NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 194,059 COMMITMENTS 77,170 15,755 8,615 108,274 169,689 194,059 194,059 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 571) 0 600 0 571 -29 571 571 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 8.1 4.4 55.8 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 3 4 16 12 28 17 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 265,815 COMMITMENTS 68,910 78,914 15,114 181,770 171,687 265,794 265,715 21 100 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 1,410) 2,097 1,112 555 -1,242 -257 1,410 1,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 29.7 5.7 68.4 64.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 6 12 22 13 37 28 CALIF CARBON 21 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 1,991 COMMITMENTS 486 638 9 1,439 1,334 1,934 1,981 57 10 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -60) -10 -50 0 -50 0 -60 -50 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 32.0 0.5 72.3 67.0 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 1 8 7 15 11 CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 211,056 COMMITMENTS 115,065 63,391 37,372 58,234 110,162 210,671 210,926 385 130 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 281) -524 444 2,006 -1,218 -1,580 264 870 17 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.5 30.0 17.7 27.6 52.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 72 19 35 29 25 110 70 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 28,736 COMMITMENTS 7,245 11,111 6,276 15,215 11,349 28,736 28,736 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 38.7 21.8 52.9 39.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 2 12 6 20 9 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| 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: 10,707 COMMITMENTS 881 1,160 119 9,707 9,428 10,707 10,707 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 10.8 1.1 90.7 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 7 10 9 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| 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: 10,805 COMMITMENTS 510 3,205 240 10,055 7,360 10,805 10,805 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 29.7 2.2 93.1 68.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 11 10 13 14 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 26,408 COMMITMENTS 3,099 14,419 1,033 22,276 10,956 26,408 26,408 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 1,430) 180 -49 725 525 754 1,430 1,430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 54.6 3.9 84.4 41.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 2 11 10 19 16 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,966 COMMITMENTS 11,639 12,707 1,605 24,722 23,654 37,966 37,966 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 33.5 4.2 65.1 62.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 2 15 7 22 11 PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 13,547 COMMITMENTS 3,205 1,728 981 9,361 10,838 13,547 13,547 0 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 200) 50 50 150 0 0 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 12.8 7.2 69.1 80.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 3 10 8 15 11 CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 44,383 COMMITMENTS 13,834 7,583 1,320 29,202 35,468 44,356 44,371 27 12 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 811) 412 250 0 399 561 811 811 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 17.1 3.0 65.8 79.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 9 2 15 14 35 24 RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 76,791 COMMITMENTS 15,645 13,091 768 60,304 62,905 76,717 76,764 74 27 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 5,718) 447 1,527 -221 5,502 4,452 5,728 5,758 -10 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 17.0 1.0 78.5 81.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 22 12 5 21 14 45 29 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 18,866 COMMITMENTS 6,612 359 1,568 10,523 16,876 18,703 18,803 163 63 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,217) -2,001 -98 191 -2,404 -4,247 -4,214 -4,154 -3 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 1.9 8.3 55.8 89.5 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 7 27 42 34 49 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 12,085 COMMITMENTS 891 4,302 1,038 9,979 6,745 11,908 12,085 177 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,638) -264 -1,744 225 -3,574 -2,119 -3,613 -3,638 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 35.6 8.6 82.6 55.8 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 4 19 17 24 22 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,563 COMMITMENTS 380 2,403 287 3,816 1,828 4,483 4,518 80 45 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -674) 0 -488 -14 -657 -163 -671 -665 -3 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 52.7 6.3 83.6 40.1 98.2 99.0 1.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 13 14 16 18 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,379,093 COMMITMENTS 735,516 64,200 768,147 4814633 5531187 6318296 6363534 60,797 15,559 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 25,321) -21,226 -21,584 13,514 31,359 32,098 23,647 24,028 1,674 1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 1.0 12.0 75.5 86.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 45 23 54 152 126 218 183 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 4,299,160 COMMITMENTS 359,231 28,555 1923730 2012642 2344539 4295603 4296824 3,557 2,336 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 313,316) 26,575 -708 185,295 101,484 129,801 313,353 314,387 -37 -1,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.7 44.7 46.8 54.