322 126 45 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -546) -30 0 0 -537 -581 -567 -581 21 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.1 97.4 99.4 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 16 18 17 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 24,266 COMMITMENTS 7,071 1,497 560 16,578 22,143 24,209 24,200 57 66 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,444) 10 414 -122 -3,264 -3,691 -3,376 -3,399 -68 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 6.2 2.3 68.3 91.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 4 24 35 29 40 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 18,391 COMMITMENTS 197 5,104 204 17,252 13,083 17,653 18,391 738 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,241) 72 -634 150 -1,411 -757 -1,189 -1,241 -52 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 27.8 1.1 93.8 71.1 96.0 100.0 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 3 20 13 24 17 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,140,338 COMMITMENTS 1203886 28,938 374,246 4523646 5714798 6101778 6117982 38,560 22,356 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -156,879) 91,944 7,230 -49,950 -197,565 -116,772 -155,571 -159,492 -1,308 2,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.5 6.1 73.7 93.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 61 13 54 146 128 215 187 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,544,471 COMMITMENTS 58,550 32,300 567,635 916,192 943,307 1542377 1543242 2,094 1,229 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 79,494) 13,329 4,513 50,449 18,069 24,476 81,847 79,438 -2,353 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.1 36.8 59.3 61.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 16 11 25 52 47 78 73 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,837 COMMITMENTS 1,497 1,509 393 180,392 194,462 182,282 196,364 22,555 8,473 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 145) -153 14 19 -171 -2,960 -305 -2,927 450 3,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.7 0.2 88.1 94.9 89.0 95.9 11.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 2 25 19 27 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,767 COMMITMENTS 1,053 1,258 830 132,527 126,340 134,410 128,428 7,357 13,339 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,894) 461 -1,115 -32 587 1,730 1,016 583 878 1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.9 0.6 93.5 89.1 94.8 90.6 5.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 22 24 26 27 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,734 COMMITMENTS 8,466 2,710 797 257,155 266,371 266,418 269,878 11,316 7,856 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,938) -351 -177 -443 4,603 9,018 3,809 8,398 1,129 -3,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.0 0.3 92.6 95.9 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 9 3 3 28 36 38 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,030,883 COMMITMENTS 4,084 5,024 3,393 1011457 1018448 1018934 1026865 11,949 4,018 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -39,308) -59 -2,049 848 -40,573 -37,856 -39,784 -39,057 476 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.5 0.3 98.1 98.8 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 1 5 41 28 50 34 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,119 COMMITMENTS 8,080 5,077 52 353,050 352,080 361,182 357,209 14,937 18,910 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,123) 238 257 -8 7,749 5,696 7,979 5,945 -856 1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.3 0.0 93.9 93.6 96.0 95.0 4.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 4 1 43 33 46 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 604,437 COMMITMENTS 5,931 3,477 548 589,538 595,688 596,017 599,713 8,420 4,724 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,027) 1,445 460 -875 3,548 5,868 4,118 5,453 2,909 1,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.6 0.1 97.5 98.6 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 1 2 40 42 45 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 475,853 COMMITMENTS 5,448 2,673 0 458,786 455,716 464,234 458,389 11,619 17,464 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,152) 1,512 695 -158 -2,004 -623 -650 -86 1,802 1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.6 0.0 96.4 95.8 97.6 96.3 2.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 3 0 33 30 35 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,496 COMMITMENTS 393 242 614 86,560 89,092 87,567 89,948 4,929 2,548 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,425) 30 242 371 1,459 2,203 1,860 2,816 -435 -1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.3 0.7 93.6 96.3 94.7 97.2 5.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 15 19 17 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,215 COMMITMENTS 0 0 0 24,483 25,463 24,483 25,463 1,732 752 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,238) 0 0 0 484 1,154 484 1,154 754 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.4 97.1 93.4 97.1 6.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 20 19 20 19 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 339,111 COMMITMENTS 3,830 2,711 0 320,517 330,701 324,347 333,412 14,764 5,699 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,732) -428 185 -858 -2,652 1,181 -3,938 508 6,670 2,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.8 0.0 94.5 97.5 95.6 98.3 4.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 0 27 30 29 33 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 194,445 COMMITMENTS 0 0 0 183,301 189,392 183,301 189,392 11,144 5,053 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 5,695) 0 -2,467 0 5,619 9,468 5,619 7,001 76 -1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.3 97.4 94.3 97.4 5.