NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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 06/07/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 266,469 COMMITMENTS 68,357 79,414 14,858 183,233 172,097 266,448 266,369 21 100 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 654) -553 500 -256 1,463 410 654 654 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 29.8 5.6 68.8 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 1,978 COMMITMENTS 376 448 136 1,430 1,391 1,942 1,975 36 3 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -13) -110 -190 127 -9 57 8 -6 -21 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 22.6 6.9 72.3 70.3 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 2 8 8 15 13 CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 209,045 COMMITMENTS 113,445 63,307 36,387 56,486 109,335 206,317 209,029 2,728 16 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -2,011) -1,620 -84 -985 -1,748 -827 -4,354 -1,896 2,343 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.3 30.3 17.4 27.0 52.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 75 18 35 29 26 112 71 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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 06/07/22 (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 06/14/22 | --------------------------------------------------------------| 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: 11,307 COMMITMENTS 1,281 1,160 119 9,907 10,028 11,307 11,307 0 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 600) 400 0 0 200 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 10.3 1.1 87.6 88.7 100.0 100.0 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 06/14/22 | --------------------------------------------------------------| 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 06/07/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 27,227 COMMITMENTS 4,073 15,788 958 22,196 10,481 27,227 27,227 0 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 819) 974 1,369 -75 -80 -475 819 819 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 58.0 3.5 81.5 38.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 4 1 11 10 19 14 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,911 COMMITMENTS 11,639 12,707 1,605 24,667 23,599 37,911 37,911 0 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -55) 0 0 0 -55 -55 -55 -55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 33.5 4.2 65.1 62.2 100.0 100.0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 13,647 COMMITMENTS 3,355 1,828 956 9,336 10,863 13,647 13,647 0 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 100) 150 100 -25 -25 25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 13.4 7.0 68.4 79.6 100.0 100.0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 44,662 COMMITMENTS 13,809 8,183 1,320 29,506 35,147 44,635 44,650 27 12 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 279) -25 600 0 304 -321 279 279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 18.3 3.0 66.1 78.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 8 2 15 14 35 23 RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 76,911 COMMITMENTS 15,629 13,180 849 60,358 62,842 76,836 76,872 75 39 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 119) -17 89 81 54 -63 118 107 1 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 17.1 1.1 78.5 81.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 22 11 5 21 15 44 30 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 5,382 COMMITMENTS 141 326 284 4,797 4,743 5,222 5,353 160 29 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 6.1 5.3 89.1 88.1 97.0 99.5 3.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 3 15 15 18 18 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 20,291 COMMITMENTS 6,718 359 1,695 11,719 18,174 20,132 20,228 159 63 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,425) 106 0 127 1,196 1,298 1,429 1,425 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 1.8 8.4 57.8 89.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 7 27 43 34 50 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 11,821 COMMITMENTS 866 4,237 1,056 9,722 6,528 11,644 11,821 177 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -264) -25 -65 18 -257 -217 -264 -264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 35.8 8.9 82.2 55.2 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 4 20 18 25 23 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 5,463 COMMITMENTS 401 2,431 606 4,376 2,381 5,383 5,418 80 45 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 900) 21 28 319 560 553 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 44.5 11.1 80.1 43.6 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 14 16 18 20 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,453,790 COMMITMENTS 664,233 82,496 822,654 4914420 5536568 6401307 6441718 52,483 12,072 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 74,697) -71,283 18,296 54,507 99,787 5,381 83,011 78,184 -8,314 -3,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 1.3 12.7 76.1 85.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 39 29 56 152 128 219 187 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,968,739 COMMITMENTS 362,962 64,871 1667762 1934518 2233788 3965242 3966421 3,497 2,318 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -330,421) 3,731 36,317 -255,968 -78,124 -110,752 -330,361 -330,403 -59 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 1.6 42.0 48.7 56.