CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,544 COMMITMENTS 1,543 15,955 575 29,412 15,004 31,530 31,534 14 10 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 200) 231 100 0 -31 100 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 50.6 1.8 93.2 47.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 7 4 14 13 26 20 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 158,779 COMMITMENTS 70,127 13,547 2,950 85,702 142,282 158,779 158,779 0 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 8.5 1.9 54.0 89.6 100.0 100.0 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 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 174,932 COMMITMENTS 24,611 35,557 7,964 142,357 131,411 174,932 174,932 0 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 580) 350 305 -350 580 625 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 20.3 4.6 81.4 75.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 5 7 22 9 32 20 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 179,145 COMMITMENTS 93,622 65,384 23,729 61,645 90,011 178,995 179,123 150 22 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,954) 380 121 -984 -5,357 -5,096 -5,962 -5,960 8 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 36.5 13.2 34.4 50.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 56 17 27 30 29 95 64 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 79,579 COMMITMENTS 47,102 7,118 2,025 30,432 70,436 79,559 79,579 20 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 978) 2,207 381 -60 -1,169 657 978 978 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.2 8.9 2.5 38.2 88.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 34 5 7 21 19 56 30 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 20,975 COMMITMENTS 7,872 7,661 774 12,329 12,540 20,975 20,975 0 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -51) 207 156 -207 -51 0 -51 -51 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 36.5 3.7 58.8 59.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 2 11 6 17 9 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 37,447 COMMITMENTS 525 30,831 3,150 33,760 3,451 37,435 37,432 12 15 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 263) 0 204 -237 500 300 263 267 0 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 82.3 8.4 90.2 9.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 7 4 10 7 15 15 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| 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: 15,407 COMMITMENTS 1,910 2,041 110 13,387 13,256 15,407 15,407 0 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 13.2 0.7 86.9 86.0 100.0 100.0 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 09/07/21 | --------------------------------------------------------------| 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: 16,615 COMMITMENTS 860 5,006 315 15,440 11,294 16,615 16,615 0 0 CHANGES FROM 08/31/21 (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 30.1 1.9 92.9 68.0 100.0 100.0 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 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,718 COMMITMENTS 21,137 14,985 2,705 20,876 27,028 44,718 44,718 0 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 15) 0 15 0 15 0 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 33.5 6.0 46.7 60.4 100.0 100.0 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 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 45,145 COMMITMENTS 15,987 2,520 819 28,294 41,806 45,100 45,145 45 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 522) 297 82 52 164 388 512 522 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 5.6 1.8 62.7 92.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 5 7 20 16 34 26 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 26,085 COMMITMENTS 7,443 1,555 2,621 15,920 21,909 25,984 26,085 101 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 8) 8 0 0 0 8 8 8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 6.0 10.0 61.0 84.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 2 2 14 11 25 15 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 5,349 COMMITMENTS 60 0 20 5,160 5,329 5,240 5,349 109 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -786) -15 0 0 -753 -768 -768 -768 -18 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.4 96.5 99.6 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 15 18 16 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 21,968 COMMITMENTS 2,460 715 1,155 17,802 19,581 21,417 21,451 551 517 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,146) -1,229 -409 -214 -3,758 -4,543 -5,201 -5,166 55 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 3.3 5.3 81.0 89.1 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 2 5 28 38 35 43 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 13,110 COMMITMENTS 0 2,853 949 11,601 9,257 12,550 13,059 560 51 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -3,861) 0 -2,197 262 -4,331 -1,940 -4,069 -3,875 208 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.8 7.2 88.5 70.6 95.7 99.6 4.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 6 1 23 15 24 21 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 3,427 COMMITMENTS 1,025 237 204 1,939 2,825 3,168 3,266 259 161 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,629) 475 -580 -20 -2,169 -1,060 -1,714 -1,660 85 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 6.9 6.0 56.6 82.4 92.4 95.3 7.