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 29 11 36 54 51 93 88 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,610 COMMITMENTS 8,970 0 304 176,104 190,748 185,378 191,052 14,232 8,558 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -9,356) 2,195 -210 -360 -8,344 -8,471 -6,509 -9,041 -2,847 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.2 88.2 95.6 92.9 95.7 7.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 26 20 29 21 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,750 COMMITMENTS 5,281 0 432 154,725 161,697 160,438 162,129 14,312 12,621 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,422) -1,753 0 -362 -1,551 -8,014 -3,666 -8,376 -756 3,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.2 88.5 92.5 91.8 92.8 8.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 22 19 26 21 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,517 COMMITMENTS 13,144 0 217 243,102 267,969 256,463 268,186 20,054 8,331 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -10,411) 1 0 -153 -9,751 -12,617 -9,903 -12,770 -508 2,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 0.1 87.9 96.9 92.7 97.0 7.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 28 31 30 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 814,863 COMMITMENTS 7,435 1,786 3,622 797,195 806,664 808,252 812,072 6,611 2,791 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -26,001) -1,985 -483 -246 -21,901 -25,346 -24,132 -26,075 -1,869 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 0.4 97.8 99.0 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 3 3 47 34 52 38 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,268 COMMITMENTS 6,573 1,853 2,814 292,161 301,560 301,548 306,227 12,720 8,041 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -12,333) 440 -1 -151 -11,959 -11,618 -11,670 -11,770 -663 -563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.6 0.9 93.0 96.0 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 2 40 36 43 39 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 657,875 COMMITMENTS 3,348 25,040 2,248 645,923 624,146 651,519 651,434 6,356 6,441 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -33,403) 247 222 -262 -34,414 -32,562 -34,429 -32,602 1,026 -801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.8 0.3 98.2 94.9 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 2 4 3 42 49 46 54 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 552,538 COMMITMENTS 1,664 35,537 2,530 540,346 502,395 544,540 540,462 7,998 12,076 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -17,121) -333 5,075 -571 -16,448 -21,265 -17,352 -16,761 231 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 6.4 0.5 97.8 90.9 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 5 5 45 34 50 42 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,871 COMMITMENTS 0 5,123 92 102,203 93,291 102,295 98,506 3,576 7,365 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,231) 0 -1,096 -118 -3,173 -4,640 -3,291 -5,854 -940 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 0.1 96.5 88.1 96.6 93.0 3.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 12 13 13 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,275 COMMITMENTS 0 240 0 39,825 40,580 39,825 40,820 2,450 1,455 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -9,610) -161 -434 -453 -8,740 -9,414 -9,354 -10,301 -256 691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 94.2 96.0 94.2 96.6 5.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 18 14 18 15 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 353,730 COMMITMENTS 8,451 1,049 5,896 328,716 338,679 343,063 345,624 10,667 8,106 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -23,626) -5,264 -424 2,450 -22,144 -29,956 -24,958 -27,930 1,332 4,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.3 1.7 92.9 95.7 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 3 24 28 27 31 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 225,307 COMMITMENTS 0 5,768 0 221,586 214,905 221,586 220,673 3,721 4,634 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -11,883) 0 -180 0 -10,471 -12,000 -10,471 -12,180 -1,412 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 98.3 95.4 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 23 18 23 19 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 276,872 COMMITMENTS 0 7,213 0 268,817 258,655 268,817 265,868 8,055 11,004 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -9,842) 0 -860 0 -9,301 -9,389 -9,301 -10,249 -541 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 97.1 93.4 97.1 96.0 2.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 0 15 24 15 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,175 COMMITMENTS 5,028 5,808 0 32,749 33,439 37,777 39,247 4,398 2,928 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -13,647) -3,545 147 -516 -10,490 -13,330 -14,551 -13,699 904 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 13.8 0.0 77.7 79.3 89.6 93.1 10.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 0 16 13 18 15 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 768,451 COMMITMENTS 21,635 1,703 10,338 725,898 749,095 757,871 761,136 10,580 7,315 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -35,114) 612 -1 -2,502 -32,238 -32,417 -34,128 -34,920 -986 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.2 1.3 94.5 97.5 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 6 3 7 49 39 56 48 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 291,470 COMMITMENTS 28,678 0 6,654 246,313 280,571 281,645 287,225 9,825 4,245 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,236) 4,467 0 643 -11,607 -6,809 -6,497 -6,166 261 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.0 2.3 84.5 96.3 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 21 20 23 22 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,429 COMMITMENTS 10,533 1,599 460 116,700 130,757 127,693 132,816 6,736 1,613 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -43,712) -14,327 -2,760 -1,710 -31,273 -38,828 -47,310 -43,298 3,598 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.2 0.3 86.8 97.3 95.0 98.8 5.