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 26 14 36 55 50 94 87 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,253 COMMITMENTS 8,838 0 61 175,591 192,115 184,490 192,176 13,763 6,077 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,357) -132 0 -243 -513 1,367 -888 1,124 -469 -2,481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.0 88.6 96.9 93.1 96.9 6.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 25 20 28 21 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,679 COMMITMENTS 5,220 0 431 155,931 162,593 161,582 163,024 14,097 12,655 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 929) -61 0 -1 1,206 896 1,144 895 -215 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.2 88.8 92.6 92.0 92.8 8.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 21 21 25 23 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,879 COMMITMENTS 15,046 0 287 244,999 270,610 260,332 270,897 19,547 8,982 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 3,362) 1,902 0 70 1,897 2,641 3,869 2,711 -507 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.1 87.5 96.7 93.0 96.8 7.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 1 28 33 31 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 819,282 COMMITMENTS 7,616 1,821 4,085 801,056 810,649 812,757 816,555 6,525 2,727 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 4,419) 181 35 463 3,861 3,985 4,505 4,483 -86 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 0.5 97.8 98.9 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 2 4 46 34 52 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,776 COMMITMENTS 16,463 1,609 2,938 285,607 306,692 305,008 311,239 12,768 6,537 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 3,508) 9,890 -244 124 -6,554 5,132 3,460 5,012 48 -1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.5 0.9 89.9 96.5 96.0 97.9 4.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 3 3 39 37 43 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 652,703 COMMITMENTS 2,458 27,966 1,816 641,578 616,152 645,852 645,934 6,851 6,769 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -5,172) -890 2,926 -432 -4,345 -7,994 -5,667 -5,500 495 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.3 0.3 98.3 94.4 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 2 4 3 43 49 46 55 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 551,661 COMMITMENTS 6,848 31,408 2,472 537,910 505,331 547,230 539,211 4,431 12,450 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -877) 5,184 -4,129 -58 -2,436 2,936 2,690 -1,251 -3,567 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 5.7 0.4 97.5 91.6 99.2 97.7 0.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 4 5 44 34 49 42 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,831 COMMITMENTS 0 6,572 92 107,024 97,111 107,116 103,775 2,715 6,056 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 3,960) 0 1,449 0 4,821 3,820 4,821 5,269 -861 -1,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.0 0.1 97.4 88.4 97.5 94.5 2.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 14 14 15 15 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,577 COMMITMENTS 0 240 0 41,281 42,002 41,281 42,242 2,296 1,335 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,302) 0 0 0 1,456 1,422 1,456 1,422 -154 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 94.7 96.4 94.7 96.9 5.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 19 16 19 17 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 355,562 COMMITMENTS 6,873 898 8,022 334,165 338,146 349,060 347,066 6,502 8,496 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,832) -1,578 -151 2,126 5,449 -533 5,997 1,442 -4,165 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.3 2.3 94.0 95.1 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 3 24 26 27 30 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 227,215 COMMITMENTS 0 5,466 0 223,494 217,115 223,494 222,581 3,721 4,634 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,908) 0 -302 0 1,908 2,210 1,908 1,908 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 98.4 95.6 98.4 98.0 1.6 2.0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 283,330 COMMITMENTS 0 6,362 0 275,216 267,937 275,216 274,299 8,114 9,031 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 6,458) 0 -851 0 6,399 9,282 6,399 8,431 59 -1,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 97.1 94.6 97.1 96.8 2.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 19 26 19 28 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,601 COMMITMENTS 5,028 5,808 0 35,570 38,427 40,598 44,235 4,003 366 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,426) 0 0 0 2,821 4,988 2,821 4,988 -395 -2,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 13.0 0.0 79.8 86.2 91.0 99.2 9.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 0 17 16 19 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 767,168 COMMITMENTS 21,980 1,161 8,864 724,692 749,620 755,536 759,645 11,632 7,523 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,283) 345 -542 -1,474 -1,206 525 -2,335 -1,491 1,052 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.2 1.2 94.5 97.7 98.5 99.0 1.