CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 47,174 COMMITMENTS 4,748 16,736 1,583 40,817 28,855 47,148 47,174 26 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -219) 206 52 -3 -422 -268 -219 -219 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 35.5 3.4 86.5 61.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 8 5 17 20 27 30 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 197,500 COMMITMENTS 81,486 21,472 3,815 112,199 172,213 197,500 197,500 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 400) 400 0 0 0 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 10.9 1.9 56.8 87.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 7 4 16 16 27 25 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 197,600 COMMITMENTS 34,651 38,215 8,439 154,510 150,946 197,600 197,600 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,000) 900 1,610 138 -38 -748 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 19.3 4.3 78.2 76.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 4 7 19 12 30 21 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 152,660 COMMITMENTS 62,496 37,675 12,808 77,334 102,174 152,638 152,658 22 2 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,425) 1,804 1,161 -962 571 1,226 1,413 1,425 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 24.7 8.4 50.7 66.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 38 12 18 30 25 72 51 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 35,407 COMMITMENTS 7,194 3,183 1,766 26,301 30,458 35,261 35,407 146 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 759) 780 5 0 -48 754 732 759 27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 9.0 5.0 74.3 86.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 3 3 16 11 30 16 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 19,960 COMMITMENTS 6,681 6,132 1,283 11,996 12,545 19,960 19,960 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 500) -429 0 500 429 0 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 30.7 6.4 60.1 62.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 3 10 8 15 13 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 23,682 COMMITMENTS 1,875 19,996 1,000 20,797 2,671 23,672 23,667 10 15 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,300) 0 0 350 950 950 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 84.4 4.2 87.8 11.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 2 12 5 17 11 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 17,781 COMMITMENTS 2,115 2,979 330 15,336 14,472 17,781 17,781 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 16.8 1.9 86.2 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 11 12 16 18 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 23,529 COMMITMENTS 3,246 8,070 537 19,721 14,922 23,504 23,529 25 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 176) 25 150 26 125 0 176 176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 34.3 2.3 83.8 63.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 6 2 11 12 14 20 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 35,029 COMMITMENTS 16,136 12,850 2,655 16,238 19,524 35,029 35,029 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -1,100) 0 0 0 -1,100 -1,100 -1,100 -1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 36.7 7.6 46.4 55.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 4 12 10 20 15 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 46,182 COMMITMENTS 10,242 712 1,625 34,299 43,843 46,166 46,181 16 1 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -110) 143 135 -62 -192 -183 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 1.5 3.5 74.3 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 4 5 17 14 28 22 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 7,622 COMMITMENTS 80 0 5 7,410 7,582 7,495 7,587 127 35 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 880) 0 0 0 855 855 855 855 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.1 97.2 99.5 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 18 19 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 27,661 COMMITMENTS 6,812 1,314 2,443 18,102 23,697 27,357 27,454 304 207 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,710) 642 92 164 1,868 2,459 2,674 2,715 36 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 4.8 8.8 65.4 85.7 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 6 25 34 33 41 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 23,468 COMMITMENTS 5,992 6,558 616 16,098 16,277 22,706 23,451 762 17 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,822) 1,112 807 -8 718 1,023 1,822 1,822 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 27.9 2.6 68.6 69.4 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 3 23 16 29 21 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,738 COMMITMENTS 330 541 185 4,009 3,873 4,524 4,599 214 139 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 115) 0 -129 87 28 157 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 11.4 3.9 84.6 81.7 95.5 97.1 4.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 4 12 10 18 14 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,231,959 COMMITMENTS 991,563 34,254 410,827 4787963 5767535 6190353 6212616 41,606 19,343 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 9,903) -60,274 1,883 -10,717 80,401 20,134 9,410 11,300 493 -1,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.5 6.6 76.8 92.5 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 45 18 49 155 125 215 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,692,037 COMMITMENTS 63,544 34,561 761,475 865,509 895,418 1690528 1691454 1,509 583 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 32,202) 9,834 11,500 18,229 4,750 3,185 32,813 32,915 -611 -713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.0 45.0 51.2 52.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 10 25 54 51 85 77 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,940 COMMITMENTS 2,732 120 134 169,337 188,985 172,203 189,239 21,737 4,701 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,942) -240 -90 103 2,352 1,911 2,215 1,924 -273 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 0.1 87.3 97.4 88.8 97.6 11.