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 12 16 15 18 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 170,254 COMMITMENTS 24,903 4,389 1,930 141,961 162,090 168,794 168,409 1,460 1,845 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -48,813) -26,186 -8,000 -3,594 -18,639 -37,604 -48,419 -49,198 -394 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 2.6 1.1 83.4 95.2 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 8 5 2 34 36 42 43 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 270,705 COMMITMENTS 0 7,841 154 269,617 257,897 269,771 265,892 934 4,813 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -21,146) -620 -9,102 -212 -20,307 -13,956 -21,139 -23,270 -7 2,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.1 99.6 95.3 99.7 98.2 0.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 5 3 26 29 29 34 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 259,976 COMMITMENTS 3,116 1,415 3,664 238,666 246,804 245,446 251,883 14,530 8,093 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -9,583) -671 14 287 -8,671 -9,872 -9,055 -9,571 -528 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.5 1.4 91.8 94.9 94.4 96.9 5.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 3 31 35 37 39 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,582 COMMITMENTS 240 0 0 74,941 75,393 75,181 75,393 1,401 1,189 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,020) 186 0 -186 -5,900 -5,863 -5,900 -6,049 -120 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 97.9 98.4 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 14 17 15 17 ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 18,130 COMMITMENTS 0 4,673 0 17,458 11,774 17,458 16,447 672 1,683 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,038) 0 -341 0 -2,852 -2,814 -2,852 -3,155 -186 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.8 0.0 96.3 64.9 96.3 90.7 3.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 12 8 12 11 NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,685 COMMITMENTS 2,903 0 0 99,797 101,483 102,700 101,483 4,985 6,202 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -980) 1,530 -547 0 -1,268 -1,470 262 -2,017 -1,242 1,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 92.7 94.2 95.4 94.2 4.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 17 19 19 19 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 280,333 COMMITMENTS 0 1,999 0 274,543 267,296 274,543 269,295 5,790 11,038 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -13,672) 0 -1,527 -123 -13,951 -15,690 -14,074 -17,340 402 3,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 97.9 95.3 97.9 96.1 2.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 28 24 28 25 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 136,459 COMMITMENTS 0 0 0 125,989 129,112 125,989 129,112 10,470 7,347 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -7,484) 0 0 0 -9,812 -8,027 -9,812 -8,027 2,328 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 94.6 92.3 94.6 7.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 16 17 16 MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 159,734 COMMITMENTS 4,274 0 0 151,367 149,620 155,641 149,620 4,093 10,114 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -7,111) -1,743 -302 -62 -6,821 -6,738 -8,626 -7,102 1,515 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 94.8 93.7 97.4 93.7 2.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 16 16 16 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,450 COMMITMENTS 6,523 0 4,708 86,641 90,400 97,872 95,108 13,578 16,342 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,240) -1,877 -262 -1,107 -3,767 -6,459 -6,751 -7,828 511 1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 4.2 77.7 81.1 87.8 85.3 12.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 20 22 22 23 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,091 COMMITMENTS 0 1,674 0 65,400 64,177 65,400 65,851 691 240 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,322) 0 240 0 -4,074 -4,465 -4,074 -4,225 -248 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 99.0 97.1 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 16 16 16 17 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 212,403 COMMITMENTS 2,287 210 3,011 202,526 205,408 207,824 208,629 4,579 3,774 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -12,361) -894 175 -585 -10,001 -11,301 -11,480 -11,711 -881 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.1 1.4 95.3 96.7 97.8 98.2 2.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 1 5 32 32 37 37 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 83,307 COMMITMENTS 984 0 0 79,706 76,064 80,690 76,064 2,617 7,243 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -589) -240 0 0 -832 -234 -1,072 -234 483 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 95.7 91.3 96.9 91.3 3.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 25 20 26 20 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 194,799 COMMITMENTS 1,329 7,719 1,561 188,997 182,911 191,887 192,191 2,912 2,608 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -11,697) -9 -81 -112 -11,325 -11,501 -11,446 -11,694 -251 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.0 0.8 97.0 93.9 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 2 29 27 32 30 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 64,420 COMMITMENTS 10,768 0 302 51,618 63,875 62,688 64,177 1,732 243 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,228) -2,046 0 0 -4,058 -5,918 -6,104 -5,918 -124 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 0.0 0.5 80.1 99.2 97.3 99.6 2.