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 12 14 17 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,479,648 COMMITMENTS 1212829 38,061 556,087 4671705 5863409 6440621 6457557 39,027 22,091 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 116,688) -6,502 2,225 20,433 105,750 88,290 119,681 110,948 -2,993 5,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 0.6 8.6 72.1 90.5 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 60 12 47 155 134 224 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,648,384 COMMITMENTS 205,624 47,742 1066145 1321222 1489302 2592991 2603189 55,393 45,195 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 193,686) 9,163 497 65,158 66,035 84,157 140,356 149,812 53,330 43,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.8 40.3 49.9 56.2 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 24 11 26 54 54 85 84 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,655 COMMITMENTS 0 407 332 196,352 205,957 196,684 206,696 19,971 9,959 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,151) -1,147 -61 0 -3,778 -5,698 -4,925 -5,759 -226 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.2 90.6 95.1 90.8 95.4 9.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 23 19 24 20 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,329 COMMITMENTS 8,000 0 0 135,857 146,870 143,857 146,870 12,472 9,459 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -12,844) -1,891 0 0 -11,307 -12,292 -13,198 -12,292 354 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 0.0 86.9 93.9 92.0 93.9 8.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 0 23 25 27 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,085 COMMITMENTS 4,383 340 1,303 227,799 245,462 233,485 247,105 17,600 3,980 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -7,913) -1,213 -489 635 -6,991 -7,566 -7,569 -7,420 -344 -493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.1 0.5 90.7 97.8 93.0 98.4 7.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 3 28 37 34 40 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 878,146 COMMITMENTS 3,759 2,618 5,084 855,880 868,351 864,723 876,053 13,423 2,093 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -17,456) -3,869 -1,909 -2,064 -11,601 -13,329 -17,534 -17,302 78 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.3 0.6 97.5 98.9 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 3 5 42 32 47 38 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,664 COMMITMENTS 4,721 2,121 2,763 274,086 276,677 281,570 281,561 10,094 10,103 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -13,251) -425 -390 59 -12,657 -14,205 -13,023 -14,536 -228 1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.7 0.9 94.0 94.9 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 1 2 40 38 44 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 552,253 COMMITMENTS 6,921 1,636 1,243 534,460 546,839 542,624 549,718 9,629 2,535 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -35,819) -1,085 -3,004 246 -35,363 -32,191 -36,202 -34,949 383 -870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.3 0.2 96.8 99.0 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 1 2 41 36 45 39 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,629 COMMITMENTS 0 4,829 1,039 384,259 381,136 385,298 387,004 14,331 12,625 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -24,199) -290 -178 -252 -22,171 -22,063 -22,713 -22,493 -1,486 -1,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.3 96.2 95.4 96.4 96.8 3.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 4 1 38 29 39 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,778 COMMITMENTS 509 0 1,366 89,663 90,628 91,538 91,994 3,240 2,784 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -8,284) -154 -728 459 -7,867 -7,894 -7,562 -8,163 -722 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 1.4 94.6 95.6 96.6 97.1 3.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 3 19 22 22 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,333 COMMITMENTS 693 0 0 37,018 40,281 37,711 40,281 4,622 2,052 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -11,904) -651 0 0 -10,928 -11,927 -11,579 -11,927 -325 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 87.4 95.2 89.1 95.2 10.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 12 17 12 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 326,082 COMMITMENTS 1,809 0 211 309,959 318,379 311,979 318,590 14,103 7,492 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -20,336) -813 -1,033 -74 -25,770 -19,565 -26,657 -20,672 6,321 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.1 95.1 97.6 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 22 27 23 28 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 176,354 COMMITMENTS 1,867 0 0 166,335 175,412 168,202 175,412 8,152 942 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -14,489) -405 -270 -90 -13,260 -13,666 -13,755 -14,026 -734 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 94.3 99.5 95.4 99.5 4.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 25 28 26 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 240,112 COMMITMENTS 310 24,600 423 236,063 206,235 236,796 231,258 3,316 8,854 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -22,035) -300 -1,925 -524 -20,785 -20,709 -21,609 -23,158 -426 1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 10.2 0.2 98.3 85.9 98.6 96.3 1.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 24 22 26 25 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,285 COMMITMENTS 9,962 772 868 29,033 37,127 39,863 38,767 422 1,518 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -16,058) -264 -4,660 -2,588 -12,493 -9,256 -15,345 -16,504 -713 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 1.9 2.2 72.1 92.2 99.0 96.2 1.