CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 17,931 COMMITMENTS 919 11,591 1 16,951 6,310 17,871 17,902 60 29 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 64.6 0.0 94.5 35.2 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 2 1 12 7 18 10 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 161,115 COMMITMENTS 68,873 10,350 5,334 86,908 145,431 161,115 161,115 0 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 750) 0 0 500 250 250 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 6.4 3.3 53.9 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 4 4 14 10 23 16 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 178,514 COMMITMENTS 27,179 41,227 9,804 141,531 127,483 178,514 178,514 0 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 225) 50 25 50 125 150 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 23.1 5.5 79.3 71.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 5 7 21 10 32 21 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 163,255 COMMITMENTS 73,611 52,802 34,636 54,775 75,786 163,022 163,225 233 30 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 6,099) -3,324 -3,649 3,054 6,424 6,674 6,154 6,079 -55 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 32.3 21.2 33.6 46.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 42 24 27 29 25 85 62 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 132,490 COMMITMENTS 73,487 19,187 10,143 48,757 103,144 132,387 132,475 103 15 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 8,118) -143 2,727 2,375 5,960 3,070 8,193 8,172 -75 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.5 14.5 7.7 36.8 77.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 46 9 17 23 21 73 43 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 24,952 COMMITMENTS 11,295 11,061 1,326 12,331 12,565 24,952 24,952 0 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 44.3 5.3 49.4 50.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 2 11 6 18 9 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 45,860 COMMITMENTS 2,095 34,556 3,930 39,835 7,359 45,860 45,845 0 15 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 2,625) 1,270 920 630 725 1,075 2,625 2,625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 75.4 8.6 86.9 16.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 7 4 9 7 14 16 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 15,857 COMMITMENTS 2,060 2,041 110 13,687 13,706 15,857 15,857 0 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 12.9 0.7 86.3 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 1 10 12 12 18 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 16,767 COMMITMENTS 860 5,106 315 15,592 11,346 16,767 16,767 0 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 52) 0 0 0 52 52 52 52 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 30.5 1.9 93.0 67.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 1 11 11 14 15 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 50,210 COMMITMENTS 21,302 16,985 2,660 26,248 30,565 50,210 50,210 0 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 250) 245 0 0 5 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 33.8 5.3 52.3 60.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 4 18 9 26 14 RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 53,061 COMMITMENTS 17,448 2,676 3,899 31,566 46,473 52,912 53,048 149 13 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 1,473) 354 668 175 965 626 1,494 1,470 -21 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 5.0 7.3 59.5 87.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 10 8 24 20 41 31 CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 29,279 COMMITMENTS 8,295 1,555 400 20,483 27,324 29,178 29,279 101 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 5.3 1.4 70.0 93.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 2 1 12 16 27 19 RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 41,771 COMMITMENTS 3,620 4,185 140 37,991 37,442 41,751 41,767 20 4 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 823) 245 384 79 499 360 823 823 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 10.0 0.3 91.0 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 4 2 9 9 18 14 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 4,555 COMMITMENTS 0 0 0 4,475 4,550 4,475 4,550 80 5 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 177) 0 0 0 177 177 177 177 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.2 99.9 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 19 21 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 21,769 COMMITMENTS 2,891 365 2,360 16,315 18,800 21,566 21,525 203 244 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -506) 433 -42 -49 -893 -429 -509 -520 3 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 1.7 10.8 74.9 86.4 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 3 30 38 35 41 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 16,042 COMMITMENTS 0 4,367 1,230 14,591 10,445 15,821 16,042 221 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 1,747) 0 1,063 -32 1,779 716 1,747 1,747 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.2 7.7 91.0 65.1 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 5 3 28 20 31 25 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 5,019 COMMITMENTS 0 959 699 4,272 3,309 4,971 4,967 48 52 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 296) 0 152 0 296 144 296 296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.1 13.9 85.1 65.9 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 2 17 16 19 20 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,603,902 COMMITMENTS 858,982 44,804 646,663 5062543 5894809 6568188 6586276 35,714 17,626 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 84,012) -12,850 -11,928 25,777 75,400 74,931 88,327 88,780 -4,315 -4,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 0.7 9.8 76.7 89.