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 6 3 6 49 38 56 46 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 291,064 COMMITMENTS 25,811 0 7,788 248,138 279,739 281,737 287,527 9,327 3,537 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -406) -2,867 0 1,134 1,825 -832 92 302 -498 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.0 2.7 85.3 96.1 96.8 98.8 3.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 23 20 25 22 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 136,736 COMMITMENTS 9,503 1,599 305 120,251 132,941 130,059 134,845 6,677 1,891 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,307) -1,030 0 -155 3,551 2,184 2,366 2,029 -59 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 1.2 0.2 87.9 97.2 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 12 19 15 21 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 172,527 COMMITMENTS 23,873 4,389 1,775 145,388 164,487 171,036 170,651 1,491 1,876 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,273) -1,030 0 -155 3,427 2,397 2,242 2,242 31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 2.5 1.0 84.3 95.3 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 8 5 2 34 38 42 45 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 272,381 COMMITMENTS 0 7,967 92 271,350 259,876 271,442 267,935 939 4,446 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,676) 0 126 -62 1,733 1,979 1,671 2,043 5 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 99.6 95.4 99.7 98.4 0.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 5 2 26 29 28 34 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 262,944 COMMITMENTS 7,973 1,995 4,390 236,511 250,510 248,874 256,895 14,070 6,049 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,968) 4,857 580 726 -2,155 3,706 3,428 5,012 -460 -2,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.8 1.7 89.9 95.3 94.6 97.7 5.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 4 33 35 40 40 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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 06/07/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 19,587 COMMITMENTS 0 5,665 0 18,543 11,619 18,543 17,284 1,044 2,303 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,457) 0 992 0 1,085 -155 1,085 837 372 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.9 0.0 94.7 59.3 94.7 88.2 5.3 11.8 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,594 COMMITMENTS 2,996 0 0 100,620 102,066 103,616 102,066 4,978 6,528 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 909) 93 0 0 823 583 916 583 -7 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 92.7 94.0 95.4 94.0 4.6 6.0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 282,653 COMMITMENTS 0 11,186 783 275,888 259,753 276,671 271,722 5,982 10,931 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,320) 0 9,187 783 1,345 -7,543 2,128 2,427 192 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.3 97.6 91.9 97.9 96.1 2.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 27 23 29 26 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 140,936 COMMITMENTS 0 861 0 130,415 132,604 130,415 133,465 10,521 7,471 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 4,477) 0 861 0 4,426 3,492 4,426 4,353 51 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 92.5 94.1 92.5 94.7 7.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 15 16 16 MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,559 COMMITMENTS 4,336 0 0 154,038 151,417 158,374 151,417 3,185 10,142 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,825) 62 0 0 2,671 1,797 2,733 1,797 -908 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 95.3 93.7 98.0 93.7 2.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 16 18 17 18 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,018 COMMITMENTS 6,987 0 4,708 85,896 91,155 97,591 95,863 14,427 16,155 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 568) 464 0 0 -745 755 -281 755 849 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 4.2 76.7 81.4 87.1 85.6 12.9 14.4 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,396 COMMITMENTS 0 2,077 0 65,705 64,079 65,705 66,156 691 240 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 305) 0 403 0 305 -98 305 305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.0 99.0 96.5 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 211,178 COMMITMENTS 2,291 252 3,752 200,526 203,097 206,569 207,101 4,609 4,077 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,225) 4 42 741 -2,000 -2,311 -1,255 -1,528 30 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.1 1.8 95.0 96.2 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 2 5 31 32 36 38 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 88,702 COMMITMENTS 984 0 0 84,191 81,429 85,175 81,429 3,527 7,273 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 5,395) 0 0 0 4,485 5,365 4,485 5,365 910 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 94.9 91.8 96.0 91.8 4.