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 18 19 23 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 624,729 COMMITMENTS 15,965 3,819 3,059 596,518 612,654 615,542 619,532 9,187 5,197 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -29,815) -4,933 -1,113 -1,695 -23,533 -26,557 -30,161 -29,365 346 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.6 0.5 95.5 98.1 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 7 5 6 53 43 62 52 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 182,768 COMMITMENTS 67 0 487 175,803 181,262 176,357 181,749 6,411 1,019 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -10,194) -2,616 0 -150 -8,661 -10,493 -11,427 -10,643 1,233 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.3 96.2 99.2 96.5 99.4 3.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 21 17 22 18 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,786 COMMITMENTS 465 4,737 0 95,978 90,905 96,443 95,642 2,343 3,144 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -43,167) -15,446 -8,250 0 -27,941 -34,648 -43,387 -42,898 220 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.8 0.0 97.2 92.0 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 0 24 21 25 24 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,520 COMMITMENTS 16,575 13,283 360 108,981 111,941 125,916 125,584 604 936 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -42,074) -2,361 -440 -3,836 -35,778 -37,445 -41,975 -41,721 -99 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 10.5 0.3 86.1 88.5 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 6 1 38 38 48 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 175,288 COMMITMENTS 821 2,349 393 171,431 170,819 172,645 173,561 2,643 1,727 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -23,055) -1,953 -465 -345 -21,116 -22,302 -23,414 -23,112 359 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.3 0.2 97.8 97.5 98.5 99.0 1.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 1 27 26 28 30 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 26,671 COMMITMENTS 0 0 0 24,355 25,489 24,355 25,489 2,316 1,182 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -8,153) -187 -558 -30 -8,038 -7,467 -8,255 -8,055 102 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.3 95.6 91.3 95.6 8.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 12 13 12 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,950 COMMITMENTS 651 2,822 1,092 195,430 201,664 197,173 205,578 10,777 2,372 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -15,358) 403 -1,091 -190 -15,764 -13,148 -15,551 -14,429 193 -929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.4 0.5 94.0 97.0 94.8 98.9 5.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 2 2 32 37 35 40 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,490 COMMITMENTS 1,265 0 232 58,564 68,924 60,061 69,156 13,429 4,334 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,740) -1,553 0 -33 -3,684 -4,349 -5,270 -4,382 530 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.3 79.7 93.8 81.7 94.1 18.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 17 18 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 177,314 COMMITMENTS 0 1,035 263 172,139 170,433 172,402 171,731 4,912 5,583 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -13,766) 0 -1,802 -43 -13,434 -12,217 -13,477 -14,062 -289 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.1 97.1 96.1 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 1 26 29 27 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 156,465 COMMITMENTS 0 0 0 149,152 147,675 149,152 147,675 7,313 8,790 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -7,961) 0 -4,181 -639 -8,836 -3,865 -9,475 -8,685 1,514 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.3 94.4 95.3 94.4 4.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 18 21 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,392 COMMITMENTS 434 0 0 73,865 78,790 74,299 78,790 9,093 4,602 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,749) 0 0 0 -9,339 -5,293 -9,339 -5,293 3,590 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 88.6 94.5 89.1 94.5 10.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 16 17 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,175 COMMITMENTS 2,659 0 0 20,126 24,112 22,785 24,112 2,390 1,063 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -6,138) 496 0 -496 -5,547 -5,450 -5,547 -5,946 -591 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 0.0 0.0 79.9 95.8 90.5 95.8 9.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 15 15 17 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 196,420 COMMITMENTS 3,656 0 0 189,015 182,837 192,671 182,837 3,749 13,583 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -7,952) -840 0 0 -6,308 -7,360 -7,148 -7,360 -804 -592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 96.2 93.1 98.1 93.1 1.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 14 19 15 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,250 COMMITMENTS 3,850 1,929 238 116,078 119,819 120,166 121,986 7,084 5,264 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -8,237) -481 -102 -372 -7,370 -6,459 -8,223 -6,933 -14 -1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.5 0.2 91.2 94.2 94.4 95.9 5.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 1 27 33 29 35 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,652 COMMITMENTS 300 2,713 0 34,543 30,262 34,843 32,975 809 2,677 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -11,315) -552 -2,104 0 -10,659 -9,646 -11,211 -11,750 -104 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 7.6 0.0 96.9 84.9 97.7 92.5 2.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 12 13 13 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 231,969 COMMITMENTS 2,646 7,744 3,151 220,489 213,929 226,286 224,824 5,683 7,145 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,747) -496 -2,506 102 -4,570 -3,625 -4,964 -6,029 -783 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.3 1.4 95.1 92.2 97.6 96.9 2.