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 43 19 46 157 128 215 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,538,547 COMMITMENTS 204,541 40,637 927,941 1403942 1568376 2536424 2536954 2,123 1,594 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,879) -184 -1,914 10,882 -12,442 -10,769 -1,744 -1,801 -135 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 1.6 36.6 55.3 61.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 24 12 27 51 55 85 84 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,216 COMMITMENTS 547 248 517 182,708 192,194 183,772 192,959 20,444 11,257 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -12,428) 92 248 -92 -13,044 -10,597 -13,044 -10,441 616 -1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.1 0.3 89.5 94.1 90.0 94.5 10.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 23 17 24 19 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,282 COMMITMENTS 3,900 0 368 140,119 142,126 144,387 142,494 13,895 15,788 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -10,704) -3,428 0 -84 -5,563 -12,863 -9,075 -12,947 -1,629 2,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.2 88.5 89.8 91.2 90.0 8.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 21 20 23 21 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,781 COMMITMENTS 2,405 718 731 233,080 249,551 236,216 251,000 19,565 4,781 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -11,546) -188 -180 -362 -14,095 -10,517 -14,645 -11,059 3,099 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.3 0.3 91.1 97.6 92.4 98.1 7.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 2 31 33 34 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 839,369 COMMITMENTS 3,209 1,077 1,819 827,805 834,809 832,833 837,705 6,536 1,664 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 2,466) 3,193 75 -377 1,316 3,661 4,132 3,359 -1,666 -893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.1 0.2 98.6 99.5 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 2 4 43 34 48 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 297,846 COMMITMENTS 3,722 6,371 502 282,704 279,443 286,928 286,316 10,918 11,530 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -14,927) -1,029 279 -260 -12,178 -15,238 -13,467 -15,219 -1,460 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.1 0.2 94.9 93.8 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 4 2 40 34 43 39 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 549,168 COMMITMENTS 3,349 966 1,614 535,730 542,223 540,693 544,803 8,475 4,365 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -38,472) -4,913 966 760 -33,215 -39,605 -37,368 -37,879 -1,104 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 0.3 97.6 98.7 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 1 1 41 43 44 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 428,558 COMMITMENTS 0 9,636 0 416,048 408,032 416,048 417,668 12,510 10,890 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -14,934) -207 -1,261 -644 -12,814 -16,284 -13,665 -18,189 -1,269 3,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 97.1 95.2 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 4 0 37 33 37 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,873 COMMITMENTS 0 1,095 62 90,280 88,131 90,342 89,288 4,531 5,585 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,827) 0 -28 0 -2,467 -1,361 -2,467 -1,389 -360 -1,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.1 95.2 92.9 95.2 94.1 4.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 16 19 17 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,909 COMMITMENTS 390 367 480 41,575 45,680 42,445 46,527 6,464 2,382 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -9,579) 0 279 -279 -9,456 -9,289 -9,735 -9,289 156 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 1.0 85.0 93.4 86.8 95.1 13.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 10 17 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 318,243 COMMITMENTS 847 248 485 309,303 308,777 310,635 309,510 7,608 8,733 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -8,838) -600 248 485 -4,788 -10,273 -4,903 -9,540 -3,935 702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.1 0.2 97.2 97.0 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 23 27 25 28 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 173,096 COMMITMENTS 757 0 0 162,158 171,196 162,915 171,196 10,181 1,900 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -11,349) -180 0 0 -7,539 -11,075 -7,719 -11,075 -3,630 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 93.7 98.9 94.1 98.9 5.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 23 25 24 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,750 COMMITMENTS 0 20,372 26 246,321 218,590 246,347 238,988 1,403 8,762 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -15,981) 0 -770 -276 -14,322 -14,790 -14,598 -15,836 -1,383 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 99.4 88.2 99.4 96.5 0.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 14 23 15 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,829 COMMITMENTS 19,356 0 0 25,703 43,349 45,059 43,349 770 2,480 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -11,315) -1,596 0 -217 -5,479 -12,396 -7,292 -12,613 -4,023 1,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 0.0 0.0 56.1 94.6 98.3 94.6 1.