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 23 23 23 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 259,401 COMMITMENTS 0 3,769 0 254,168 249,988 254,168 253,757 5,233 5,644 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,135) 0 0 0 -172 2,505 -172 2,505 2,307 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 98.0 96.4 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 19 21 19 22 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,564 COMMITMENTS 11,693 0 856 25,336 38,130 37,885 38,986 1,679 578 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,184) 1,924 0 0 -450 2,507 1,474 2,507 710 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 0.0 2.2 64.0 96.4 95.8 98.5 4.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 0 1 12 22 22 23 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 642,165 COMMITMENTS 13,227 5,279 9,289 607,361 621,469 629,877 636,037 12,288 6,128 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 8,358) 2,245 -2,145 1,263 865 8,160 4,373 7,278 3,985 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.8 1.4 94.6 96.8 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 11 5 9 55 44 68 56 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 213,365 COMMITMENTS 2,196 1,825 403 201,549 209,554 204,148 211,782 9,217 1,583 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 388) -70 172 -29 -4,151 -329 -4,250 -186 4,638 574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.9 0.2 94.5 98.2 95.7 99.3 4.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 19 21 22 23 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,926 COMMITMENTS 8,120 8,500 124 180,602 176,632 188,846 185,256 5,080 8,670 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15,348) 2,716 2,455 0 9,916 6,560 12,632 9,015 2,716 6,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 4.4 0.1 93.1 91.1 97.4 95.5 2.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 8 1 32 32 38 40 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 201,618 COMMITMENTS 16,893 14,849 744 178,086 182,191 195,723 197,784 5,895 3,834 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 14,788) 2,040 5,363 480 6,972 6,340 9,492 12,183 5,296 2,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 7.4 0.4 88.3 90.4 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 5 10 3 43 44 51 54 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,850 COMMITMENTS 2,016 0 0 118,487 120,826 120,503 120,826 1,347 1,024 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,426) -1,929 0 0 3,355 1,122 1,426 1,122 0 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 97.2 99.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 0 0 25 31 28 31 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 29,934 COMMITMENTS 0 644 0 28,345 27,223 28,345 27,867 1,589 2,067 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 140) 0 140 0 140 -403 140 -263 0 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 94.7 90.9 94.7 93.1 5.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 13 12 13 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 233,257 COMMITMENTS 5,559 1,624 1,523 219,691 222,965 226,773 226,112 6,484 7,145 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 25) -1,737 117 241 2,217 -4,266 721 -3,908 -696 3,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.7 0.7 94.2 95.6 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 4 37 37 42 43 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,916 COMMITMENTS 272 0 0 123,034 121,369 123,306 121,369 610 2,547 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,674) 0 0 0 1,581 -97 1,581 -97 93 1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.3 97.9 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 13 19 14 19 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,547 COMMITMENTS 128 0 736 73,661 71,727 74,525 72,463 11,022 13,084 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,533) 128 0 736 1,001 860 1,865 1,596 -332 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.9 86.1 83.8 87.1 84.7 12.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 15 18 16 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 214,858 COMMITMENTS 0 1,134 407 207,026 206,010 207,433 207,551 7,425 7,307 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,401) 0 -101 0 2,991 4,713 2,991 4,612 1,410 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.2 96.4 95.9 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 2 1 28 34 29 36 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,212 COMMITMENTS 0 416 0 184,638 184,411 184,638 184,827 5,574 5,385 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,278) 0 -924 0 1,903 2,875 1,903 1,951 375 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 97.1 97.0 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 25 22 25 23 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,345 COMMITMENTS 1,085 0 0 90,646 97,003 91,731 97,003 9,614 4,342 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,303) 31 0 0 3,105 3,107 3,136 3,107 167 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 89.4 95.7 90.5 95.7 9.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 17 18 19 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,049 COMMITMENTS 1,860 0 93 25,694 27,790 27,647 27,883 2,402 2,166 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0) -211 0 0 500 -527 289 -527 -289 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 0.3 85.5 92.5 92.0 92.8 8.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 17 16 20 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 222,381 COMMITMENTS 3,203 0 0 208,803 201,686 212,006 201,686 10,375 20,695 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 592) -84 0 0 -1,527 -892 -1,611 -892 2,203 1,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 93.9 90.7 95.3 90.7 4.