CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,228 COMMITMENTS 2,165 15,856 500 29,554 15,863 32,219 32,219 9 9 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 213) 83 -25 0 150 238 233 213 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 49.2 1.6 91.7 49.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 7 5 14 16 25 24 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 159,376 COMMITMENTS 70,227 14,947 2,950 86,199 141,479 159,376 159,376 0 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 272) 0 -1,600 0 272 1,872 272 272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 9.4 1.9 54.1 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 4 4 15 10 24 16 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 168,699 COMMITMENTS 23,388 34,633 7,387 137,924 126,679 168,699 168,699 0 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 4,104) 1,403 600 -443 3,144 3,947 4,104 4,104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 20.5 4.4 81.8 75.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 4 6 21 10 30 19 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 172,693 COMMITMENTS 92,952 54,768 20,824 58,241 96,491 172,018 172,083 675 610 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 3,338) -781 2,356 1,453 2,048 -1,044 2,720 2,765 618 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.8 31.7 12.1 33.7 55.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 54 15 27 29 28 92 61 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 75,422 COMMITMENTS 41,241 7,229 1,736 32,445 66,445 75,422 75,410 0 12 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 4,679) 4,810 96 179 -125 4,470 4,863 4,744 -184 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.7 9.6 2.3 43.0 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 32 4 6 19 19 52 28 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 21,018 COMMITMENTS 7,740 7,505 906 12,372 12,607 21,018 21,018 0 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 104) -104 0 104 104 0 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 35.7 4.3 58.9 60.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 2 11 6 16 9 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,972 COMMITMENTS 1,275 33,017 5,100 37,585 5,826 43,960 43,943 12 29 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 3,725) 75 2,175 1,550 2,100 0 3,725 3,725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 75.1 11.6 85.5 13.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 9 6 12 6 21 15 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,282 COMMITMENTS 1,785 2,041 110 13,387 13,131 15,282 15,282 0 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 13.4 0.7 87.6 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 1 10 13 12 19 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| 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: 16,465 COMMITMENTS 860 5,006 315 15,290 11,144 16,465 16,465 0 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 30.4 1.9 92.9 67.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 1 11 11 14 15 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,499 COMMITMENTS 21,058 14,885 2,705 20,736 26,909 44,499 44,499 0 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 33.5 6.1 46.6 60.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 4 17 9 24 14 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 45,063 COMMITMENTS 15,155 3,286 301 29,593 41,475 45,050 45,063 13 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 98) 280 -39 4 -180 133 105 98 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 7.3 0.7 65.7 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 5 5 17 16 30 25 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 26,202 COMMITMENTS 7,485 1,555 2,621 15,994 22,025 26,100 26,201 102 1 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 150) 50 0 0 100 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 5.9 10.0 61.0 84.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 2 2 13 10 24 14 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 6,019 COMMITMENTS 75 0 0 5,817 6,001 5,892 6,001 127 18 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -83) 0 0 0 -83 -83 -83 -83 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 96.6 99.7 97.9 99.7 2.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 16 17 16 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 19,242 COMMITMENTS 3,478 1,148 1,109 14,396 16,725 18,983 18,982 259 260 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 3,185) 88 225 159 2,967 2,977 3,214 3,361 -29 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 6.0 5.8 74.8 86.9 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 3 6 25 37 33 44 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 14,509 COMMITMENTS 0 4,370 299 13,956 9,798 14,255 14,467 254 42 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 1,147) 0 863 57 1,065 202 1,122 1,122 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.1 2.1 96.2 67.5 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 6 3 26 17 29 23 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,788 COMMITMENTS 390 837 111 4,233 3,710 4,734 4,658 54 130 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 531) 175 50 0 356 471 531 521 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 17.5 2.3 88.4 77.5 98.9 97.3 1.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 1 16 12 19 15 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,634,724 COMMITMENTS 1447200 19,756 515,976 4633003 6085692 6596179 6621424 38,545 13,300 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 56,780) -5,537 1,265 21,279 39,841 33,763 55,583 56,307 1,197 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 0.3 7.8 69.8 91.