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 22 18 25 20 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,783 COMMITMENTS 669 0 426 120,191 117,595 121,286 118,021 8,497 11,762 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -286) 179 0 -92 -2,321 1,457 -2,234 1,365 1,948 -1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.3 92.6 90.6 93.5 90.9 6.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 19 21 21 23 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,348 COMMITMENTS 6,673 317 669 232,933 242,195 240,275 243,181 13,073 10,167 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 365) -1,190 0 335 793 2,867 -62 3,202 427 -2,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.1 0.3 91.9 95.6 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 1 3 26 32 32 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,339 COMMITMENTS 5,695 4,577 7,339 975,316 985,379 988,350 997,295 12,989 4,044 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4,200) -976 297 489 -4,647 -5,018 -5,134 -4,232 934 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.5 0.7 97.4 98.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 2 6 40 24 50 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 352,051 COMMITMENTS 5,551 0 1,057 328,106 335,183 334,714 336,240 17,337 15,811 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,974) -843 -270 1,057 -2,999 -414 -2,785 373 -1,189 -4,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.3 93.2 95.2 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 0 1 33 30 36 31 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 621,396 COMMITMENTS 10,372 4,908 1,641 601,331 611,463 613,344 618,012 8,052 3,384 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 339) 1,144 105 0 115 208 1,259 313 -920 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.8 0.3 96.8 98.4 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 2 4 42 37 49 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,647 COMMITMENTS 1,819 3,210 3,889 435,801 425,957 441,509 433,056 11,138 19,591 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 9,229) -881 694 1,207 8,229 7,208 8,555 9,109 674 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.7 0.9 96.3 94.1 97.5 95.7 2.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 4 4 31 31 35 36 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,520 COMMITMENTS 1,433 2,470 398 87,128 87,834 88,959 90,702 4,561 2,818 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,961) 428 1,988 -122 4,685 2,884 4,991 4,750 -30 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.6 0.4 93.2 93.9 95.1 97.0 4.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 15 19 17 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,529 COMMITMENTS 1,530 0 0 24,225 27,095 25,755 27,095 1,774 434 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,624) 1,096 0 0 2,164 3,624 3,260 3,624 364 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.0 88.0 98.4 93.6 98.4 6.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 19 14 21 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 324,376 COMMITMENTS 2,848 0 579 308,585 321,487 312,012 322,066 12,364 2,310 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 209) -433 0 -106 7,924 2,749 7,385 2,643 -7,176 -2,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.2 95.1 99.1 96.2 99.3 3.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 2 24 30 26 32 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 206,094 COMMITMENTS 0 0 0 194,345 202,641 194,345 202,641 11,749 3,453 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 15,270) 0 0 0 15,888 14,963 15,888 14,963 -618 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.3 98.3 94.3 98.3 5.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 23 19 23 19 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 236,558 COMMITMENTS 540 11,200 0 231,064 220,261 231,604 231,461 4,954 5,097 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 300) 240 3,026 0 -490 -3,898 -250 -872 550 1,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 4.7 0.0 97.7 93.1 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 18 19 20 20 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,190 COMMITMENTS 12,570 210 736 21,648 33,913 34,954 34,859 1,236 1,331 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,070) 240 210 -120 1,980 1,920 2,100 2,010 -30 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 0.6 2.0 59.8 93.7 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 1 1 10 21 17 23 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 615,536 COMMITMENTS 8,883 14,303 3,982 595,721 594,166 608,586 612,451 6,950 3,085 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 90) -3,643 2,862 1,278 5,542 -3,715 3,177 425 -3,087 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.3 0.6 96.8 96.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 4 13 8 53 44 62 60 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,064 COMMITMENTS 1,278 126 2,026 198,726 204,256 202,030 206,408 5,034 656 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 858) 432 70 1,287 2,476 708 4,195 2,065 -3,337 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.1 1.0 96.0 98.6 97.6 99.7 2.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 17 19 20 22 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 143,195 COMMITMENTS 600 1,712 0 139,457 137,757 140,057 139,469 3,138 3,726 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 5,806) 600 0 0 6,889 3,486 7,489 3,486 -1,683 2,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.2 0.0 97.4 96.2 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 25 22 26 23 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 152,542 COMMITMENTS 5,757 8,561 186 145,107 143,330 151,050 152,077 1,492 465 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 8,572) 894 60 186 8,867 8,605 9,947 8,851 -1,375 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 5.6 0.1 95.1 94.0 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 6 1 38 33 44 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 153,772 COMMITMENTS 0 502 0 151,079 152,614 151,079 153,116 2,693 656 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,030) 0 301 0 3,030 2,670 3,030 2,971 0 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 98.2 99.2 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 28 19 28 20 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 31,322 COMMITMENTS 0 1,942 600 29,249 26,690 29,849 29,232 1,473 2,090 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 5,298) 0 -600 600 3,962 4,014 4,562 4,014 736 1,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 1.9 93.4 85.2 95.3 93.3 4.