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 23 21 24 21 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 195,471 COMMITMENTS 1,154 8,194 1,271 190,041 183,398 192,466 192,863 3,005 2,608 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 672) -175 475 -290 1,044 487 579 672 93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.2 0.7 97.2 93.8 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 2 30 27 33 30 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 66,496 COMMITMENTS 10,768 0 302 54,298 65,951 65,368 66,253 1,128 243 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,076) 0 0 0 2,680 2,076 2,680 2,076 -604 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 0.0 0.5 81.7 99.2 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 11 13 13 14 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 88,025 COMMITMENTS 1,208 0 0 80,577 86,637 81,785 86,637 6,240 1,388 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 457) 0 0 0 1,244 85 1,244 85 -787 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 91.5 98.4 92.9 98.4 7.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 23 26 24 26 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 62,370 COMMITMENTS 0 3,207 31 56,574 58,376 56,605 61,614 5,765 756 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,056) 0 744 0 1,808 1,312 1,808 2,056 248 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 0.0 90.7 93.6 90.8 98.8 9.2 1.2 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 341,490 COMMITMENTS 0 8,161 0 328,790 325,345 328,790 333,506 12,700 7,984 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,464) 0 310 0 1,250 1,123 1,250 1,433 214 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 96.3 95.3 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 102,812 COMMITMENTS 3,434 5,564 0 94,280 91,998 97,714 97,562 5,098 5,250 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 8,619) 492 0 0 8,096 8,619 8,588 8,619 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 5.4 0.0 91.7 89.5 95.0 94.9 5.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 20 14 21 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 231,307 COMMITMENTS 1,892 20,372 1,956 221,656 206,220 225,504 228,548 5,803 2,759 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 332) 1,892 5,193 1,914 -1,853 -7,136 1,953 -29 -1,621 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.8 0.8 95.8 89.2 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 20 23 22 26 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 31,431 COMMITMENTS 419 1,545 348 30,592 29,529 31,359 31,422 72 9 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 394) -27 347 122 297 -16 392 453 2 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.9 1.1 97.3 93.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 4 24 26 29 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 23,956 COMMITMENTS 179 306 771 22,916 22,879 23,866 23,956 90 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 485) 0 -79 110 375 454 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.3 3.2 95.7 95.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 3 25 21 28 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 207,107 COMMITMENTS 93,882 3,229 5,252 106,776 198,031 205,910 206,512 1,197 595 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 3,581) -427 314 -316 4,322 3,608 3,579 3,606 2 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 1.6 2.5 51.6 95.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 9 14 35 39 55 57 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 86,000 COMMITMENTS 2,240 10,491 2,987 80,339 72,407 85,566 85,885 434 115 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 3,447) -169 181 290 3,325 2,976 3,446 3,447 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 12.2 3.5 93.4 84.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 6 6 27 20 37 26 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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: 56,702 COMMITMENTS 675 5,189 563 55,161 50,950 56,399 56,702 303 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,023) 150 1,327 -155 2,028 851 2,023 2,023 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 9.2 1.0 97.3 89.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 3 16 16 20 21 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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: 53,148 COMMITMENTS 9,827 5,270 41 42,781 47,544 52,649 52,855 499 293 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 333) -8 -4 0 461 337 453 333 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 9.9 0.1 80.5 89.5 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 2 24 22 29 26 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 64,223 COMMITMENTS 4,811 3,991 2,964 56,211 56,808 63,986 63,763 237 460 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,694) -150 -56 1,445 1,387 1,305 2,682 2,694 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 6.2 4.6 87.5 88.5 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 5 6 27 24 36 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,034 COMMITMENTS 773 13,060 0 74,760 62,459 75,533 75,519 501 515 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 859) 120 300 0 739 514 859 814 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 17.2 0.0 98.3 82.1 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 5 0 26 26 27 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 91,224 COMMITMENTS 1,372 14,108 0 89,221 76,951 90,593 91,059 631 165 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 709) 120 0 0 589 664 709 664 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 15.5 0.0 97.8 84.4 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 