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 52 15 47 162 135 228 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,500,845 COMMITMENTS 159,828 41,904 1095882 1242955 1361842 2498664 2499628 2,181 1,217 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 157,356) 3,542 2,299 88,946 64,816 66,063 157,304 157,308 51 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.7 43.8 49.7 54.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 11 27 53 53 84 82 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,044 COMMITMENTS 1,236 1,157 0 181,268 194,492 182,504 195,649 22,540 9,395 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -10,144) 1,236 89 0 -13,811 -5,319 -12,575 -5,230 2,431 -4,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.6 0.0 88.4 94.9 89.0 95.4 11.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 26 21 27 22 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,230 COMMITMENTS 7,445 0 0 144,707 155,498 152,152 155,498 14,078 10,732 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -11,082) -2,027 0 -122 -6,992 -9,198 -9,141 -9,320 -1,941 -1,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.0 87.1 93.5 91.5 93.5 8.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 0 26 25 29 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,962 COMMITMENTS 7,375 3,164 2,606 228,008 246,569 237,989 252,339 18,973 4,623 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -14,365) 3,917 -546 -220 -21,176 -13,676 -17,479 -14,442 3,114 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.2 1.0 88.7 96.0 92.6 98.2 7.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 4 29 36 34 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 870,041 COMMITMENTS 9,372 3,627 9,574 838,322 854,621 857,268 867,822 12,773 2,219 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -40,871) 1,563 -1,076 -112 -36,038 -24,298 -34,587 -25,486 -6,284 -15,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.4 1.1 96.4 98.2 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 4 4 42 30 51 36 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,857 COMMITMENTS 6,447 3,005 2,711 264,626 269,808 273,784 275,524 12,073 10,333 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -17,978) -279 -592 -212 -17,875 -16,517 -18,366 -17,321 388 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.1 0.9 92.6 94.4 95.8 96.4 4.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 3 3 42 39 48 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 581,228 COMMITMENTS 7,183 2,991 795 565,135 573,485 573,113 577,271 8,115 3,957 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -31,162) -4,057 736 -1,135 -26,446 -29,576 -31,638 -29,975 476 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.5 0.1 97.2 98.7 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 3 4 45 39 51 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 425,877 COMMITMENTS 148 8,438 3,849 407,296 402,042 411,293 414,329 14,584 11,548 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -22,215) -547 -1,653 294 -23,386 -19,868 -23,639 -21,227 1,424 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.9 95.6 94.4 96.6 97.3 3.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 4 2 35 32 37 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,511 COMMITMENTS 988 1,155 460 94,254 94,637 95,702 96,252 4,809 4,259 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -9,051) -94 -464 90 -8,118 -6,841 -8,122 -7,215 -929 -1,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.1 0.5 93.8 94.2 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 17 20 20 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,586 COMMITMENTS 465 0 0 39,164 42,886 39,629 42,886 4,957 1,700 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -9,563) -802 -232 -372 -9,446 -9,590 -10,620 -10,194 1,057 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 87.8 96.2 88.9 96.2 11.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 14 16 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 334,987 COMMITMENTS 0 2,090 1,171 326,046 326,154 327,217 329,415 7,770 5,572 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -15,650) 0 -171 904 -9,464 -16,533 -8,560 -15,800 -7,090 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.3 97.3 97.4 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 3 2 24 29 26 32 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 180,810 COMMITMENTS 2,966 0 60 167,463 179,582 170,489 179,642 10,321 1,168 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -10,818) -2,059 0 60 -5,991 -10,514 -7,990 -10,454 -2,828 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 92.6 99.3 94.3 99.4 5.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 23 26 24 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 248,201 COMMITMENTS 610 25,271 472 244,982 213,982 246,064 239,725 2,137 8,476 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -15,248) -310 -9,060 23 -14,275 -3,048 -14,562 -12,085 -686 -3,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 10.2 0.2 98.7 86.2 99.1 96.6 0.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 1 26 23 28 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,594 COMMITMENTS 3,774 7,008 1,494 33,339 30,354 38,607 38,856 987 738 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -18,782) -9,858 361 -1,043 -6,658 -16,918 -17,559 -17,600 -1,223 -1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 17.7 3.8 84.2 76.7 97.5 98.1 2.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 1 21 20 26 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 634,955 COMMITMENTS 19,829 1,792 3,625 601,507 623,107 624,961 628,524 9,994 6,431 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -45,463) -972 -402 -5,808 -36,624 -35,676 -43,404 -41,886 -2,059 -3,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.3 0.6 94.7 98.1 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 5 2 3 56 45 62 49 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,387 COMMITMENTS 2,994 0 595 178,773 185,318 182,362 185,913 4,025 474 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,273) -1,213 0 134 -385 -4,644 -1,464 -4,510 -3,809 -763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.3 95.9 99.4 97.8 99.7 2.