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 15 11 16 13 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 214,476 COMMITMENTS 745 583 31 206,356 209,175 207,132 209,789 7,344 4,687 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -951) -36 -784 -1,001 -1,813 -503 -2,850 -2,288 1,899 1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.0 96.2 97.5 96.6 97.8 3.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 1 1 33 35 34 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,083 COMMITMENTS 0 0 0 107,962 106,572 107,962 106,572 121 1,511 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 98.6 99.9 98.6 0.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 14 12 14 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 196,721 COMMITMENTS 0 124 749 188,979 185,346 189,728 186,219 6,993 10,502 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -338) -182 124 116 454 -651 388 -411 -726 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.4 96.1 94.2 96.4 94.7 3.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 21 25 22 26 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 172,090 COMMITMENTS 0 270 0 155,362 162,758 155,362 163,028 16,728 9,062 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -650) 0 -146 0 -1,273 -697 -1,273 -843 623 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 90.3 94.6 90.3 94.7 9.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 17 15 17 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,208 COMMITMENTS 403 0 0 89,228 93,440 89,631 93,440 8,577 4,768 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 65 155 65 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 90.9 95.1 91.3 95.1 8.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 15 16 15 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,540 COMMITMENTS 1,387 0 120 30,245 33,162 31,752 33,282 3,788 2,258 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 5,863) 887 0 0 3,820 5,440 4,707 5,440 1,156 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.3 85.1 93.3 89.3 93.6 10.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 13 15 14 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,695 COMMITMENTS 2,474 0 0 200,415 191,118 202,889 191,118 9,806 21,577 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,843) 0 0 0 1,216 1,354 1,216 1,354 627 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 94.2 89.9 95.4 89.9 4.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 15 11 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 152,972 COMMITMENTS 4,708 1,805 786 138,386 141,832 143,880 144,423 9,092 8,549 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -2,403) -1,768 364 0 324 -3,028 -1,444 -2,664 -959 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.2 0.5 90.5 92.7 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 2 31 27 35 30 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,363 COMMITMENTS 0 310 0 45,743 44,500 45,743 44,810 620 1,553 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,340) 0 0 0 2,340 1,980 2,340 1,980 0 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 98.7 96.0 98.7 96.7 1.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 15 12 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 241,393 COMMITMENTS 3,167 4,841 1,208 229,145 224,139 233,520 230,188 7,873 11,205 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 7,705) -177 1,127 0 7,536 6,094 7,359 7,221 346 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.0 0.5 94.9 92.9 96.7 95.4 3.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 1 23 28 26 31 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 115,583 COMMITMENTS 0 330 0 106,870 111,714 106,870 112,044 8,713 3,539 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 7,269) 0 330 0 8,677 7,605 8,677 7,935 -1,408 -666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 92.5 96.7 92.5 96.9 7.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 26 19 26 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 114,381 COMMITMENTS 4,494 0 0 99,432 111,551 103,926 111,551 10,455 2,830 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,136) 0 0 0 767 1,922 767 1,922 1,369 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.0 86.9 97.5 90.9 97.5 9.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 11 16 12 16 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 39,077 COMMITMENTS 911 0 0 36,672 35,373 37,583 35,373 1,494 3,704 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 938) 0 0 0 818 481 818 481 120 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 93.8 90.5 96.2 90.5 3.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 12 13 13 13 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 344,487 COMMITMENTS 240 1,245 0 330,194 339,639 330,434 340,884 14,053 3,603 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,278) 240 1,245 0 3,062 3,214 3,302 4,459 976 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 0.0 95.9 98.6 95.9 99.0 4.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 26 22 27 24 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 97,249 COMMITMENTS 0 0 0 89,273 94,946 89,273 94,946 7,976 2,303 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,334) 0 0 0 3,128 2,273 3,128 2,273 -794 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.8 97.6 91.8 97.6 8.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 12 16 12 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 31,856 COMMITMENTS 2,418 0 0 28,454 31,736 30,872 31,736 984 120 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 840) 0 0 0 960 720 960 720 -120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.0 0.0 89.3 99.6 96.9 99.6 3.