0 27 28 28 33 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,029 COMMITMENTS 150 270 0 25,867 25,534 26,017 25,804 12 225 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -465) 0 -225 0 -459 -225 -459 -450 -6 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.0 0.0 99.4 98.1 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 18 14 19 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 40,469 COMMITMENTS 470 0 0 39,871 40,469 40,341 40,469 128 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -934) -122 0 0 -875 -934 -997 -934 63 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 98.5 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 17 15 19 15 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 39,916 COMMITMENTS 488 10,685 9 39,395 29,222 39,892 39,916 24 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,514) -550 740 -56 2,165 830 1,559 1,514 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 26.8 0.0 98.7 73.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 1 20 16 22 20 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,023 COMMITMENTS 350 8,225 0 35,634 27,606 35,984 35,831 39 192 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,362) -688 725 -50 3,160 1,675 2,422 2,350 -60 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 22.8 0.0 98.9 76.6 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 20 15 21 16 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 144,942 COMMITMENTS 16,887 5,396 7,728 119,636 131,755 144,251 144,879 691 63 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -4,779) -444 -3,567 1,013 -5,083 -1,755 -4,514 -4,308 -265 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 3.7 5.3 82.5 90.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 6 12 38 36 56 51 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 34,982 COMMITMENTS 0 1,600 0 34,279 33,156 34,279 34,756 703 226 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,484) 0 -100 0 -1,446 -1,369 -1,446 -1,469 -38 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 98.0 94.8 98.0 99.4 2.0 0.6 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,883 COMMITMENTS 0 1,600 0 31,180 30,057 31,180 31,657 703 226 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,424) 0 -100 0 -1,386 -1,309 -1,386 -1,409 -38 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.0 97.8 94.3 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 40,869 COMMITMENTS 0 5,901 8 40,629 34,960 40,637 40,869 232 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -2,154) 0 -487 0 -2,139 -1,642 -2,139 -2,129 -15 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.4 0.0 99.4 85.5 99.4 100.0 0.6 0.0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 36,659 COMMITMENTS 76 2,857 140 36,211 33,662 36,427 36,659 232 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,749) 76 -31 -76 -1,734 -1,592 -1,734 -1,699 -15 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.8 0.4 98.8 91.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 17 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 86,821 COMMITMENTS 11,998 1,496 752 72,684 83,626 85,434 85,874 1,387 947 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 37) 719 -662 -151 -528 873 40 60 -3 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 1.7 0.9 83.7 96.3 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 3 4 22 25 29 31 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,265 COMMITMENTS 50 599 76 33,992 33,271 34,118 33,946 147 319 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,336) 0 -370 30 -1,404 -980 -1,374 -1,320 38 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.7 0.2 99.2 97.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 1 26 17 28 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 57,556 COMMITMENTS 2,757 50 0 54,523 57,473 57,280 57,523 276 33 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -1,110) -126 -29 -10 -946 -1,057 -1,082 -1,096 -28 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.1 0.0 94.7 99.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 19 18 21 19 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,048 COMMITMENTS 2,278 0 25 33,311 35,843 35,614 35,868 434 180 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 228) 0 0 0 228 228 228 228 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,931 COMMITMENTS 2,298 550 22 35,308 37,166 37,628 37,738 303 193 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 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 06/14/22 | --------------------------------------------------------------| 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: 72,142 COMMITMENTS 1,716 10 517 69,416 71,248 71,649 71,775 493 367 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,575) -151 10 187 1,536 1,383 1,572 1,580 3 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.7 96.2 98.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 3 24 24 30 27 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 95,441 COMMITMENTS 4,697 708 1,702 88,392 92,706 94,791 95,116 650 325 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,859) -534 274 22 2,358 1,562 1,846 1,858 13 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.7 1.8 92.6 97.1 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 2 5 28 26 37 31 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 59,631 COMMITMENTS 1,732 912 894 56,679 57,825 59,305 59,631 326 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 532) -40 -46 203 379 375 542 532 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.5 1.5 95.0 97.