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 13 19 15 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 167,710 COMMITMENTS 5,062 631 875 152,839 159,872 158,776 161,378 8,934 6,332 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,018) -298 124 790 3,244 1,014 3,736 1,928 -718 1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.4 0.5 91.1 95.3 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 1 34 29 38 31 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 9,719 COMMITMENTS 0 588 0 8,828 6,864 8,828 7,452 891 2,267 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -62 -1,085 -62 -1,085 62 1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.1 0.0 90.8 70.6 90.8 76.7 9.2 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 10 10 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,912 COMMITMENTS 572 0 124 50,570 51,355 51,266 51,479 4,646 4,433 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,652) 0 0 0 -349 2,540 -349 2,540 3,001 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.2 90.4 91.8 91.7 92.1 8.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 11 12 13 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 243,250 COMMITMENTS 2,585 3,075 31 230,018 228,773 232,634 231,879 10,616 11,371 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,353) -31 1,255 -31 -3,549 -171 -3,611 1,053 5,964 1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.3 0.0 94.6 94.0 95.6 95.3 4.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 1 30 33 32 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 116,818 COMMITMENTS 69 696 364 112,263 112,997 112,696 114,057 4,122 2,761 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,923) 69 82 334 1,614 1,133 2,017 1,549 -94 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.6 0.3 96.1 96.7 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 25 28 26 31 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 117,518 COMMITMENTS 5,278 0 0 102,105 114,943 107,383 114,943 10,135 2,575 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,285) 428 0 0 187 2,117 615 2,117 1,670 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.0 86.9 97.8 91.4 97.8 8.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 15 19 17 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 44,852 COMMITMENTS 262 0 186 41,984 40,977 42,432 41,163 2,420 3,689 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,636) 262 0 186 8,762 6,188 9,210 6,374 -1,574 1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.4 93.6 91.4 94.6 91.8 5.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 15 20 16 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 351,581 COMMITMENTS 426 392 0 338,441 342,888 338,867 343,280 12,714 8,301 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 11,347) 0 0 0 11,359 11,033 11,359 11,033 -12 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.1 0.0 96.3 97.5 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 0 30 23 31 24 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 98,998 COMMITMENTS 0 0 0 91,278 96,966 91,278 96,966 7,720 2,032 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,161) 0 0 0 1,283 1,161 1,283 1,161 -122 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.2 97.9 92.2 97.9 7.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 13 16 13 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 26,405 COMMITMENTS 851 0 0 25,138 25,136 25,989 25,136 416 1,269 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,204) 0 0 0 2,036 1,090 2,036 1,090 168 1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.0 95.2 95.2 98.4 95.2 1.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 13 12 13 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 193,831 COMMITMENTS 0 367 0 187,237 190,067 187,237 190,434 6,594 3,397 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,565) 0 0 0 3,776 3,503 3,776 3,503 789 1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 96.6 98.1 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 20 27 20 28 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 33,749 COMMITMENTS 3,941 897 1,568 28,240 31,284 33,749 33,749 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,267) 68 -85 35 -1,365 -1,217 -1,262 -1,267 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 2.7 4.6 83.7 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 7 6 24 25 32 36 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 32,244 COMMITMENTS 1,180 920 1,555 29,508 29,769 32,243 32,244 1 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,137) 350 55 -205 -1,282 -987 -1,137 -1,137 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 2.9 4.8 91.5 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 5 21 21 28 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,115 COMMITMENTS 22,860 4,742 1,850 107,337 125,913 132,047 132,505 1,068 610 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 36) 455 -130 -23 -748 -156 -316 -309 352 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 3.6 1.4 80.6 94.6 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 8 11 34 40 51 57 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,987 COMMITMENTS 5,013 1,006 2,735 51,224 55,195 58,972 58,936 15 51 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -296) -609 -37 181 117 -422 -311 -278 15 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 1.7 4.6 86.8 93.