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 0 0 15 21 22 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 671,202 COMMITMENTS 10,146 8,041 1,819 650,159 654,470 662,124 664,330 9,078 6,872 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -22,175) -5,486 -4,009 -923 -9,233 -17,298 -15,642 -22,230 -6,533 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.2 0.3 96.9 97.5 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 6 4 52 36 58 43 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,410 COMMITMENTS 723 0 391 155,686 161,049 156,800 161,440 5,610 970 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -9,814) -1,684 0 -22 -4,900 -9,323 -6,606 -9,345 -3,208 -469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.2 95.9 99.2 96.5 99.4 3.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 18 17 19 18 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,144 COMMITMENTS 1,302 2,324 3,780 97,470 96,514 102,552 102,618 2,592 2,526 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -45,231) 352 -13,004 -500 -45,228 -25,854 -45,376 -39,358 145 -5,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.2 3.6 92.7 91.8 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 1 21 19 23 22 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,080 COMMITMENTS 1,512 21,056 3,780 114,042 95,442 119,334 120,278 1,746 802 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -41,769) -957 -1,347 -2,201 -38,284 -34,286 -41,442 -37,834 -327 -3,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 17.4 3.1 94.2 78.8 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 2 15 1 40 39 43 54 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 205,435 COMMITMENTS 541 1,147 151 201,921 200,636 202,613 201,934 2,822 3,501 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -18,200) -953 -1,496 -421 -17,562 -16,803 -18,936 -18,720 736 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.6 0.1 98.3 97.7 98.6 98.3 1.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 1 30 23 33 25 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 26,963 COMMITMENTS 1,113 390 0 23,505 25,395 24,618 25,785 2,345 1,178 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,372) 93 -731 0 -3,031 -1,853 -2,938 -2,584 566 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 1.4 0.0 87.2 94.2 91.3 95.6 8.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 0 10 13 13 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 220,078 COMMITMENTS 1,160 1,815 490 207,398 214,443 209,048 216,748 11,030 3,330 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -14,885) -3,465 -1,081 -90 -9,377 -14,383 -12,932 -15,554 -1,953 669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.8 0.2 94.2 97.4 95.0 98.5 5.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 34 31 36 33 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,352 COMMITMENTS 208 0 0 69,382 69,382 69,590 69,382 762 970 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -11,811) 208 0 0 -11,780 -11,776 -11,572 -11,776 -239 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 98.6 98.6 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 14 13 15 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,752 COMMITMENTS 0 0 0 66,334 68,549 66,334 68,549 8,418 6,203 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 1,840) -1,042 -1,097 -140 3,427 800 2,245 -437 -405 2,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.7 91.7 88.7 91.7 11.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 16 14 16 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 174,486 COMMITMENTS 0 0 0 167,289 169,505 167,289 169,505 7,197 4,981 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -12,711) 0 -1,230 0 -12,961 -11,303 -12,961 -12,533 250 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.9 97.1 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 22 27 22 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 152,645 COMMITMENTS 0 140 535 147,427 144,696 147,962 145,371 4,683 7,274 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -9,728) 0 -2,743 504 -8,637 -6,701 -8,133 -8,940 -1,595 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.4 96.6 94.8 96.9 95.2 3.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 18 21 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,787 COMMITMENTS 0 0 0 74,696 75,763 74,696 75,763 9,091 8,024 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -4,306) 0 0 0 -3,197 -5,953 -3,197 -5,953 -1,109 1,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.1 90.4 89.1 90.4 10.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 18 19 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 191,116 COMMITMENTS 3,292 0 0 180,041 178,305 183,333 178,305 7,783 12,811 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -9,505) -965 0 -62 -9,174 -8,768 -10,201 -8,830 696 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 94.2 93.3 95.9 93.3 4.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 12 18 13 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,091 COMMITMENTS 3,784 467 105 97,819 104,616 101,708 105,188 8,383 4,903 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -5,703) -1,106 126 -258 -3,807 -3,890 -5,171 -4,022 -532 -1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.4 0.1 88.9 95.0 92.4 95.5 7.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 29 33 31 34 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,988 COMMITMENTS 0 4,622 120 37,787 34,732 37,907 39,474 2,081 514 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -8,494) -836 0 -150 -4,088 -7,691 -5,074 -7,841 -3,420 -653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.6 0.3 94.5 86.9 94.8 98.7 5.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 1 13 16 14 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 213,270 COMMITMENTS 2,291 6,459 2,651 197,658 197,938 202,600 207,048 10,670 6,222 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -14,855) -1,581 -1,463 -109 -7,619 -13,362 -9,309 -14,934 -5,546 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.0 1.2 92.7 92.8 95.0 97.1 5.