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 22 19 24 21 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,041 COMMITMENTS 0 2,033 0 98,664 95,634 98,664 97,667 2,377 3,374 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -41,817) -6,172 -4,139 0 -36,363 -34,552 -42,535 -38,691 718 -3,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 97.6 94.6 97.6 96.7 2.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 21 22 22 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,737 COMMITMENTS 6,172 6,714 0 119,487 118,785 125,659 125,499 1,078 1,238 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -51,070) -11,711 -5,950 -2,322 -37,151 -38,034 -51,184 -46,306 114 -4,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.3 0.0 94.3 93.7 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 4 0 38 38 45 42 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,415 COMMITMENTS 2,815 1,086 0 176,436 177,779 179,251 178,865 1,164 1,550 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -25,910) -4,793 -1,539 -588 -20,905 -24,538 -26,286 -26,665 376 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.6 0.0 97.8 98.5 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 0 30 26 32 28 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 30,071 COMMITMENTS 217 558 0 27,810 28,413 28,027 28,971 2,044 1,100 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -7,026) 0 -310 -62 -6,402 -6,466 -6,464 -6,838 -562 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.9 0.0 92.5 94.5 93.2 96.3 6.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 11 11 12 12 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 211,280 COMMITMENTS 248 2,529 1,350 200,046 204,493 201,644 208,372 9,636 2,908 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -10,229) -124 -28 0 -10,891 -9,357 -11,015 -9,385 786 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.2 0.6 94.7 96.8 95.4 98.6 4.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 3 2 32 35 35 38 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,635 COMMITMENTS 1,875 0 0 84,876 86,986 86,751 86,986 884 649 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -4,610) 660 0 0 -5,221 -4,672 -4,561 -4,672 -49 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 96.9 99.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 18 15 18 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,028 COMMITMENTS 3,771 0 80 57,266 70,160 61,117 70,240 13,911 4,788 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -4,323) 476 -208 -484 -6,296 -2,819 -6,304 -3,511 1,981 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.0 0.1 76.3 93.5 81.5 93.6 18.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 15 17 16 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,993 COMMITMENTS 1,826 2,398 409 188,802 186,171 191,037 188,978 2,956 5,015 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -13,992) -62 28 -535 -11,918 -13,948 -12,515 -14,455 -1,477 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.2 0.2 97.3 96.0 98.5 97.4 1.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 24 29 26 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,208 COMMITMENTS 0 943 580 152,653 150,010 153,233 151,533 4,975 6,675 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,882) 0 -1,593 55 -5,343 -4,366 -5,288 -5,904 -594 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.4 96.5 94.8 96.9 95.8 3.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 21 18 22 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,799 COMMITMENTS 1,116 0 0 78,819 81,469 79,935 81,469 5,864 4,330 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,732) -248 0 0 -5,043 -4,278 -5,291 -4,278 -441 -1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 91.9 95.0 93.2 95.0 6.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 17 20 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,726 COMMITMENTS 1,651 449 496 19,202 22,253 21,349 23,198 3,377 1,528 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,369) -60 449 0 -4,947 -5,530 -5,007 -5,081 -362 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.8 2.0 77.7 90.0 86.3 93.8 13.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 13 16 14 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,736 COMMITMENTS 5,472 0 0 188,349 184,380 193,821 184,380 4,915 14,356 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -8,528) -1,842 0 -360 -4,447 -6,723 -6,649 -7,083 -1,879 -1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 94.8 92.8 97.5 92.8 2.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 13 18 15 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 137,580 COMMITMENTS 4,633 535 849 122,310 129,511 127,792 130,895 9,788 6,685 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,007) 207 24 -31 -5,262 -3,923 -5,086 -3,930 79 -1,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.4 0.6 88.9 94.1 92.9 95.1 7.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 26 27 28 28 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,610 COMMITMENTS 372 2,104 0 37,505 35,365 37,877 37,469 733 1,141 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -11,235) 0 -651 0 -6,419 -7,763 -6,419 -8,414 -4,816 -2,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 5.4 0.0 97.1 91.6 98.1 97.0 1.