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 9 14 11 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 222,345 COMMITMENTS 0 0 0 217,592 219,022 217,592 219,022 4,753 3,323 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,430) 0 0 0 5,282 5,887 5,282 5,887 -852 -1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.9 98.5 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 19 27 19 27 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 35,181 COMMITMENTS 5,943 100 1,420 27,818 33,647 35,181 35,167 0 14 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -148) 481 -25 -324 -305 320 -148 -29 0 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 0.3 4.0 79.1 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 1 8 27 24 36 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 31,686 COMMITMENTS 1,000 958 1,880 28,806 28,848 31,686 31,686 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 705) -200 -100 125 780 680 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.0 5.9 90.9 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 3 6 21 22 28 29 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,881 COMMITMENTS 18,404 5,374 2,253 112,672 126,041 133,329 133,668 552 213 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,061) -1,876 -317 453 4,491 2,910 3,068 3,046 -7 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 4.0 1.7 84.2 94.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 9 10 34 33 49 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,247 COMMITMENTS 7,257 2,722 1,595 48,351 52,915 57,203 57,232 44 15 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,393) 521 110 4 884 1,279 1,409 1,393 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 4.8 2.8 84.5 92.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 6 8 26 25 39 36 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 34,381 COMMITMENTS 1,068 2,416 609 32,704 31,356 34,381 34,381 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,378) -160 193 140 1,398 1,045 1,378 1,378 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 7.0 1.8 95.1 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 5 6 19 19 26 26 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 49,673 COMMITMENTS 13,340 5,506 819 35,047 42,855 49,206 49,180 467 493 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 133) -185 0 -101 224 159 -62 58 195 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 11.1 1.6 70.6 86.3 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 25 25 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 62,024 COMMITMENTS 17,414 5,873 1,265 42,533 54,609 61,212 61,747 812 277 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 633) 24 175 -216 920 693 728 652 -95 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 9.5 2.0 68.6 88.0 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 7 3 24 27 30 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,781 COMMITMENTS 1,401 5,305 1,323 60,499 57,153 63,223 63,781 558 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 261) 35 0 -10 235 271 260 261 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 8.3 2.1 94.9 89.6 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 3 24 24 27 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 82,873 COMMITMENTS 1,096 5,486 2,002 79,457 75,350 82,555 82,838 318 35 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 506) 70 80 50 386 376 506 506 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 6.6 2.4 95.9 90.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 4 30 24 34 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,830 COMMITMENTS 0 395 0 32,636 31,805 32,636 32,200 194 630 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3) 0 0 0 3 3 3 3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 99.4 96.9 99.4 98.1 0.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 13 17 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,261 COMMITMENTS 1,260 500 0 28,705 29,761 29,965 30,261 296 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 1.7 0.0 94.9 98.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 19 17 21 18 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 103,677 COMMITMENTS 10,581 4,182 3,937 88,609 95,387 103,126 103,505 551 172 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,877) 54 925 173 1,652 745 1,879 1,844 -2 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 4.0 3.8 85.5 92.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 7 15 40 39 61 58 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 20,481 COMMITMENTS 650 150 0 18,909 19,551 19,559 19,701 922 780 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 125) 0 150 0 125 -25 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.7 0.0 92.3 95.5 95.5 96.2 4.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 11 13 14 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,390 COMMITMENTS 650 150 0 17,088 18,240 17,738 18,390 652 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 150) 0 150 0 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.8 0.0 92.9 99.2 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 12 13 15 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 31,244 COMMITMENTS 50 3,423 25 31,004 27,796 31,079 31,244 165 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 25) 0 -25 25 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 11.0 0.1 99.2 89.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 15 14 16 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 63,255 COMMITMENTS 3,823 1,980 545 58,161 59,958 62,529 62,483 726 772 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -10) 125 100 160 -295 -270 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 3.1 0.9 91.9 94.8 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 5 21 21 27 28 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,027 COMMITMENTS 100 320 0 36,915 36,215 37,015 36,535 12 492 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 74) 0 0 0 74 74 74 74 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.9 0.0 99.7 97.8 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 21 20 22 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 42,358 COMMITMENTS 818 1,705 70 41,124 40,582 42,012 42,357 346 1 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -182) 138 0 0 -320 -177 -182 -177 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 4.0 0.2 97.1 95.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 6 2 22 22 26 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,541 COMMITMENTS 2,147 0 35 49,445 52,006 51,627 52,041 914 500 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 98) 36 0 0 -38 98 -2 98 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.1 94.1 99.0 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 1 20 17 24 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,215 COMMITMENTS 2,885 70 35 54,775 57,758 57,695 57,863 520 352 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 180) 42 25 0 128 155 170 180 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.1 0.1 94.1 99.2 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 22 18 26 20 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 86,168 COMMITMENTS 1,800 1,719 1,723 82,410 82,716 85,933 86,158 235 10 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 524) -4 683 -436 1,134 467 694 714 -170 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.0 2.0 95.6 96.