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 4 3 28 30 32 35 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 138,347 COMMITMENTS 0 390 1,145 133,483 134,634 134,628 136,169 3,719 2,178 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -8,571) -69 -359 -142 -7,332 -6,567 -7,543 -7,068 -1,028 -1,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.8 96.5 97.3 97.3 98.4 2.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 2 29 26 31 28 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 85,235 COMMITMENTS 1,692 0 0 75,265 80,806 76,957 80,806 8,278 4,429 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -8,915) 0 0 0 -7,591 -8,135 -7,591 -8,135 -1,324 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 88.3 94.8 90.3 94.8 9.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 23 15 24 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 29,108 COMMITMENTS 0 728 0 26,522 26,517 26,522 27,245 2,586 1,863 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -6,684) 0 -232 0 -7,989 -5,923 -7,989 -6,155 1,305 -529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 91.1 91.1 91.1 93.6 8.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 13 11 13 12 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 314,725 COMMITMENTS 0 12 360 304,867 310,567 305,227 310,939 9,498 3,786 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -11,552) -510 -2,905 245 -8,371 -8,784 -8,636 -11,444 -2,916 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.1 96.9 98.7 97.0 98.8 3.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 28 19 29 20 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 77,050 COMMITMENTS 2,051 0 0 68,754 69,686 70,805 69,686 6,245 7,364 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -4,088) -199 0 0 -2,570 -4,946 -2,769 -4,946 -1,319 858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 89.2 90.4 91.9 90.4 8.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 15 15 17 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 227,915 COMMITMENTS 3,658 0 0 219,305 226,426 222,963 226,426 4,952 1,489 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -7,382) 1,002 -480 -4 -6,335 -6,071 -5,337 -6,555 -2,045 -827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 96.2 99.3 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 21 27 23 27 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 30,758 COMMITMENTS 1,739 1,165 763 28,231 28,829 30,733 30,757 25 1 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 1,129) -801 1,090 -342 2,267 381 1,124 1,129 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.8 2.5 91.8 93.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 2 7 23 26 31 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 26,398 COMMITMENTS 1,865 342 575 23,825 25,439 26,265 26,356 133 42 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -240) -575 -125 0 335 -115 -240 -240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.3 2.2 90.3 96.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 21 18 23 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 185,431 COMMITMENTS 28,594 1,725 1,819 153,223 181,633 183,636 185,177 1,795 254 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,405) 104 88 -141 -2,785 -3,157 -2,822 -3,210 -583 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 0.9 1.0 82.6 98.0 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 16 7 12 38 38 57 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,481 COMMITMENTS 163 7,966 1,490 60,632 52,974 62,285 62,430 196 51 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,269) -45 579 -418 -1,834 -2,443 -2,297 -2,282 28 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 12.7 2.4 97.0 84.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 7 4 23 25 29 33 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 37,611 COMMITMENTS 0 1,617 945 36,634 34,845 37,579 37,407 32 204 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -616) 0 -159 -255 -290 -202 -545 -616 -71 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 2.5 97.4 92.6 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 1 17 20 18 24 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 46,634 COMMITMENTS 10,290 6,012 267 35,730 40,080 46,287 46,359 347 275 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -284) -75 176 -75 -57 -357 -207 -256 -77 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 12.9 0.6 76.6 85.9 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 5 1 23 28 26 33 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 55,757 COMMITMENTS 6,011 5,047 1,202 48,173 49,386 55,386 55,635 371 122 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,720) -386 227 -108 -1,111 -1,756 -1,605 -1,637 -115 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 9.1 2.2 86.4 88.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 4 4 26 28 34 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,909 COMMITMENTS 699 5,464 1,078 65,824 61,267 67,601 67,809 308 100 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,893) 54 60 -110 -1,469 -1,812 -1,525 -1,862 -368 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 8.0 1.6 96.9 90.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 2 25 25 28 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 84,510 COMMITMENTS 1,035 6,434 1,016 82,058 77,031 84,109 84,481 401 29 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,154) 43 92 -102 -2,620 -3,074 -2,679 -3,084 -475 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.6 1.2 97.1 91.