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 13 15 14 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 233,864 COMMITMENTS 3,174 9,598 2,647 221,783 214,518 227,604 226,763 6,260 7,101 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -10,689) -461 -82 -309 -5,374 -7,492 -6,144 -7,883 -4,545 -2,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 4.1 1.1 94.8 91.7 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 6 4 33 34 38 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 142,364 COMMITMENTS 7,268 434 0 132,204 136,959 139,472 137,393 2,892 4,971 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -10,573) -471 -498 -60 -6,168 -8,171 -6,699 -8,729 -3,874 -1,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.3 0.0 92.9 96.2 98.0 96.5 2.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 0 31 23 33 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 85,726 COMMITMENTS 1,281 0 0 76,479 84,028 77,760 84,028 7,966 1,698 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -6,278) -651 0 0 -4,852 -4,800 -5,503 -4,800 -775 -1,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 89.2 98.0 90.7 98.0 9.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 18 23 19 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 39,698 COMMITMENTS 248 2,429 608 38,474 33,829 39,330 36,866 368 2,832 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -11,741) 0 -3,162 255 -12,097 -8,913 -11,842 -11,820 101 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 6.1 1.5 96.9 85.2 99.1 92.9 0.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 16 17 18 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 327,510 COMMITMENTS 0 4,875 0 317,661 317,392 317,661 322,267 9,849 5,243 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -22,525) 0 -5,894 0 -20,469 -14,304 -20,469 -20,198 -2,056 -2,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 97.0 96.9 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 2 0 33 24 33 26 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,373 COMMITMENTS 434 0 960 85,379 92,228 86,773 93,188 6,600 185 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -7,779) 186 0 0 -6,521 -7,657 -6,335 -7,657 -1,444 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 1.0 91.4 98.8 92.9 99.8 7.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 17 17 18 18 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 27,770 COMMITMENTS 0 1,475 0 27,340 25,490 27,340 26,965 430 805 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -8,314) -248 638 -638 -5,741 -8,091 -6,627 -8,091 -1,687 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 0.0 98.5 91.8 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 10 13 10 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 212,346 COMMITMENTS 0 0 0 207,351 208,148 207,351 208,148 4,995 4,198 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -12,234) -725 -310 -108 -7,297 -12,329 -8,130 -12,747 -4,104 513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.6 98.0 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 20 26 20 26 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 31,342 COMMITMENTS 3,183 364 1,387 26,739 29,568 31,309 31,319 33 23 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 1,223) -949 -140 36 2,126 1,327 1,213 1,223 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 1.2 4.4 85.3 94.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 5 23 25 28 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 28,120 COMMITMENTS 3,944 0 778 23,398 27,312 28,120 28,090 0 30 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 375) 25 0 0 350 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 0.0 2.8 83.2 97.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 23 19 27 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 152,220 COMMITMENTS 29,405 3,038 1,151 120,447 147,898 151,003 152,087 1,217 133 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 3,234) 5,754 203 -315 -1,739 3,740 3,700 3,628 -466 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 2.0 0.8 79.1 97.2 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 5 10 35 40 55 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,085 COMMITMENTS 4,205 1,641 2,919 52,837 55,503 59,961 60,063 124 22 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -2,328) -50 -589 -22 -2,292 -1,687 -2,364 -2,298 36 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.7 4.9 87.9 92.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 4 4 25 23 31 29 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| 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: 39,403 COMMITMENTS 1,210 420 770 37,423 38,193 39,403 39,383 0 20 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -2,094) -160 420 -420 -1,509 -2,079 -2,089 -2,079 -5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.1 2.0 95.0 96.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 19 21 20 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,071 COMMITMENTS 10,390 5,685 570 35,821 40,526 46,781 46,781 290 290 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -959) -50 195 -115 -703 -956 -868 -876 -91 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 12.1 1.2 76.1 86.1 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 23 26 26 29 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 59,124 COMMITMENTS 8,728 4,381 1,643 47,870 52,972 58,241 58,996 883 128 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -94) -744 139 -141 921 -94 36 -96 -130 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 7.4 2.8 81.0 89.6 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 3 5 26 28 39 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,480 COMMITMENTS 818 5,280 1,326 65,010 60,871 67,154 67,477 326 3 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -3,305) -38 0 0 -2,755 -3,275 -2,793 -3,275 -512 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.8 2.0 96.3 90.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 2 24 20 28 23 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 86,132 COMMITMENTS 1,093 6,203 1,288 83,417 78,616 85,798 86,107 334 25 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,846) 17 105 -180 -4,888 -5,681 -5,051 -5,756 -795 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 7.2 1.5 96.8 91.