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 10 13 12 14 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 87,568 COMMITMENTS 1,208 0 0 79,333 86,552 80,541 86,552 7,027 1,016 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -10,856) 0 0 0 -10,132 -10,649 -10,132 -10,649 -724 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 90.6 98.8 92.0 98.8 8.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 23 25 24 25 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 60,314 COMMITMENTS 0 2,463 31 54,766 57,064 54,797 59,558 5,517 756 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,784) 0 581 -92 -5,431 -4,080 -5,523 -3,591 1,739 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 0.1 90.8 94.6 90.9 98.7 9.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 18 11 19 12 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 340,026 COMMITMENTS 0 7,851 0 327,540 324,222 327,540 332,073 12,486 7,953 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -7,538) 0 -160 0 -6,630 -6,324 -6,630 -6,484 -908 -1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 96.3 95.4 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 25 18 25 20 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,193 COMMITMENTS 2,942 5,564 0 86,184 83,379 89,126 88,943 5,067 5,250 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,715) 2,508 0 0 -4,798 -3,779 -2,290 -3,779 -2,425 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 5.9 0.0 91.5 88.5 94.6 94.4 5.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 20 13 21 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 230,975 COMMITMENTS 0 15,179 42 223,509 213,356 223,551 228,577 7,424 2,398 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -19,684) 0 1,780 -386 -19,174 -20,810 -19,560 -19,416 -124 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 96.8 92.4 96.8 99.0 3.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 21 23 22 25 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 31,037 COMMITMENTS 446 1,198 226 30,295 29,545 30,967 30,969 70 68 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,537) -131 237 -196 -980 -1,591 -1,307 -1,550 -230 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.9 0.7 97.6 95.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 24 26 29 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 23,471 COMMITMENTS 179 385 661 22,541 22,425 23,381 23,471 90 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,155) -621 85 85 -1,429 -2,100 -1,965 -1,930 -190 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.6 2.8 96.0 95.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 3 25 19 28 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 203,526 COMMITMENTS 94,309 2,915 5,568 102,454 194,423 202,331 202,906 1,195 620 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,044) -3,813 5 -214 -2,325 -5,903 -6,352 -6,112 308 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 1.4 2.7 50.3 95.5 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 9 14 34 39 54 57 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 82,553 COMMITMENTS 2,409 10,310 2,697 77,014 69,431 82,120 82,438 433 115 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,453) -207 -4,999 265 -4,515 267 -4,457 -4,467 4 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 12.5 3.3 93.3 84.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 5 6 27 20 38 26 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| 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: 54,679 COMMITMENTS 525 3,862 718 53,133 50,099 54,376 54,679 303 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,606) 0 -1,145 -260 -1,529 -186 -1,789 -1,591 183 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 7.1 1.3 97.2 91.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 6 17 16 23 22 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 52,815 COMMITMENTS 9,835 5,274 41 42,320 47,207 52,196 52,522 619 293 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -464) -75 -5 -77 -330 -375 -482 -457 18 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 10.0 0.1 80.1 89.4 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 2 25 21 30 25 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 61,529 COMMITMENTS 4,961 4,047 1,519 54,824 55,503 61,304 61,069 225 460 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,047) -59 -10 -33 -1,970 -2,208 -2,062 -2,251 15 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 6.6 2.5 89.1 90.2 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 5 5 27 24 37 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,175 COMMITMENTS 653 12,760 0 74,021 61,945 74,674 74,705 501 470 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,362) -32 76 -92 -1,189 -1,326 -1,313 -1,342 -49 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 17.0 0.0 98.5 82.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 5 0 25 26 26 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 90,515 COMMITMENTS 1,252 14,108 0 88,632 76,287 89,884 90,395 631 120 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,152) -129 65 -65 -2,894 -3,150 -3,088 -3,150 -64 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 15.6 0.0 97.9 84.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 0 26 28 27 33 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,494 COMMITMENTS 150 495 0 26,326 25,759 26,476 26,254 18 240 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 584) 0 70 0 584 514 584 584 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.9 0.0 99.4 97.2 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 18 15 19 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 41,403 COMMITMENTS 592 0 0 40,746 41,403 41,338 41,403 65 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 1,454) 0 0 0 1,454 1,454 1,454 1,454 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 98.4 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 17 16 20 16 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 38,402 COMMITMENTS 1,038 9,945 65 37,230 28,392 38,333 38,402 69 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 520) 0 200 0 495 320 495 520 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 25.9 0.2 96.9 73.