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 20 14 25 18 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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: 57,243 COMMITMENTS 380 1,745 595 56,092 54,903 57,067 57,243 176 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 560) 0 250 35 525 275 560 560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.0 1.0 98.0 95.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 16 15 18 19 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| 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: 41,789 COMMITMENTS 3,173 1,262 1,252 37,023 38,078 41,448 40,592 341 1,197 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 9) 0 0 0 5 9 5 9 4 0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 42,517 COMMITMENTS 365 1,744 2,770 38,709 37,113 41,844 41,627 673 890 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -204) 0 -200 0 -204 -4 -204 -204 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.1 6.5 91.0 87.3 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 06/14/22 | --------------------------------------------------------------| 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 06/07/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,680 COMMITMENTS 1,310 200 5 19,582 21,031 20,897 21,236 783 444 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 81) 128 0 0 -45 81 83 81 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.9 0.0 90.3 97.0 96.4 98.0 3.6 2.0 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,156 COMMITMENTS 745 3,359 979 28,160 25,630 29,884 29,968 272 188 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -255) -150 -119 85 -14 -198 -79 -232 -176 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 11.1 3.2 93.4 85.0 99.1 99.4 0.9 0.6 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 21,515 COMMITMENTS 2,788 853 220 18,026 20,114 21,034 21,187 481 328 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 134) 12 0 -2 124 137 134 135 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 4.0 1.0 83.8 93.5 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,207 COMMITMENTS 910 5 110 13,063 14,069 14,083 14,184 124 23 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 150) -70 5 70 150 75 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 0.8 91.9 99.0 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 14,024 COMMITMENTS 688 75 17 13,305 13,932 14,010 14,024 14 0 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 75) 0 75 0 75 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.5 0.1 94.9 99.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 13 10 15 12 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,417 COMMITMENTS 2,710 0 0 43,303 46,177 46,013 46,177 404 240 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 35) 0 0 0 -25 35 -25 35 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 0.0 93.3 99.5 99.1 99.5 0.9 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,892 COMMITMENTS 2,665 0 0 46,683 49,652 49,348 49,652 544 240 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -85 -25 -85 -25 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.0 0.0 93.6 99.5 98.9 99.5 1.1 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 88,100 COMMITMENTS 7,736 1,101 71 79,941 86,612 87,748 87,784 352 316 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 683) 0 220 0 703 463 703 683 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.2 0.1 90.7 98.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 2 37 34 41 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 103,937 COMMITMENTS 9,769 2,908 115 93,805 100,486 103,689 103,509 248 428 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,482) -175 565 -75 1,733 996 1,483 1,486 -1 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 2.8 0.1 90.3 96.7 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 10 4 37 39 44 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 706,541 COMMITMENTS 77,727 9,311 119,743 508,351 577,073 705,821 706,127 720 414 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 4,611) 707 4,804 281 3,803 -391 4,790 4,694 -179 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 1.3 16.9 71.9 81.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 27 14 28 46 49 82 82 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,925 COMMITMENTS 3,412 416 15 13,862 17,474 17,289 17,905 636 20 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 16) 0 -34 0 2 50 2 16 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 2.3 0.1 77.3 97.5 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,565 COMMITMENTS 2,216 370 55 12,792 15,130 15,063 15,555 502 10 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 2.4 0.4 82.2 97.2 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 16 14 19 15 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 29,825 COMMITMENTS 3,345 830 160 25,520 28,500 29,025 29,490 800 335 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -6,255) -250 -45 -60 -5,785 -5,880 -6,095 -5,985 -160 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 2.8 0.5 85.6 95.6 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 1 19 16 23 23 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 56,335 COMMITMENTS 2,197 6,705 4,698 49,302 44,912 56,197 56,315 138 20 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 710) -180 -2,280 1,575 -570 1,525 825 820 -115 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 11.9 8.3 87.5 79.