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 4 28 27 32 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 104,249 COMMITMENTS 3,617 2,201 2,872 97,440 98,897 103,929 103,970 320 279 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,359) -221 235 262 2,519 1,947 2,560 2,444 -201 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.1 2.8 93.5 94.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 8 9 30 30 41 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 60,939 COMMITMENTS 672 4,568 855 59,392 55,516 60,919 60,939 20 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 860) 80 489 -172 952 543 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 7.5 1.4 97.5 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 5 6 21 18 29 25 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 43,185 COMMITMENTS 325 2,742 1,098 41,762 39,345 43,185 43,185 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,050) 25 -103 -97 1,122 1,250 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 6.3 2.5 96.7 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 5 3 15 10 19 16 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 52,242 COMMITMENTS 657 1,319 149 50,875 50,739 51,681 52,207 561 35 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -153) 297 0 29 -51 -153 275 -124 -428 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.5 0.3 97.4 97.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 21 19 25 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 60,277 COMMITMENTS 1,700 4,172 166 57,731 55,545 59,597 59,883 680 394 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -314) 260 384 46 -181 -650 125 -220 -439 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 6.9 0.3 95.8 92.1 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 2 23 21 27 25 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,590 COMMITMENTS 100 2,647 361 21,764 19,491 22,225 22,499 365 91 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 255) 0 0 0 345 255 345 255 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 11.7 1.6 96.3 86.3 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 2 17 14 20 17 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 20,335 COMMITMENTS 50 1,375 0 19,862 18,922 19,912 20,297 423 38 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 255) 0 0 0 345 255 345 255 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.8 0.0 97.7 93.1 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 17 13 18 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,550 COMMITMENTS 1,630 1,397 393 22,851 23,760 24,874 25,550 676 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 5.5 1.5 89.4 93.0 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 18 18 23 21 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 16,162 COMMITMENTS 631 752 255 14,546 14,640 15,432 15,647 730 515 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4) 1 5 -5 0 -4 -4 -4 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 4.7 1.6 90.0 90.6 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 15 13 18 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 45,484 COMMITMENTS 4,115 5,866 1,753 39,360 37,568 45,228 45,187 256 297 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -141) -75 20 24 -85 -185 -136 -141 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 12.9 3.9 86.5 82.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 5 5 26 21 32 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 28,374 COMMITMENTS 1,753 2,820 1,356 25,034 23,967 28,143 28,143 231 231 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 555) 5 25 0 550 530 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 9.9 4.8 88.2 84.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 6 3 21 19 25 27 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,544 COMMITMENTS 1,893 200 621 14,993 16,696 17,507 17,517 37 27 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 220) -25 -2 6 234 216 215 220 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.1 3.5 85.5 95.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 18 16 23 21 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 23,236 COMMITMENTS 4,295 85 15 18,866 23,136 23,176 23,236 60 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 250) 300 0 0 -50 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.4 0.1 81.2 99.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 1 16 12 23 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,150 COMMITMENTS 705 200 150 7,250 7,740 8,105 8,090 45 60 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 13) 25 0 0 -17 13 8 13 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 2.5 1.8 89.0 95.0 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 16 13 19 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,511 COMMITMENTS 525 200 255 6,686 6,996 7,466 7,451 45 60 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 43) 25 0 0 13 43 38 43 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.7 3.4 89.0 93.1 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 16 12 19 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,172 COMMITMENTS 2,280 0 1,680 44,670 47,492 48,630 49,172 542 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,675) -75 -25 25 1,715 1,675 1,665 1,675 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 3.4 90.8 96.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 19 14 24 16 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,612 COMMITMENTS 2,220 0 1,645 45,215 47,967 49,080 49,612 532 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,640) -50 0 0 1,690 1,640 1,640 1,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 3.3 91.1 96.7 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 19 13 24 15 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 121,968 COMMITMENTS 2,331 2,755 2,368 116,907 116,452 121,606 121,575 362 393 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,655) 860 0 90 2,705 3,420 3,655 3,510 0 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.3 1.9 95.9 95.5 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 6 7 36 33 46 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 128,450 COMMITMENTS 3,242 3,677 3,430 121,631 121,243 128,303 128,350 147 100 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,858) 887 71 37 2,944 3,746 3,868 3,854 -10 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.9 2.7 94.7 94.