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 2 29 22 33 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,699 COMMITMENTS 0 40 33 27,646 27,111 27,679 27,184 20 515 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,407) 0 38 -33 -1,379 -1,361 -1,412 -1,356 5 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.1 99.8 97.9 99.9 98.1 0.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 15 18 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 29,237 COMMITMENTS 450 250 0 28,540 28,987 28,990 29,237 247 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 255) -50 -50 0 280 305 230 255 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.9 0.0 97.6 99.1 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 17 19 18 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 30,886 COMMITMENTS 25 1,550 45 30,815 29,291 30,885 30,886 1 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,961) 25 -90 -30 -1,955 -1,841 -1,960 -1,961 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.0 0.1 99.8 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 18 14 21 16 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 128,147 COMMITMENTS 15,665 8,216 4,039 107,819 115,601 127,524 127,857 623 290 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,050) 1,024 -2,431 -747 -5,444 -1,870 -5,168 -5,048 118 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 6.4 3.2 84.1 90.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 8 13 45 39 66 55 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 25,464 COMMITMENTS 0 600 0 24,562 24,864 24,562 25,464 902 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,677) 0 0 0 -1,667 -1,677 -1,667 -1,677 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 96.5 97.6 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,028 COMMITMENTS 0 600 0 23,126 23,428 23,126 24,028 902 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,208) 0 0 0 -1,198 -1,208 -1,198 -1,208 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 96.2 97.5 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 13 14 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 40,415 COMMITMENTS 25 10,463 0 40,364 29,952 40,389 40,415 26 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -305) -25 575 0 -275 -880 -300 -305 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 25.9 0.0 99.9 74.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 16 16 17 19 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 35,704 COMMITMENTS 0 7,313 0 35,679 28,391 35,679 35,704 25 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 269) 0 575 0 274 -306 274 269 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.5 0.0 99.9 79.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 14 16 14 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 71,435 COMMITMENTS 7,513 1,575 1,765 61,666 67,148 70,944 70,488 491 947 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,292) 455 -350 -165 -1,606 -772 -1,316 -1,287 24 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 2.2 2.5 86.3 94.0 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 4 23 25 30 29 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,744 COMMITMENTS 50 0 0 32,656 32,206 32,706 32,206 38 538 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -2,221) -50 0 0 -2,161 -2,173 -2,211 -2,173 -10 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.7 98.4 99.9 98.4 0.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 23 17 24 17 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 43,375 COMMITMENTS 1,167 359 0 41,817 43,016 42,984 43,375 391 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -963) -371 -109 0 -557 -854 -928 -963 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.8 0.0 96.4 99.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 0 22 20 25 23 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,796 COMMITMENTS 2,628 35 10 45,512 48,396 48,150 48,441 646 355 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -2,957) -174 -35 0 -2,478 -2,917 -2,652 -2,952 -305 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.1 0.0 93.3 99.2 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 19 19 22 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,484 COMMITMENTS 3,289 90 143 50,609 54,056 54,041 54,289 443 195 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -3,972) -485 -115 0 -3,227 -3,857 -3,712 -3,972 -260 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.2 0.3 92.9 99.2 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 1 22 18 26 21 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| 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: 84,464 COMMITMENTS 1,638 110 1,449 80,741 82,830 83,828 84,389 636 75 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,560) 28 -539 -27 -5,584 -4,989 -5,583 -5,555 23 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.1 1.7 95.6 98.1 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 4 25 28 29 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 108,962 COMMITMENTS 4,959 1,768 1,149 102,219 105,842 108,327 108,759 635 203 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -6,933) 208 -322 -99 -7,024 -6,487 -6,915 -6,908 -18 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.6 1.1 93.8 97.1 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 9 8 6 27 30 41 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 63,254 COMMITMENTS 1,400 4,241 1,017 60,832 57,992 63,249 63,250 5 4 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -3,606) -242 41 186 -3,545 -3,811 -3,601 -3,584 -5 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 6.7 1.6 96.2 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 23 13 27 17 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| 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: 49,995 COMMITMENTS 225 1,910 730 49,000 47,355 49,955 49,995 40 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -3,372) 0 -240 -85 -3,327 -3,047 -3,412 -3,372 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.8 1.5 98.0 94.