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 6 5 35 33 41 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 139,939 COMMITMENTS 5,215 434 599 130,319 134,111 136,133 135,144 3,806 4,795 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -12,229) -3,775 0 413 -8,731 -13,195 -12,093 -12,782 -136 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.3 0.4 93.1 95.8 97.3 96.6 2.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 2 31 22 34 25 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 80,393 COMMITMENTS 651 0 0 71,965 79,665 72,616 79,665 7,777 728 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,053) -690 0 0 -2,934 -3,083 -3,624 -3,083 -429 -970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.0 89.5 99.1 90.3 99.1 9.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 21 24 22 24 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 28,544 COMMITMENTS 0 1,456 0 27,630 24,906 27,630 26,362 914 2,182 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -12,738) -248 -796 -309 -12,788 -10,993 -13,345 -12,098 607 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 0.0 96.8 87.3 96.8 92.4 3.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 15 13 15 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 315,988 COMMITMENTS 0 1,690 0 306,011 308,709 306,011 310,399 9,977 5,589 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -18,323) 0 -5,826 -62 -18,229 -12,287 -18,291 -18,175 -32 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 96.8 97.7 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 2 0 33 25 33 27 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,213 COMMITMENTS 1,394 671 370 75,019 79,484 76,783 80,525 5,430 1,688 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -11,944) 960 454 -590 -11,144 -12,590 -10,774 -12,726 -1,170 782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.8 0.5 91.2 96.7 93.4 97.9 6.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 16 14 18 16 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 23,772 COMMITMENTS 0 853 0 23,138 20,984 23,138 21,837 634 1,935 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -7,874) 0 -953 -120 -7,808 -7,846 -7,928 -8,919 54 1,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 97.3 88.3 97.3 91.9 2.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 8 13 8 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 215,796 COMMITMENTS 372 0 0 210,980 212,145 211,352 212,145 4,444 3,651 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -10,231) -171 -1,142 0 -9,965 -8,577 -10,136 -9,719 -95 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 97.8 98.3 97.9 98.3 2.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 22 28 23 28 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 31,376 COMMITMENTS 2,972 0 1,411 26,988 29,959 31,371 31,370 5 6 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,620) 188 -57 -62 -1,746 -1,482 -1,620 -1,601 0 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 4.5 86.0 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 0 5 22 28 28 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 27,807 COMMITMENTS 4,412 502 568 22,827 26,697 27,807 27,767 0 40 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,231) 133 0 -40 -1,319 -1,179 -1,226 -1,219 -5 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 1.8 2.0 82.1 96.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 22 20 25 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 164,148 COMMITMENTS 30,881 2,418 1,734 130,152 159,713 162,767 163,865 1,381 283 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -64) 1,226 -32 337 -1,717 -404 -154 -99 90 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 1.5 1.1 79.3 97.3 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 4 8 35 39 55 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,605 COMMITMENTS 1,269 4,446 2,710 55,467 52,425 59,446 59,581 159 24 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -3,893) -65 1,384 -976 -2,901 -4,303 -3,942 -3,895 49 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 7.5 4.5 93.1 88.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 6 4 25 23 31 31 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| 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: 38,261 COMMITMENTS 1,750 1,540 550 35,961 36,161 38,261 38,251 0 10 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,559) 5 280 -405 -2,159 -2,434 -2,559 -2,559 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.0 1.4 94.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 19 19 21 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| 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: 46,509 COMMITMENTS 10,340 5,745 410 35,412 39,833 46,162 45,988 347 521 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,203) -50 23 -83 -1,133 -1,379 -1,266 -1,439 63 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 12.4 0.9 76.1 85.6 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 2 22 27 25 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 59,032 COMMITMENTS 8,007 4,508 1,468 49,012 53,016 58,487 58,992 545 40 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,038) -379 31 -146 -1,172 -1,886 -1,697 -2,001 -341 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 7.6 2.5 83.0 89.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 3 5 23 28 34 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,438 COMMITMENTS 803 5,292 1,265 64,059 59,881 66,127 66,438 311 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,269) -158 12 -14 -2,132 -2,264 -2,304 -2,266 35 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 8.0 1.9 96.4 90.