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 1 29 27 31 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,012 COMMITMENTS 66 0 17 28,917 28,605 29,000 28,622 12 390 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -464) 16 -31 -11 -469 -387 -464 -429 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.1 99.7 98.6 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 20 17 22 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 35,887 COMMITMENTS 250 50 0 35,491 35,829 35,741 35,879 146 8 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -822) 0 -50 0 -802 -767 -802 -817 -20 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.1 0.0 98.9 99.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 19 17 21 18 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 31,012 COMMITMENTS 0 2,320 10 30,752 28,682 30,762 31,012 250 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,390) 0 55 -5 -1,380 -1,440 -1,385 -1,390 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 0.0 99.2 92.5 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 17 13 18 16 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 135,059 COMMITMENTS 7,826 12,627 4,417 122,019 117,775 134,262 134,819 797 240 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,754) 454 -1,438 -555 -3,710 -1,752 -3,811 -3,744 57 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 9.3 3.3 90.3 87.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 12 6 12 40 37 57 50 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 36,568 COMMITMENTS 0 1,200 0 35,696 34,948 35,696 36,148 872 420 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 97.6 95.6 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 14 14 15 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 43,558 COMMITMENTS 0 7,321 170 43,192 36,067 43,362 43,558 196 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -958) -25 -961 0 -928 3 -953 -958 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.8 0.4 99.2 82.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 17 16 18 19 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 39,072 COMMITMENTS 266 5,057 675 37,935 33,340 38,876 39,072 196 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,224) 261 -1,100 -261 -1,219 137 -1,219 -1,224 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 12.9 1.7 97.1 85.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 15 17 16 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 77,760 COMMITMENTS 4,474 600 1,456 71,396 74,826 77,326 76,882 434 878 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,717) -96 -200 -1,115 -1,491 -1,382 -2,702 -2,697 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.8 1.9 91.8 96.2 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 1 5 24 25 31 31 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,891 COMMITMENTS 200 179 0 37,399 37,326 37,599 37,505 292 386 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,037) -50 -75 0 -2,212 -1,945 -2,262 -2,020 225 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.5 0.0 98.7 98.5 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 22 18 23 19 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 46,336 COMMITMENTS 285 314 50 45,808 45,927 46,143 46,291 193 45 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,066) -180 -24 0 -883 -1,072 -1,063 -1,096 -3 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.7 0.1 98.9 99.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 21 21 23 24 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,761 COMMITMENTS 1,870 0 10 41,744 44,387 43,624 44,397 1,137 364 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,552) -101 0 0 -2,093 -2,412 -2,194 -2,412 -358 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 93.3 99.2 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 18 17 20 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,972 COMMITMENTS 2,596 121 187 46,770 49,484 49,553 49,792 419 180 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,954) -178 -174 0 -2,379 -2,755 -2,557 -2,929 -397 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.2 0.4 93.6 99.0 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 22 19 25 22 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 77,847 COMMITMENTS 1,232 0 845 75,434 76,947 77,511 77,792 336 55 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,828) -64 0 -35 -3,705 -3,803 -3,804 -3,838 -24 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 1.1 96.9 98.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 0 3 27 27 30 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 101,589 COMMITMENTS 3,287 532 931 96,587 99,829 100,805 101,292 784 297 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -4,488) -57 -166 -98 -4,338 -4,227 -4,493 -4,491 5 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.5 0.9 95.1 98.3 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 2 6 27 28 36 34 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 57,241 COMMITMENTS 1,029 1,182 1,168 54,645 54,891 56,842 57,241 399 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,369) 174 -782 -227 -3,316 -2,360 -3,369 -3,369 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.1 2.0 95.5 95.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 3 21 17 25 22 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 45,287 COMMITMENTS 0 1,195 510 44,642 43,582 45,152 45,287 135 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,815) -895 -185 220 -1,140 -1,850 -1,815 -1,815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 1.1 98.6 96.