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 8 9 25 25 36 38 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 32,138 COMMITMENTS 600 1,699 306 31,232 30,133 32,138 32,138 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 90) 125 -135 25 -60 200 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.3 1.0 97.2 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 5 16 16 21 22 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 48,726 COMMITMENTS 13,537 5,703 1,160 33,573 41,330 48,270 48,193 456 533 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 211) -84 -4 166 192 14 274 176 -63 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 11.7 2.4 68.9 84.8 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 22 24 26 29 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 63,072 COMMITMENTS 18,084 5,565 1,875 42,056 55,210 62,015 62,650 1,057 422 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 978) 102 44 371 768 612 1,241 1,027 -263 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 8.8 3.0 66.7 87.5 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 7 4 24 25 30 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,085 COMMITMENTS 1,505 1,705 1,463 61,335 61,694 64,303 64,862 782 223 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 984) 57 0 -20 771 781 808 761 176 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.6 2.2 94.2 94.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 3 25 25 28 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 85,235 COMMITMENTS 1,540 1,996 1,981 80,867 81,028 84,388 85,005 847 230 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 54) 87 25 25 -389 -181 -277 -131 331 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.3 2.3 94.9 95.1 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 4 30 22 35 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,663 COMMITMENTS 0 244 0 34,406 33,729 34,406 33,973 257 690 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -285) 0 219 0 -295 -300 -295 -81 10 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 99.3 97.3 99.3 98.0 0.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 15 16 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 28,295 COMMITMENTS 1,560 743 0 26,399 27,516 27,959 28,259 336 36 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 470) 0 25 0 470 445 470 470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.6 0.0 93.3 97.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 0 18 18 20 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 108,220 COMMITMENTS 10,510 3,112 3,000 94,257 101,997 107,767 108,109 453 111 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,629) 664 -37 -233 1,196 1,923 1,628 1,653 1 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 2.9 2.8 87.1 94.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 9 11 44 38 60 56 ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,711 COMMITMENTS 375 0 0 20,364 20,931 20,739 20,931 972 780 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 960) 0 0 0 960 960 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 93.8 96.4 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 11 13 14 13 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,812 COMMITMENTS 350 0 0 17,790 18,812 18,140 18,812 672 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 960) 0 0 0 960 960 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 94.6 100.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 13 14 13 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 29,774 COMMITMENTS 0 3,008 0 29,774 26,766 29,774 29,774 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.1 0.0 100.0 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 16 14 17 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,466 COMMITMENTS 0 3,008 0 29,466 26,458 29,466 29,466 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 16 14 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,765 COMMITMENTS 4,908 1,720 430 60,961 63,943 66,299 66,093 466 672 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,567) 250 0 0 1,317 1,567 1,567 1,567 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.6 0.6 91.3 95.8 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 3 22 23 29 27 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,607 COMMITMENTS 100 303 0 39,473 38,712 39,573 39,015 34 592 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -190) 0 278 0 -190 -270 -190 8 0 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.8 0.0 99.7 97.7 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 0 22 18 23 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,812 COMMITMENTS 417 1,888 0 40,999 39,863 41,416 41,751 396 61 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 474) 150 189 0 324 280 474 469 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.5 0.0 98.1 95.3 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 8 0 21 22 22 30 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,776 COMMITMENTS 2,139 0 60 52,501 55,476 54,700 55,536 1,076 240 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 343) 8 0 0 82 343 90 343 253 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.1 94.1 99.5 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 22 17 25 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,415 COMMITMENTS 2,819 148 60 56,841 60,027 59,720 60,235 695 180 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 353) 57 148 0 171 225 228 373 125 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.2 0.1 94.1 99.4 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 1 24 18 29 21 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 91,407 COMMITMENTS 2,028 714 1,806 87,207 88,650 91,041 91,170 366 237 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,789) -259 116 239 1,809 1,424 1,789 1,779 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.8 2.0 95.4 97.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 25 25 29 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 107,437 COMMITMENTS 2,896 1,885 3,199 100,684 102,008 106,779 107,092 658 345 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,683) -3 40 38 2,606 2,473 2,642 2,551 41 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.8 3.0 93.7 94.9 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 9 8 9 29 31 40 46 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 62,199 COMMITMENTS 937 4,534 816 60,426 56,784 62,179 62,134 20 65 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,354) -70 -280 -30 1,454 1,664 1,354 1,354 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 7.3 1.3 97.1 91.