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 12 21 14 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| 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: 41,825 COMMITMENTS 0 756 120 40,607 40,762 40,727 41,638 1,098 187 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,894) 0 -116 0 -1,745 -1,626 -1,745 -1,742 -149 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.3 97.1 97.5 97.4 99.6 2.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 18 20 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,052 COMMITMENTS 1,228 3,000 172 47,131 45,518 48,531 48,690 521 362 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -338) -17 -240 -6 -289 5 -312 -241 -26 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 6.1 0.4 96.1 92.8 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 3 22 21 26 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,568 COMMITMENTS 100 2,015 0 15,968 14,479 16,068 16,494 500 74 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,636) -25 -161 0 -1,412 -1,436 -1,437 -1,597 -199 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 12.2 0.0 96.4 87.4 97.0 99.6 3.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 0 14 12 17 14 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 15,281 COMMITMENTS 25 890 0 14,702 14,348 14,727 15,238 554 43 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,163) -25 -85 0 -933 -1,013 -958 -1,098 -205 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.8 0.0 96.2 93.9 96.4 99.7 3.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 13 12 14 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,101 COMMITMENTS 1,204 44 182 22,194 23,511 23,580 23,737 521 364 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,467) -203 -40 0 -978 -1,408 -1,181 -1,448 -286 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.2 0.8 92.1 97.6 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 18 23 22 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 15,508 COMMITMENTS 410 0 150 14,284 14,988 14,844 15,138 664 370 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,167) -78 -15 15 -1,080 -1,133 -1,143 -1,133 -24 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 1.0 92.1 96.6 95.7 97.6 4.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 15 13 18 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 37,822 COMMITMENTS 3,714 4,598 760 32,879 32,124 37,353 37,482 469 340 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,880) -35 -345 -10 -1,652 -1,565 -1,697 -1,920 -183 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 12.2 2.0 86.9 84.9 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 3 28 24 37 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 21,878 COMMITMENTS 2,115 2,587 509 19,070 18,617 21,694 21,713 184 165 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -964) 406 -88 -52 -1,209 -824 -855 -964 -109 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 11.8 2.3 87.2 85.1 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 2 24 20 30 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 15,478 COMMITMENTS 2,038 47 303 13,039 15,081 15,380 15,431 98 47 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 160) 0 -8 8 152 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.3 2.0 84.2 97.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 4 17 12 22 17 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,913 COMMITMENTS 270 90 140 12,102 12,623 12,512 12,853 401 60 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -967) -110 -90 0 -1,051 -257 -1,161 -347 194 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.7 1.1 93.7 97.8 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 13 14 15 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,677 COMMITMENTS 3,140 0 620 44,440 48,047 48,200 48,667 477 10 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,498) 120 0 -120 -1,432 -1,213 -1,432 -1,333 -66 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.0 1.3 91.3 98.7 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 18 22 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,212 COMMITMENTS 2,475 0 645 48,705 51,567 51,825 52,212 387 0 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -1,703) 145 -20 -145 -982 -1,358 -982 -1,523 -721 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 1.2 93.3 98.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 20 19 22 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 105,380 COMMITMENTS 1,204 1,097 2,061 101,766 101,765 105,031 104,923 349 457 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -5,951) -344 -1,237 -65 -4,482 -2,400 -4,891 -3,702 -1,060 -2,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.0 2.0 96.6 96.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 3 7 36 31 45 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 118,411 COMMITMENTS 1,880 2,001 2,384 113,998 113,657 118,262 118,042 149 369 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -10,066) -114 -181 -575 -8,125 -6,375 -8,814 -7,131 -1,252 -2,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.7 2.0 96.3 96.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 6 8 40 35 52 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 812,447 COMMITMENTS 57,946 12,591 85,272 668,891 712,975 812,109 810,838 338 1,608 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 10,943) 936 -5,206 5,526 5,299 10,738 11,761 11,059 -819 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.5 10.5 82.3 87.