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 2 24 23 27 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 83,042 COMMITMENTS 1,155 6,241 1,194 80,228 75,602 82,577 83,037 465 5 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,030) -116 72 -148 -3,897 -3,929 -4,161 -4,005 131 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 7.5 1.4 96.6 91.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 1 27 23 31 26 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,812 COMMITMENTS 10 0 56 28,726 28,226 28,792 28,282 20 530 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.2 99.7 98.0 99.9 98.2 0.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 16 18 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 31,284 COMMITMENTS 400 250 0 30,607 31,034 31,007 31,284 277 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 1,282) 0 0 0 1,267 1,282 1,267 1,282 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.8 0.0 97.8 99.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 18 19 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 31,956 COMMITMENTS 0 1,890 45 31,910 30,021 31,955 31,956 1 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 0.1 99.9 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 18 14 20 17 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 134,624 COMMITMENTS 12,956 8,045 4,936 115,967 121,361 133,860 134,342 764 282 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 360) -585 -290 30 942 619 387 359 -27 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 6.0 3.7 86.1 90.1 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 9 11 43 40 60 54 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 26,526 COMMITMENTS 0 600 0 25,624 25,926 25,624 26,526 902 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 96.6 97.7 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 13 14 14 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,296 COMMITMENTS 0 600 0 22,394 22,696 22,394 23,296 902 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 96.1 97.4 96.1 100.0 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 40,212 COMMITMENTS 25 8,888 0 40,161 31,324 40,186 40,212 26 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 227) 0 -375 0 227 602 227 227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 22.1 0.0 99.9 77.9 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 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 35,427 COMMITMENTS 0 5,738 160 35,242 29,529 35,402 35,427 25 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 256) 0 -375 160 96 471 256 256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.2 0.5 99.5 83.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 15 16 16 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 74,552 COMMITMENTS 6,488 1,175 2,275 65,268 70,155 74,031 73,605 521 947 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 970) 125 -275 260 585 985 970 970 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 1.6 3.1 87.5 94.1 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 5 23 24 30 29 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,162 COMMITMENTS 50 0 0 36,054 35,624 36,104 35,624 58 538 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 450) 0 0 0 450 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.7 98.5 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 22 20 23 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 42,207 COMMITMENTS 1,097 445 0 40,814 41,762 41,911 42,207 296 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 654) -175 86 0 824 568 649 654 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.1 0.0 96.7 98.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 0 24 23 27 27 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,440 COMMITMENTS 2,518 100 10 43,286 45,955 45,814 46,065 626 375 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,641) -171 -35 0 -2,420 -2,601 -2,591 -2,636 -50 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.2 0.0 93.2 99.0 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 18 18 21 20 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,087 COMMITMENTS 2,834 343 172 47,643 50,392 50,649 50,907 438 180 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -3,669) -331 -40 -50 -3,248 -3,564 -3,629 -3,654 -40 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.7 0.3 93.3 98.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 1 22 17 25 22 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| 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: 83,420 COMMITMENTS 2,827 52 1,345 78,902 82,003 83,074 83,400 346 20 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,671) 7 -75 -61 -4,291 -4,520 -4,345 -4,656 -326 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.1 1.6 94.6 98.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 4 26 29 30 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 108,225 COMMITMENTS 5,878 1,501 1,020 100,703 105,510 107,601 108,031 624 194 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -5,961) -48 -537 -149 -5,723 -5,268 -5,920 -5,954 -41 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 1.4 0.9 93.0 97.5 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 6 5 29 32 40 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 60,710 COMMITMENTS 1,375 4,162 805 58,125 55,703 60,305 60,670 405 40 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,290) 175 -496 -245 -4,625 -3,579 -4,695 -4,320 405 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 6.9 1.3 95.7 91.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 22 16 25 20 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 48,786 COMMITMENTS 540 1,505 780 47,380 46,501 48,700 48,786 86 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -3,115) -470 -405 135 -2,825 -2,845 -3,160 -3,115 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.1 1.6 97.1 95.