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 21 17 25 20 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,661 COMMITMENTS 1,038 7,500 50 32,474 25,931 33,562 33,481 99 180 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 172) 0 200 0 147 -28 147 172 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 22.3 0.1 96.5 77.0 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 21 15 24 16 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 149,721 COMMITMENTS 17,332 8,963 6,714 124,719 133,510 148,765 149,187 956 534 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 266) -160 -611 -23 224 699 41 65 225 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 6.0 4.5 83.3 89.2 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 8 12 37 38 55 53 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 36,466 COMMITMENTS 0 1,700 0 35,725 34,525 35,725 36,225 741 241 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 837) 0 300 0 812 532 812 832 25 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.0 98.0 94.7 98.0 99.3 2.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 17 15 18 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,307 COMMITMENTS 0 1,700 0 32,566 31,366 32,566 33,066 741 241 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 837) 0 300 0 812 532 812 832 25 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 0.0 97.8 94.2 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 17 15 18 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 43,023 COMMITMENTS 0 6,388 8 42,768 36,602 42,776 42,998 247 25 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 612) 0 24 0 1,092 598 1,092 622 -480 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.8 0.0 99.4 85.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 18 17 19 20 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 38,408 COMMITMENTS 0 2,888 216 37,945 35,254 38,161 38,358 247 50 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 396) 0 24 -24 900 381 876 381 -480 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 0.6 98.8 91.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 18 17 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 86,784 COMMITMENTS 11,279 2,158 903 73,212 82,753 85,394 85,814 1,390 970 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -596) 524 0 -24 -1,116 -572 -616 -596 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 2.5 1.0 84.4 95.4 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 3 5 23 26 30 34 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,601 COMMITMENTS 50 969 46 35,396 34,251 35,492 35,266 109 335 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 1,062) 0 110 0 1,062 947 1,062 1,057 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.7 0.1 99.4 96.2 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 1 27 18 29 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 58,666 COMMITMENTS 2,883 79 10 55,469 58,530 58,362 58,619 304 47 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 604) -108 0 0 672 624 564 624 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.1 0.0 94.6 99.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 19 18 21 21 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,820 COMMITMENTS 2,278 0 25 33,083 35,615 35,386 35,640 434 180 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,478) -347 0 0 -1,115 -1,478 -1,462 -1,478 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 0.1 92.4 99.4 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 0 1 21 20 26 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,811 COMMITMENTS 2,298 550 22 35,188 37,046 37,508 37,618 303 193 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,658) -334 -175 0 -2,303 -2,493 -2,637 -2,668 -21 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.5 0.1 93.1 98.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 1 22 23 26 26 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| 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: 70,567 COMMITMENTS 1,867 0 330 67,880 69,865 70,077 70,195 490 372 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,963) 370 0 -29 -3,300 -2,916 -2,959 -2,945 -4 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.5 96.2 99.0 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 2 24 24 29 26 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 93,582 COMMITMENTS 5,231 434 1,680 86,034 91,144 92,945 93,258 637 324 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,771) 35 -164 -112 -3,666 -3,467 -3,743 -3,743 -28 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.5 1.8 91.9 97.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 1 5 28 26 38 31 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 59,099 COMMITMENTS 1,772 958 691 56,300 57,450 58,763 59,099 336 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -821) 136 -125 -56 -884 -640 -804 -821 -17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.6 1.2 95.3 97.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 20 14 24 18 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 56,683 COMMITMENTS 380 1,495 560 55,567 54,628 56,507 56,683 176 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 360) 380 -295 175 -190 480 365 360 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.6 1.0 98.0 96.