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 35 11 32 52 49 96 83 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,390 COMMITMENTS 2,275 0 0 11,425 14,260 13,700 14,260 690 130 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -885) -195 0 0 -490 -790 -685 -790 -200 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 0.0 0.0 79.4 99.1 95.2 99.1 4.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 12 11 15 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,860 COMMITMENTS 1,300 600 0 9,805 11,120 11,105 11,720 755 140 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -915) -135 0 0 -535 -820 -670 -820 -245 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 5.1 0.0 82.7 93.8 93.6 98.8 6.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 12 14 13 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 14,445 COMMITMENTS 505 1,520 50 13,355 12,375 13,910 13,945 535 500 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -3,165) -55 270 -1,135 -2,165 -2,450 -3,355 -3,315 190 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 10.5 0.3 92.5 85.7 96.3 96.5 3.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 1 12 13 14 18 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 29,627 COMMITMENTS 3,090 2,065 240 26,232 27,306 29,562 29,611 65 16 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -3,053) 2,400 -1,190 -20 -5,428 -1,837 -3,048 -3,047 -5 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.0 0.8 88.5 92.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 4 27 24 32 29 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 29,845 COMMITMENTS 3,250 0 0 26,595 29,665 29,845 29,665 0 180 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 4,325) -550 0 0 4,875 4,325 4,325 4,325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.0 0.0 89.1 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 0 22 18 26 18 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 1,391 COMMITMENTS 15 220 114 1,002 702 1,131 1,036 260 355 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 15.8 8.2 72.0 50.5 81.3 74.5 18.7 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 4 14 12 18 17 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,800 COMMITMENTS 535 412 384 5,069 5,043 5,988 5,839 812 961 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 208) 127 8 87 -25 271 189 366 19 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 6.1 5.6 74.5 74.2 88.1 85.9 11.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 6 33 32 40 39 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 29,737 COMMITMENTS 6,114 140 55 23,464 29,436 29,633 29,631 104 106 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 939) 448 85 30 501 875 979 990 -40 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 0.5 0.2 78.9 99.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 1 1 31 34 37 35 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,693 COMMITMENTS 295 1,235 120 15,196 13,866 15,611 15,221 82 472 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 257) 0 105 0 465 305 465 410 -208 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 7.9 0.8 96.8 88.4 99.5 97.0 0.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 21 29 24 31 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 13,130 COMMITMENTS 3,914 590 234 8,152 11,470 12,300 12,294 830 836 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 133) 9 32 22 103 90 134 144 -1 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 4.5 1.8 62.1 87.4 93.7 93.6 6.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 5 30 33 37 39 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 7,653 COMMITMENTS 0 90 0 6,921 7,125 6,921 7,215 732 438 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 176) 0 0 0 242 150 242 150 -66 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 90.4 93.1 90.4 94.3 9.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 20 14 22 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 25,997 COMMITMENTS 6,077 1,582 1,057 18,803 23,121 25,937 25,760 60 237 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 1,805) 500 713 18 1,227 1,029 1,745 1,760 60 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 6.1 4.1 72.3 88.9 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 3 2 26 35 30 39 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 58,593 COMMITMENTS 8,197 6,847 3,499 46,403 47,755 58,099 58,101 494 492 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 1,273) 745 224 -251 790 1,276 1,284 1,249 -11 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 11.7 6.0 79.2 81.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 8 10 12 71 69 87 83 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 6,755 COMMITMENTS 90 210 0 6,095 5,960 6,185 6,170 570 585 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: -90) 90 0 0 -90 -90 0 -90 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.1 0.0 90.2 88.2 91.6 91.3 8.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 12 15 13 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 48,750 COMMITMENTS 0 815 0 48,540 47,128 48,540 47,943 210 807 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 505) 0 565 0 505 505 505 1,070 0 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 99.6 96.7 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 0 25 27 25 29 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 15,095 COMMITMENTS 366 0 39 14,615 14,808 15,020 14,847 75 248 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 375) 366 0 39 375 375 780 414 -405 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.3 96.8 98.1 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 15 16 16 17 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 142,016 COMMITMENTS 0 0 0 136,260 129,800 136,260 129,800 5,756 12,216 CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST: 620) 0 0 0 360 620 360 620 260 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.9 91.4 95.9 91.4 4.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 17 16 17
Updated August 13, 2021