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 15 14 16 17 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| 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: 42,504 COMMITMENTS 306 629 28 41,733 41,815 42,067 42,472 437 32 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,010) 3 -16 -3 -3,191 -2,811 -3,191 -2,830 181 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.5 0.1 98.2 98.4 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 23 18 24 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 47,268 COMMITMENTS 1,445 3,215 36 45,467 43,803 46,948 47,054 320 214 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,999) -56 -192 -5 -2,717 -2,694 -2,778 -2,891 -221 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 6.8 0.1 96.2 92.7 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 1 25 23 30 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,611 COMMITMENTS 0 1,460 0 13,132 11,836 13,132 13,296 479 315 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,102) 0 -200 0 -969 -949 -969 -1,149 -133 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.7 0.0 96.5 87.0 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 12 15 14 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 11,852 COMMITMENTS 0 640 0 11,354 11,148 11,354 11,788 498 64 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,067) 0 -85 0 -934 -948 -934 -1,033 -133 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.0 95.8 94.1 95.8 99.5 4.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 13 16 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,581 COMMITMENTS 340 788 90 23,054 23,510 23,484 24,388 1,097 193 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -900) -204 16 -6 -781 -903 -991 -893 91 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.2 0.4 93.8 95.6 95.5 99.2 4.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 2 17 18 20 23 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 14,964 COMMITMENTS 350 0 0 14,070 14,854 14,420 14,854 544 110 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,155) -102 0 -55 -1,013 -1,102 -1,170 -1,157 15 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 94.0 99.3 96.4 99.3 3.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 16 14 18 14 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,631 COMMITMENTS 2,312 2,502 309 27,808 27,746 30,429 30,557 202 74 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -3,219) -284 -264 -155 -2,672 -2,727 -3,111 -3,146 -108 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 8.2 1.0 90.8 90.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 5 1 30 24 35 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 18,696 COMMITMENTS 1,186 1,941 192 17,050 16,318 18,428 18,451 268 245 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,236) -239 40 -92 -1,802 -2,138 -2,133 -2,190 -103 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 10.4 1.0 91.2 87.3 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 23 21 26 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,521 COMMITMENTS 1,312 0 162 12,952 14,346 14,426 14,508 95 13 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.0 1.1 89.2 98.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 3 18 12 22 15 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 17,598 COMMITMENTS 990 0 25 16,559 17,573 17,574 17,598 24 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -50) -500 0 -100 550 50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.1 94.1 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 13 10 15 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,629 COMMITMENTS 210 0 100 15,123 15,509 15,433 15,609 196 20 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,151) -70 0 0 -990 -546 -1,060 -546 -91 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.6 96.8 99.2 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 15 15 18 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,512 COMMITMENTS 120 115 90 8,115 8,287 8,325 8,492 187 20 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -576) -5 45 -65 -421 -351 -491 -371 -85 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.4 1.1 95.3 97.4 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 13 15 16 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,023 COMMITMENTS 3,510 160 250 44,139 47,613 47,899 48,023 124 0 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,153) 125 -5 -145 -1,132 -843 -1,152 -993 -1 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.3 0.5 91.9 99.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 22 21 24 24 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,278 COMMITMENTS 2,800 50 240 48,114 50,958 51,154 51,248 124 30 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -1,263) 120 -25 -120 -1,242 -958 -1,242 -1,103 -21 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.1 0.5 93.8 99.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 18 23 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 92,768 COMMITMENTS 1,258 1,040 1,681 89,550 89,904 92,489 92,625 279 143 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -5,914) -37 -16 -154 -4,596 -3,866 -4,787 -4,036 -1,127 -1,878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.1 1.8 96.5 96.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 5 36 31 45 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 106,816 COMMITMENTS 2,994 1,697 1,497 102,220 103,501 106,711 106,695 105 121 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -8,378) -100 122 -417 -6,968 -6,015 -7,485 -6,310 -893 -2,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.6 1.4 95.7 96.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 6 7 39 33 50 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 1,003,332 COMMITMENTS 54,641 7,646 123,865 824,413 871,542 1002920 1003053 412 279 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -11,848) -1,086 -1,982 -847 -8,737 -7,047 -10,670 -9,875 -1,178 -1,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.8 12.3 82.2 86.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 37 7 33 51 50 94 84 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,600 COMMITMENTS 1,645 0 0 9,900 12,510 11,545 12,510 1,055 90 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -735) -135 0 0 -390 -645 -525 -645 -210 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 0.0 0.0 78.6 99.3 91.6 99.3 8.