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 10 9 39 36 51 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 522,157 COMMITMENTS 33,609 24,752 46,901 440,770 449,597 521,280 521,249 877 908 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -12,590) -2,213 347 -2,095 -8,251 -10,792 -12,559 -12,539 -31 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 4.7 9.0 84.4 86.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 20 24 26 47 45 79 83 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,655 COMMITMENTS 2,570 620 60 12,060 14,865 14,690 15,545 965 110 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 195) -30 20 25 200 120 195 165 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 4.0 0.4 77.0 95.0 93.8 99.3 6.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 14 13 17 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,340 COMMITMENTS 1,970 620 85 10,290 12,555 12,345 13,260 995 80 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 120) -30 20 25 125 75 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 4.6 0.6 77.1 94.1 92.5 99.4 7.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 14 14 17 17 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 16,547 COMMITMENTS 735 300 45 15,727 16,170 16,507 16,515 40 32 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,650) -100 100 0 3,775 3,550 3,675 3,650 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.8 0.3 95.0 97.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 23 19 26 22 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 5,645 COMMITMENTS 1,150 0 0 4,075 5,465 5,225 5,465 420 180 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.0 0.0 72.2 96.8 92.6 96.8 7.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 14 9 18 9 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 7,129 COMMITMENTS 212 659 364 6,047 5,121 6,623 6,144 506 985 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 205) -43 87 -3 214 182 168 266 37 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 9.2 5.1 84.8 71.8 92.9 86.2 7.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 5 5 36 37 42 45 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 28,130 COMMITMENTS 2,207 198 1,530 24,332 26,286 28,069 28,014 61 116 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 354) -65 0 140 289 214 364 354 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.7 5.4 86.5 93.4 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 2 39 37 42 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,628 COMMITMENTS 280 1,185 130 20,141 19,007 20,551 20,322 77 306 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,144) 120 150 10 1,058 1,028 1,188 1,188 -44 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 5.7 0.6 97.6 92.1 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 19 23 23 26 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 18,507 COMMITMENTS 6,655 812 142 11,402 17,077 18,199 18,031 308 476 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 139) -80 0 10 224 124 154 134 -15 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 4.4 0.8 61.6 92.3 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 2 2 39 38 46 42 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 6,641 COMMITMENTS 0 125 30 6,391 6,192 6,421 6,347 220 294 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 323) 0 0 0 323 324 323 324 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.5 96.2 93.2 96.7 95.6 3.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 13 20 14 22 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,815 COMMITMENTS 4,307 33 1,047 15,441 19,483 20,795 20,563 20 252 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 678) 565 0 0 233 713 798 713 -120 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 0.2 5.0 74.2 93.6 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 2 27 34 32 37 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 60,330 COMMITMENTS 11,079 4,004 2,292 46,399 53,220 59,770 59,516 560 814 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,271) -268 -237 574 728 709 1,034 1,046 237 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 6.6 3.8 76.9 88.2 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 10 7 11 71 71 89 83 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,810 COMMITMENTS 60 10 123 1,752 1,977 1,935 2,110 875 700 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 165) 0 -40 14 -32 210 -18 184 183 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.4 4.4 62.3 70.4 68.9 75.1 31.1 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 13 17 16 19 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 13,225 COMMITMENTS 0 1,635 0 13,210 11,590 13,210 13,225 15 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 560) 0 0 0 560 560 560 560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.4 0.0 99.9 87.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 13 13 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 63,819 COMMITMENTS 40 0 0 62,789 62,858 62,829 62,858 990 961 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -7,596) 10 0 0 -7,321 -6,939 -7,311 -6,939 -285 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 98.4 98.5 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 0 28 24 29 24 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 19,201 COMMITMENTS 0 0 0 19,152 18,985 19,152 18,985 49 216 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -2,942) 0 0 0 -2,940 -2,975 -2,940 -2,975 -2 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 98.9 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 17 18 17 18 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 186,362 COMMITMENTS 0 0 0 182,927 177,258 182,927 177,258 3,435 9,104 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,384) 0 0 0 2,459 2,579 2,459 2,579 -75 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.2 95.1 98.2 95.1 1.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 17 13 17
Updated March 25, 2021