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 4 7 20 16 27 24 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 44,979 COMMITMENTS 300 3,650 225 44,454 41,104 44,979 44,979 0 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -100) -300 375 0 200 -475 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 8.1 0.5 98.8 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 6 1 16 14 18 20 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 56,302 COMMITMENTS 654 1,947 205 55,093 53,995 55,952 56,147 350 155 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 346) 125 32 -15 101 174 211 191 135 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.5 0.4 97.9 95.9 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 3 25 21 29 25 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 65,652 COMMITMENTS 1,554 5,795 120 62,421 59,197 64,095 65,112 1,557 540 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,209) 108 243 0 1,111 950 1,219 1,193 -10 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 8.8 0.2 95.1 90.2 97.6 99.2 2.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 5 1 22 22 27 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,467 COMMITMENTS 257 3,012 351 23,287 20,733 23,895 24,096 572 371 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 168) 22 4 16 -123 -107 -85 -87 253 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 12.3 1.4 95.2 84.7 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 16 14 19 18 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 21,759 COMMITMENTS 51 1,285 0 21,103 20,186 21,154 21,471 605 288 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -220 -250 -220 -250 220 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.9 0.0 97.0 92.8 97.2 98.7 2.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 16 12 17 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,543 COMMITMENTS 1,541 1,144 765 24,514 25,113 26,820 27,022 723 521 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 85) 35 -50 0 -90 140 -55 90 140 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 4.2 2.8 89.0 91.2 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 16 19 22 22 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 17,109 COMMITMENTS 766 973 304 15,318 15,552 16,388 16,829 721 280 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 64) 30 0 10 24 54 64 64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 5.7 1.8 89.5 90.9 95.8 98.4 4.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 15 12 19 16 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,657 COMMITMENTS 4,571 7,299 1,690 45,017 42,141 51,278 51,130 379 527 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -468) -240 -409 187 -648 -463 -701 -685 233 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 14.1 3.3 87.1 81.6 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 6 6 26 24 34 33 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 31,245 COMMITMENTS 1,310 3,417 1,447 27,990 26,126 30,747 30,990 498 255 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -58) 180 -34 32 -400 -56 -188 -58 130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 10.9 4.6 89.6 83.6 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 5 3 19 19 23 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,426 COMMITMENTS 1,808 460 100 14,496 15,824 16,404 16,384 22 42 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -399) -78 15 -15 -318 -399 -411 -399 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.8 0.6 88.3 96.3 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 1 17 15 20 19 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 20,016 COMMITMENTS 2,250 0 0 17,736 20,016 19,986 20,016 30 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -930) -225 0 0 -660 -930 -885 -930 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.0 0.0 88.6 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 0 15 11 20 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,169 COMMITMENTS 830 450 110 8,898 9,049 9,838 9,609 331 560 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15) 15 0 0 -28 -445 -13 -445 28 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 4.4 1.1 87.5 89.0 96.7 94.5 3.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 15 13 18 17 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,512 COMMITMENTS 660 350 205 8,353 8,397 9,218 8,952 294 560 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15) 15 0 0 -29 -445 -14 -445 29 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.7 2.2 87.8 88.3 96.9 94.1 3.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 1 14 13 17 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,759 COMMITMENTS 1,815 50 2,185 46,450 48,384 50,450 50,619 309 140 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15) 0 50 0 -100 -165 -100 -115 115 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.1 4.3 91.5 95.3 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 19 15 23 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,269 COMMITMENTS 1,820 25 2,185 46,150 48,604 50,155 50,814 1,114 455 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15) -25 25 25 -895 -458 -895 -408 910 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 4.3 90.0 94.8 97.8 99.1 2.