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 16 15 17 18 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 41,780 COMMITMENTS 3,173 1,262 1,252 37,018 38,069 41,443 40,583 337 1,197 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,482) 375 -26 0 -2,948 -2,832 -2,573 -2,858 91 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.0 3.0 88.6 91.1 99.2 97.1 0.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 23 19 24 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 42,721 COMMITMENTS 365 1,944 2,770 38,913 37,117 42,048 41,831 673 890 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,417) -175 -355 0 -3,167 -3,042 -3,342 -3,397 -75 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.6 6.5 91.1 86.9 98.4 97.9 1.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 21 21 24 25 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,462 COMMITMENTS 25 280 0 10,286 10,936 10,311 11,216 1,151 246 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -752) -30 -40 0 -680 -698 -710 -738 -42 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.4 0.0 89.7 95.4 90.0 97.9 10.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 13 15 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,599 COMMITMENTS 1,182 200 5 19,627 20,950 20,814 21,155 785 444 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -735) 616 -25 0 -1,545 -631 -929 -656 194 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.9 0.0 90.9 97.0 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 14 16 16 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,411 COMMITMENTS 895 3,478 894 28,174 25,828 29,963 30,200 448 211 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,541) -279 -26 -29 -1,231 -1,470 -1,539 -1,525 -2 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 11.4 2.9 92.6 84.9 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 3 28 25 35 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 21,381 COMMITMENTS 2,776 853 222 17,902 19,977 20,900 21,052 481 329 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -662) -206 64 -22 -391 -714 -619 -672 -43 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 4.0 1.0 83.7 93.4 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 23 22 28 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,057 COMMITMENTS 980 0 40 12,913 13,994 13,933 14,034 124 23 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -755) -347 0 0 -516 -755 -863 -755 108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 0.3 91.9 99.6 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 3 17 14 21 17 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 13,949 COMMITMENTS 688 0 17 13,230 13,932 13,935 13,949 14 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -482) 2 0 -2 -480 -480 -480 -482 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 0.1 94.8 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 13 10 15 11 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,382 COMMITMENTS 2,710 0 0 43,328 46,142 46,038 46,142 344 240 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,280) -115 0 0 -1,249 -1,520 -1,364 -1,520 84 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 0.0 93.4 99.5 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 17 12 19 12 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,917 COMMITMENTS 2,665 0 0 46,768 49,677 49,433 49,677 484 240 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,270) -110 0 0 -1,424 -1,510 -1,534 -1,510 264 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.0 0.0 93.7 99.5 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 17 13 19 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 87,417 COMMITMENTS 7,736 881 71 79,238 86,149 87,045 87,101 372 316 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,584) -1,110 152 -81 -3,372 -4,386 -4,563 -4,315 -21 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.0 0.1 90.6 98.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 5 2 36 34 40 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 102,455 COMMITMENTS 9,944 2,343 190 92,072 99,490 102,206 102,023 249 432 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,917) -541 -951 -110 -3,250 -2,743 -3,901 -3,804 -16 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 2.3 0.2 89.9 97.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 8 5 37 38 45 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 701,930 COMMITMENTS 77,020 4,507 119,463 504,548 577,464 701,031 701,433 899 497 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,653) -4,969 1,608 892 2,575 -4,205 -1,502 -1,705 -151 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.6 17.0 71.9 82.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 14 27 48 45 82 77 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,909 COMMITMENTS 3,412 450 15 13,860 17,424 17,287 17,889 622 20 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -900) -65 -300 -25 -765 -585 -855 -910 -45 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 2.5 0.1 77.4 97.3 96.5 99.9 3.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 1 17 15 21 17 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,465 COMMITMENTS 2,216 370 55 12,692 15,030 14,963 15,455 502 10 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -816) -360 -45 0 -421 -761 -781 -806 -35 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 2.4 0.4 82.1 97.2 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 15 14 18 15 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 36,080 COMMITMENTS 3,595 875 220 31,305 34,380 35,120 35,475 960 605 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,205) 80 -660 175 -4,910 -3,980 -4,655 -4,465 450 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 2.4 0.6 86.8 95.3 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 5 5 16 14 25 22 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 55,625 COMMITMENTS 2,377 8,985 3,123 49,872 43,387 55,372 55,495 253 130 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 754) 52 70 8 531 656 591 734 163 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 16.2 5.6 89.7 78.