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 13 12 16 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,055 COMMITMENTS 970 600 0 8,310 9,365 9,280 9,965 775 90 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -755) -135 0 0 -395 -665 -530 -665 -225 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 6.0 0.0 82.6 93.1 92.3 99.1 7.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 13 12 16 13 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 32,414 COMMITMENTS 2,860 6,910 600 28,802 24,884 32,262 32,394 152 20 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -2,119) 20 0 -170 -2,049 -1,949 -2,199 -2,119 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 21.3 1.9 88.9 76.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 1 21 22 25 26 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 39,422 COMMITMENTS 3,000 4,815 450 35,967 33,972 39,417 39,237 5 185 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -177) -250 50 -100 168 -127 -182 -177 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 12.2 1.1 91.2 86.2 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 1 23 19 26 24 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 1,497 COMMITMENTS 215 358 50 898 699 1,163 1,107 334 390 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 40) -10 50 40 40 -20 70 70 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 23.9 3.3 60.0 46.7 77.7 73.9 22.3 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 3 14 12 18 18 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 7,210 COMMITMENTS 485 366 589 5,493 5,728 6,567 6,683 643 527 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 264) -105 99 56 291 83 242 238 22 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 5.1 8.2 76.2 79.4 91.1 92.7 8.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 5 8 39 37 48 48 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 31,144 COMMITMENTS 6,860 0 1,910 22,086 28,851 30,856 30,761 288 383 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 177) -55 0 25 207 152 177 177 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 0.0 6.1 70.9 92.6 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 0 3 40 36 46 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,448 COMMITMENTS 320 135 0 12,050 11,870 12,370 12,005 78 443 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -242) -25 25 0 -261 -301 -286 -276 44 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.1 0.0 96.8 95.4 99.4 96.4 0.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 0 22 26 26 28 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,450 COMMITMENTS 3,212 474 153 10,630 13,199 13,995 13,826 455 624 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 755) 365 -5 -12 404 782 757 765 -2 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 3.3 1.1 73.6 91.3 96.9 95.7 3.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 3 3 31 34 39 39 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 13,516 COMMITMENTS 2 893 77 12,902 12,243 12,981 13,213 535 303 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 351) 2 146 -50 399 255 351 351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.6 95.5 90.6 96.0 97.8 4.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 17 22 18 24 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 29,423 COMMITMENTS 12,692 2,152 139 16,332 27,087 29,163 29,378 260 45 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 2,286) 1,520 150 -5 771 2,141 2,286 2,286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 7.3 0.5 55.5 92.1 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 7 2 27 38 30 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 65,153 COMMITMENTS 10,152 14,929 1,762 52,782 48,031 64,696 64,722 457 431 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 3,191) 1,169 1,864 -319 2,307 1,759 3,157 3,304 34 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 22.9 2.7 81.0 73.7 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 13 8 13 70 67 90 81 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 21,589 COMMITMENTS 1,630 0 170 17,494 19,184 19,294 19,354 2,295 2,235 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 2,382) -300 0 0 1,977 1,722 1,677 1,722 705 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.0 0.8 81.0 88.9 89.4 89.6 10.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 16 17 17 18 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 65,522 COMMITMENTS 31 472 0 64,232 63,273 64,263 63,745 1,259 1,777 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 2,615) 0 -88 0 2,246 2,382 2,246 2,294 369 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 98.0 96.6 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 0 26 25 27 26 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 14,959 COMMITMENTS 0 0 0 14,944 14,833 14,944 14,833 15 126 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 1,641) 0 0 0 1,641 1,641 1,641 1,641 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 99.2 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 17 18 17 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 118,433 COMMITMENTS 0 0 0 104,454 113,641 104,454 113,641 13,979 4,792 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 810 1,112 810 1,112 390 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.2 96.0 88.2 96.0 11.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 18 15 18 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 4,684 COMMITMENTS 0 175 0 4,448 4,479 4,448 4,654 236 30 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -220 -220 -220 -220 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.0 95.0 95.6 95.0 99.4 5.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 17 16 18
Updated November 15, 2021