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 2 18 14 24 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,052 COMMITMENTS 1,752 8,345 1,297 113,599 107,385 116,648 117,027 1,404 1,025 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,304) 292 189 -84 2,163 2,179 2,371 2,284 933 1,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 7.1 1.1 96.2 91.0 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 8 5 39 32 46 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 125,461 COMMITMENTS 2,774 7,288 2,730 118,476 113,739 123,980 123,757 1,481 1,704 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,678) -128 143 84 2,451 1,824 2,407 2,051 1,271 1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 5.8 2.2 94.4 90.7 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 9 10 8 42 37 56 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 530,682 COMMITMENTS 42,838 19,067 48,596 438,011 460,337 529,446 528,000 1,236 2,683 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,295) 1,664 -1,856 -3,555 -28 2,015 -1,919 -3,396 624 2,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 3.6 9.2 82.5 86.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 24 25 32 51 47 89 91 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,810 COMMITMENTS 2,670 550 145 11,105 13,750 13,920 14,445 890 365 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 10) 20 0 10 -235 -275 -205 -265 215 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 3.7 1.0 75.0 92.8 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 15 14 19 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,226 COMMITMENTS 2,070 550 170 9,066 11,141 11,306 11,861 920 365 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0) 20 0 10 -235 -225 -205 -215 205 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 4.5 1.4 74.2 91.1 92.5 97.0 7.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 14 14 18 17 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 9,960 COMMITMENTS 885 0 45 9,000 9,885 9,930 9,930 30 30 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 845) 0 0 0 865 850 865 850 -20 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.0 0.5 90.4 99.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 0 1 23 21 28 22 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,931 COMMITMENTS 223 429 449 5,520 5,144 6,192 6,022 739 909 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -632) 48 -99 19 -638 -657 -571 -737 -61 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 6.2 6.5 79.6 74.2 89.3 86.9 10.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 3 7 28 30 36 38 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 27,999 COMMITMENTS 1,344 198 0 26,634 27,680 27,978 27,878 21 121 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -5,826) -210 160 -160 -5,255 -5,716 -5,625 -5,716 -201 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.7 0.0 95.1 98.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 0 38 38 41 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,485 COMMITMENTS 395 0 15 17,024 17,243 17,434 17,258 51 227 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,897) -676 0 0 -3,211 -3,810 -3,887 -3,810 -10 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.1 97.4 98.6 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 21 22 23 23 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,541 COMMITMENTS 1,249 45 248 12,711 13,701 14,208 13,994 333 547 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -836) 110 -21 -141 -828 -600 -859 -762 23 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.3 1.7 87.4 94.2 97.7 96.2 2.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 1 3 39 37 46 40 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 5,959 COMMITMENTS 60 180 30 5,484 5,544 5,574 5,754 385 205 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -961) 45 -30 -45 -1,056 -841 -1,056 -916 95 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.0 0.5 92.0 93.0 93.5 96.6 6.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 11 18 13 20 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 24,223 COMMITMENTS 700 498 150 23,276 23,348 24,126 23,996 97 227 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -4,920) 0 -878 0 -5,016 -4,259 -5,016 -5,137 96 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.1 0.6 96.1 96.4 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 2 1 31 33 34 35 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 53,767 COMMITMENTS 7,156 503 2,064 44,177 50,815 53,397 53,382 370 385 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -7,589) -503 -363 -77 -6,956 -7,242 -7,536 -7,682 -53 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 0.9 3.8 82.2 94.5 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 11 6 9 69 65 84 76 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,406 COMMITMENTS 76 93 30 1,714 1,823 1,820 1,946 586 460 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -788) 39 22 -71 -626 -818 -658 -867 -130 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.9 1.2 71.2 75.8 75.6 80.9 24.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 20 19 21 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 12,802 COMMITMENTS 0 0 0 12,792 12,802 12,792 12,802 10 0 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,922) 0 0 0 -2,932 -2,922 -2,932 -2,922 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 49,545 COMMITMENTS 40 0 0 47,915 47,905 47,955 47,905 1,590 1,640 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 5,170) 0 0 0 5,020 5,110 5,020 5,110 150 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 96.7 96.7 96.8 96.7 3.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 26 28 27 28 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 21,153 COMMITMENTS 0 0 0 21,147 20,890 21,147 20,890 6 263 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 441) 0 0 0 456 396 456 396 -15 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 98.8 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 18 18 18 18 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 191,265 COMMITMENTS 0 0 0 186,427 181,173 186,427 181,173 4,838 10,092 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -13,869) 0 0 0 -12,322 -13,834 -12,322 -13,834 -1,547 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 94.7 97.5 94.7 2.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 17 13 17
Updated February 05, 2021