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 15 11 19 13 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| 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: 39,572 COMMITMENTS 377 641 183 38,402 38,678 38,962 39,502 610 70 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,044) 39 -116 0 -1,873 -1,876 -1,834 -1,992 -210 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.6 0.5 97.0 97.7 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 20 18 23 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,091 COMMITMENTS 1,302 2,791 165 46,248 44,847 47,715 47,803 376 288 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,435) -9 -195 -25 -2,202 -2,087 -2,236 -2,307 -199 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.8 0.3 96.2 93.3 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 2 21 21 26 25 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,976 COMMITMENTS 0 1,869 0 14,515 13,049 14,515 14,918 461 58 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,673) -100 -161 0 -1,532 -1,496 -1,632 -1,657 -41 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.5 0.0 96.9 87.1 96.9 99.6 3.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 16 15 16 17 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 13,891 COMMITMENTS 0 810 0 13,360 13,043 13,360 13,853 531 38 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,502) -25 -80 0 -1,453 -1,417 -1,478 -1,497 -24 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 0.0 96.2 93.9 96.2 99.7 3.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 14 14 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,625 COMMITMENTS 866 300 142 20,838 21,784 21,846 22,226 779 399 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,581) -228 300 -40 -1,561 -1,862 -1,829 -1,602 248 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.3 0.6 92.1 96.3 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 17 15 20 18 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 14,346 COMMITMENTS 292 0 150 13,268 13,860 13,710 14,010 636 336 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,176) -118 0 0 -1,030 -1,142 -1,148 -1,142 -28 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 1.0 92.5 96.6 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 13 18 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,675 COMMITMENTS 2,882 4,185 764 32,597 31,347 36,243 36,296 432 379 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,106) -420 -364 -20 -1,633 -1,726 -2,073 -2,110 -33 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 11.4 2.1 88.9 85.5 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 4 28 21 35 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 20,946 COMMITMENTS 1,474 2,480 398 18,899 17,708 20,771 20,586 175 360 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,189) -76 -129 -121 -993 -1,134 -1,190 -1,384 1 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 11.8 1.9 90.2 84.5 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 2 24 19 28 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 15,107 COMMITMENTS 2,056 25 180 12,823 14,869 15,059 15,074 48 33 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -335) 36 -50 -105 -252 -177 -321 -332 -14 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 0.2 1.2 84.9 98.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 4 18 14 22 19 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,882 COMMITMENTS 270 3,360 100 14,104 11,342 14,474 14,802 408 80 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,166) -100 -90 -40 -1,033 -1,056 -1,173 -1,186 7 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 22.6 0.7 94.8 76.2 97.3 99.5 2.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 13 17 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,399 COMMITMENTS 3,260 100 500 43,203 46,789 46,963 47,389 436 10 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,403) 120 0 -120 -1,382 -1,273 -1,382 -1,393 -21 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.2 1.1 91.1 98.7 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 20 20 22 22 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,934 COMMITMENTS 2,560 100 480 47,458 50,349 50,498 50,929 436 5 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -1,658) 85 0 -165 -1,627 -1,498 -1,707 -1,663 49 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.2 0.9 93.2 98.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 20 19 21 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,454 COMMITMENTS 1,170 846 1,843 96,094 96,316 99,107 99,005 347 449 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -6,364) -229 -885 -60 -6,072 -5,406 -6,361 -6,351 -3 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.9 1.9 96.6 96.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 5 7 34 29 43 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 112,205 COMMITMENTS 2,989 1,653 1,553 107,542 108,609 112,084 111,815 121 390 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -8,441) 534 -193 -1,089 -7,821 -7,171 -8,376 -8,453 -65 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.5 1.4 95.8 96.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 5 8 41 34 53 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 886,306 COMMITMENTS 64,299 10,955 89,818 731,774 785,414 885,891 886,188 415 118 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 9,720) 1,852 -1,130 2,402 5,257 8,564 9,511 9,836 209 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.2 10.1 82.6 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 10 29 51 49 93 82 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,360 COMMITMENTS 1,165 600 0 9,490 10,635 10,655 11,235 705 125 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -820) -135 0 0 -635 -805 -770 -805 -50 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 5.3 0.0 83.5 93.6 93.8 98.9 6.