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 7 28 25 35 34 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 37,680 COMMITMENTS 1,310 9,045 300 35,990 27,705 37,600 37,050 80 630 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -2,465) 210 -340 50 -2,765 -2,025 -2,505 -2,315 40 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 24.0 0.8 95.5 73.5 99.8 98.3 0.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 3 21 20 26 25 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 2,259 COMMITMENTS 965 470 85 919 1,335 1,969 1,890 290 369 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 155) 95 65 5 25 -15 125 55 30 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 20.8 3.8 40.7 59.1 87.2 83.7 12.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 3 7 12 17 19 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 7,372 COMMITMENTS 257 1,059 595 5,738 4,262 6,590 5,916 782 1,456 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 395) 75 214 -103 383 182 355 293 40 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 14.4 8.1 77.8 57.8 89.4 80.2 10.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 7 10 27 28 38 40 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 33,797 COMMITMENTS 11,772 15 1,470 20,450 32,021 33,692 33,506 105 291 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 384) 351 -5 160 -127 199 384 354 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 0.0 4.3 60.5 94.7 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 4 31 38 38 42 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,844 COMMITMENTS 2,581 668 725 8,318 10,006 11,624 11,399 220 445 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 561) 200 20 27 284 514 511 561 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 5.6 6.1 70.2 84.5 98.1 96.2 1.9 3.8 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 13,254 COMMITMENTS 2,370 1,346 1,785 8,731 9,358 12,886 12,489 368 765 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 1,016) -501 102 671 817 238 987 1,011 29 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.2 13.5 65.9 70.6 97.2 94.2 2.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 5 6 34 32 44 41 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,853 COMMITMENTS 0 1,532 225 11,379 9,687 11,604 11,444 249 409 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 644) 0 130 -33 660 697 627 794 17 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.9 1.9 96.0 81.7 97.9 96.5 2.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 13 18 16 21 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,921 COMMITMENTS 25,567 1,606 1,749 12,465 36,434 39,781 39,789 140 132 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,285) 2,065 311 346 -126 1,618 2,285 2,275 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.0 4.0 4.4 31.2 91.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 5 4 18 38 24 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 67,460 COMMITMENTS 12,305 28,027 4,179 50,363 34,935 66,847 67,141 613 319 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 2,409) 1,164 2,534 193 1,134 -344 2,491 2,383 -82 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 41.5 6.2 74.7 51.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 14 9 15 65 60 86 79 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,763 COMMITMENTS 421 43 149 1,676 2,366 2,246 2,558 517 205 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 132) 80 0 37 109 104 226 141 -94 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 1.6 5.4 60.7 85.6 81.3 92.6 18.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 1 3 14 16 20 20 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 19,606 COMMITMENTS 180 0 0 19,420 19,603 19,600 19,603 6 3 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 18 18 18 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 39,192 COMMITMENTS 0 149 0 39,147 38,530 39,147 38,679 45 513 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 285) 0 10 0 285 275 285 285 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: 38) 0 1 0 23 22 23 23 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 17,666 COMMITMENTS 0 0 0 17,558 17,544 17,558 17,544 108 122 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -185) 0 0 0 -185 -185 -185 -185 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 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 105,701 COMMITMENTS 0 8,555 0 94,313 82,596 94,313 91,151 11,388 14,550 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: 997) 0 -125 0 1,042 442 1,042 317 -45 680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.1 0.0 89.2 78.1 89.2 86.2 10.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 15 15 16 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 4,304 COMMITMENTS 144 362 57 3,870 3,821 4,071 4,240 233 64 CHANGES FROM 06/07/22 (CHANGE IN OPEN INTEREST: -53) 30 0 0 -113 -53 -83 -53 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 8.4 1.3 89.9 88.8 94.6 98.5 5.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 11 10 14 13
Updated June 17, 2022