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 6 28 24 34 32 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 40,145 COMMITMENTS 1,100 9,385 250 38,755 29,730 40,105 39,365 40 780 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 150 200 150 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 23.4 0.6 96.5 74.1 99.9 98.1 0.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 2 22 22 25 27 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 2,104 COMMITMENTS 870 405 80 894 1,350 1,844 1,835 260 269 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -598) -188 -95 -115 -135 -383 -438 -593 -160 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 19.2 3.8 42.5 64.2 87.6 87.2 12.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 5 6 12 16 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,977 COMMITMENTS 182 845 698 5,355 4,080 6,235 5,623 742 1,354 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -869) -20 6 -226 -519 -536 -765 -756 -104 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 12.1 10.0 76.8 58.5 89.4 80.6 10.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 8 10 27 28 38 40 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 33,413 COMMITMENTS 11,421 20 1,310 20,577 31,822 33,308 33,152 105 261 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,812) -171 15 -306 -1,325 -1,302 -1,802 -1,593 -10 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 0.1 3.9 61.6 95.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 4 32 38 39 42 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,283 COMMITMENTS 2,381 648 698 8,034 9,492 11,113 10,838 170 445 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,669) -339 -260 63 -1,358 -1,384 -1,634 -1,581 -35 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 5.7 6.2 71.2 84.1 98.5 96.1 1.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 4 21 23 26 29 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,238 COMMITMENTS 2,871 1,244 1,114 7,914 9,120 11,899 11,478 339 760 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,440) -1,863 -543 -60 -1,518 -2,972 -3,441 -3,575 1 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 10.2 9.1 64.7 74.5 97.2 93.8 2.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 4 6 34 31 44 40 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,209 COMMITMENTS 0 1,402 258 10,719 8,990 10,977 10,650 232 559 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -600) 0 -82 92 -664 -517 -572 -507 -28 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.5 2.3 95.6 80.2 97.9 95.0 2.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 13 16 16 19 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 37,636 COMMITMENTS 23,502 1,295 1,403 12,591 34,816 37,496 37,514 140 122 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,095) -6,278 138 311 -68 -6,666 -6,035 -6,217 -60 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.4 3.4 3.7 33.5 92.5 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 4 4 20 38 25 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 65,051 COMMITMENTS 11,141 25,493 3,986 49,229 35,279 64,356 64,758 695 293 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -10,026) -1,337 -4,930 -399 -8,450 -4,675 -10,186 -10,004 160 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 39.2 6.1 75.7 54.2 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 10 15 64 58 84 78 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,631 COMMITMENTS 341 43 112 1,567 2,262 2,020 2,417 611 214 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -612) -274 0 -18 -203 -493 -495 -511 -117 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 1.6 4.3 59.6 86.0 76.8 91.9 23.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 3 14 15 18 19 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 19,291 COMMITMENTS 180 0 0 19,105 19,288 19,285 19,288 6 3 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 1,881) 0 0 0 1,881 1,881 1,881 1,881 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 16 18 17 18 WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 US barrels per lot OPEN INTEREST: 72,114 COMMITMENTS 16,050 10,354 32,468 16,043 20,898 64,560 63,720 7,553 8,394 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 14.4 45.0 22.2 29.0 89.5 88.4 10.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 4 8 11 15 15 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 38,907 COMMITMENTS 0 139 0 38,862 38,255 38,862 38,394 45 513 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -292) 0 -40 0 -292 -252 -292 -292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 99.9 98.3 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 22 22 22 23 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 17,851 COMMITMENTS 0 0 0 17,743 17,729 17,743 17,729 108 122 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,221) 0 0 0 -1,221 -1,221 -1,221 -1,221 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 17 21 17 21 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 104,704 COMMITMENTS 0 8,680 0 93,271 82,154 93,271 90,834 11,433 13,870 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 545) 0 0 0 545 545 545 545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 0.0 89.1 78.5 89.1 86.8 10.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 14 14 14 15 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 4,357 COMMITMENTS 114 362 57 3,983 3,874 4,154 4,293 203 64 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,182) -104 75 -65 -981 -1,241 -1,150 -1,231 -32 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 8.3 1.3 91.4 88.9 95.3 98.5 4.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 11 11 13 14
Updated June 10, 2022