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 11 14 12 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 14,775 COMMITMENTS 880 800 150 13,315 13,335 14,345 14,285 430 490 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 140) -490 65 80 495 -400 85 -255 55 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 5.4 1.0 90.1 90.3 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 6 4 17 19 25 27 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 33,837 COMMITMENTS 3,015 2,065 365 30,432 31,406 33,812 33,836 25 1 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 6.1 1.1 89.9 92.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 4 28 26 33 31 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 33,725 COMMITMENTS 4,000 600 100 29,625 33,025 33,725 33,725 0 0 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 2,170) 900 0 0 1,270 2,170 2,170 2,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 1.8 0.3 87.8 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 24 22 28 24 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 1,452 COMMITMENTS 75 329 130 907 688 1,112 1,147 340 305 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -175) -50 49 -25 -135 -104 -210 -80 35 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 22.7 9.0 62.5 47.4 76.6 79.0 23.4 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 5 13 11 18 18 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,774 COMMITMENTS 745 97 362 4,820 5,359 5,927 5,818 847 956 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -400) 81 -181 -153 -513 -163 -585 -497 185 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 1.4 5.3 71.2 79.1 87.5 85.9 12.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 2 7 32 31 41 38 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,680 COMMITMENTS 6,461 145 1,115 23,954 30,091 31,530 31,351 150 329 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,281) -558 -80 0 -1,683 -2,336 -2,241 -2,416 -40 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.5 3.5 75.6 95.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 1 2 32 36 39 38 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,423 COMMITMENTS 110 825 80 15,193 14,085 15,383 14,990 40 433 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,412) -245 -655 -40 -2,117 -1,647 -2,402 -2,342 -10 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 5.3 0.5 98.5 91.3 99.7 97.2 0.3 2.8 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 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,348 COMMITMENTS 3,863 640 223 6,741 9,585 10,827 10,448 521 900 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -2,478) -52 -45 -27 -2,295 -2,326 -2,374 -2,398 -104 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 5.6 2.0 59.4 84.5 95.4 92.1 4.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 5 28 36 35 43 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,136 COMMITMENTS 4 1,052 99 11,309 10,433 11,412 11,584 724 552 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -306) -3 410 -1 -332 -743 -336 -334 30 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.7 0.8 93.2 86.0 94.0 95.5 6.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 14 21 15 23 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 26,822 COMMITMENTS 8,327 2,279 284 18,181 23,995 26,792 26,558 30 264 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,163) -665 -188 0 -3,528 -3,987 -4,193 -4,175 30 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 8.5 1.1 67.8 89.5 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 2 28 34 33 39 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 62,828 COMMITMENTS 11,680 10,808 2,659 48,015 48,942 62,354 62,409 474 419 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -4,383) 451 978 -110 -4,602 -5,062 -4,261 -4,194 -122 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 17.2 4.2 76.4 77.9 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 9 10 13 71 67 88 82 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,095 COMMITMENTS 47 0 119 1,142 1,543 1,308 1,662 787 433 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: -578) 13 -77 69 -586 -475 -504 -483 -74 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 5.7 54.5 73.7 62.4 79.3 37.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 12 17 15 19 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 10,417 COMMITMENTS 0 210 0 10,087 9,892 10,087 10,102 330 315 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 850) 0 0 0 910 850 910 850 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 96.8 95.0 96.8 97.0 3.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 13 12 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 50,452 COMMITMENTS 0 0 0 49,512 48,902 49,512 48,902 940 1,550 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 4,531) 0 -100 0 4,531 4,621 4,531 4,521 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 96.9 98.1 96.9 1.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 26 28 26 28 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 13,596 COMMITMENTS 0 0 0 13,551 13,308 13,551 13,308 45 288 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 97.9 99.7 97.9 0.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 17 16 17 16 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 137,032 COMMITMENTS 0 0 0 126,109 128,786 126,109 128,786 10,923 8,246 CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST: 1,693) 0 0 0 163 7,656 163 7,656 1,530 -5,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.0 94.0 92.0 94.0 8.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 15 14 15
Updated September 10, 2021