NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 142,019 COMMITMENTS 54,658 5,406 8,315 79,046 128,298 142,019 142,019 0 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 3.8 5.9 55.7 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 2 4 16 12 28 17 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 216,580 COMMITMENTS 60,599 12,157 13,900 142,060 190,500 216,559 216,557 21 23 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,698) 864 75 0 834 1,936 1,698 2,011 0 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 5.6 6.4 65.6 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 3 9 21 16 35 27 CALIF CARBON 21 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 1,543 COMMITMENTS 693 147 0 766 1,353 1,459 1,500 84 43 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 95) 0 0 0 85 95 85 95 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 9.5 0.0 49.6 87.7 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 0 6 6 13 8 CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 170,507 COMMITMENTS 87,807 55,654 33,903 48,616 80,887 170,326 170,444 181 63 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -2,910) 68 110 -1,090 -1,669 -1,740 -2,691 -2,720 -219 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 32.6 19.9 28.5 47.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 66 23 40 33 25 112 75 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 26,162 COMMITMENTS 7,346 2,406 5,000 13,815 18,756 26,161 26,162 1 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 9.2 19.1 52.8 71.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 10 6 16 8 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 13,482 COMMITMENTS 2,481 1,060 119 10,882 12,303 13,482 13,482 0 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 7.9 0.9 80.7 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 2 8 12 10 17 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 11,702 COMMITMENTS 510 2,950 240 10,952 8,512 11,702 11,702 0 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 25.2 2.1 93.6 72.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 11 11 13 14 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 36,543 COMMITMENTS 4,820 27,176 0 31,723 9,367 36,543 36,543 0 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 445) 0 445 0 445 0 445 445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 74.4 0.0 86.8 25.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 0 12 11 18 14 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,011 COMMITMENTS 11,672 12,762 1,550 24,789 23,699 38,011 38,011 0 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 33.6 4.1 65.2 62.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 1 15 7 21 11 CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 69,911 COMMITMENTS 20,637 9,560 12,884 36,346 47,466 69,867 69,910 44 1 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 628) -334 -16 819 280 -175 765 628 -137 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 13.7 18.4 52.0 67.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 28 10 5 20 15 50 28 RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 79,120 COMMITMENTS 13,764 12,893 1,876 63,377 64,302 79,017 79,071 103 49 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,796) 132 91 1,158 492 531 1,782 1,780 14 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 16.3 2.4 80.1 81.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 20 10 7 19 17 42 31 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 28,167 COMMITMENTS 9,333 60 3,405 15,334 24,574 28,072 28,039 95 128 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,773) 649 0 506 2,633 3,282 3,788 3,788 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 0.2 12.1 54.4 87.2 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 1 5 30 42 36 47 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 15,016 COMMITMENTS 0 6,375 2,859 11,955 5,782 14,814 15,016 202 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,665) 0 58 538 1,127 1,069 1,665 1,665 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 42.5 19.0 79.6 38.5 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 6 6 23 17 29 23 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,407 COMMITMENTS 490 4,812 295 6,457 2,240 7,242 7,347 165 60 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,095) 20 933 -20 1,095 182 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 65.0 4.0 87.2 30.2 97.8 99.2 2.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 3 18 15 21 21 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,005,103 COMMITMENTS 533,300 116,572 764,788 4664319 5100682 5962407 5982042 42,696 23,061 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 11,496) -12,753 335 -3,305 27,139 9,451 11,081 6,481 415 5,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.9 12.7 77.7 84.9 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 33 34 56 159 129 224 188 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,690,557 COMMITMENTS 278,469 51,293 1523148 1885613 2113990 3687229 3688430 3,328 2,127 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 54,117) -29,473 1,461 52,896 30,382 -177 53,806 54,180 311 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.4 41.3 51.1 57.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 30 13 37 51 53 93 91 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,298 COMMITMENTS 3,838 0 247 149,793 160,166 153,878 160,413 13,420 6,885 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 664) 279 0 -93 114 3,680 300 3,587 364 -2,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.1 89.5 95.7 92.0 95.9 8.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 21 21 24 23 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,003 COMMITMENTS 6,090 0 154 136,537 147,228 142,781 147,382 12,222 7,621 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 7,614) 1,035 0 30 6,619 7,376 7,684 7,406 -70 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.1 88.1 95.0 92.1 95.1 7.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 2 24 22 28 24 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,878 COMMITMENTS 5,102 2,316 1,499 246,555 261,308 253,156 265,123 19,722 7,755 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 6,652) 151 0 -30 6,535 7,471 6,656 7,441 -4 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.8 0.5 90.4 95.8 92.8 97.2 7.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 3 29 35 32 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 826,033 COMMITMENTS 6,780 4,926 2,849 803,363 811,892 812,992 819,667 13,041 6,366 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 11,679) 0 -2,489 498 11,046 13,474 11,544 11,483 135 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.6 0.3 97.3 98.3 98.4 99.2 1.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 5 6 43 31 50 38 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,087 COMMITMENTS 13,858 811 4,390 293,352 311,941 311,600 317,142 10,487 4,945 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 5,241) -2,493 0 1,011 6,669 3,625 5,187 4,636 54 605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.3 1.4 91.1 96.8 96.7 98.5 3.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 1 3 41 38 45 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 567,080 COMMITMENTS 1,776 25,764 1,571 559,862 533,077 563,209 560,412 3,871 6,668 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,574) 0 -2,129 235 4,216 4,487 4,451 2,593 -877 981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.5 0.3 98.7 94.0 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 2 7 3 48 48 53 55 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 540,967 COMMITMENTS 372 32,126 5,587 529,403 491,003 535,362 528,716 5,605 12,251 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,152) -680 3,536 -2,728 4,033 -886 625 -78 527 1,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.9 1.0 97.9 90.8 99.0 97.7 1.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 7 3 50 38 54 45 CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 2,500 MMBtus OPEN INTEREST: 12,901 COMMITMENTS 210 0 0 12,208 12,567 12,418 12,567 483 334 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 124) 0 0 0 124 0 124 0 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 94.6 97.4 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 11 11 11 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,782 COMMITMENTS 0 784 300 43,572 44,424 43,872 45,508 1,910 274 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 5,684) 0 0 0 5,684 5,560 5,684 5,560 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.7 95.2 97.0 95.8 99.4 4.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 24 19 25 21 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 333,301 COMMITMENTS 24,394 4,864 5,878 293,481 316,362 323,753 327,104 9,548 6,197 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,947) 843 1,380 -689 -627 566 -473 1,257 2,420 690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.5 1.8 88.1 94.9 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 2 25 27 28 30 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 211,001 COMMITMENTS 0 5,249 0 204,087 203,032 204,087 208,281 6,914 2,720 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,424) 0 0 0 1,243 1,424 1,243 1,424 181 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 96.7 96.2 96.7 98.7 3.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 24 21 24 22 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 251,831 COMMITMENTS 0 4,854 0 243,941 242,794 243,941 247,648 7,890 4,183 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,974) 0 0 0 3,391 2,925 3,391 2,925 -417 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 96.9 96.4 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 0 21 23 21 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,780 COMMITMENTS 5,579 2,393 70 37,532 41,644 43,181 44,107 1,599 673 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 41) -288 0 8 527 0 247 8 -206 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 5.3 0.2 83.8 93.0 96.4 98.5 3.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 1 2 16 19 23 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 748,351 COMMITMENTS 23,194 4,340 5,203 710,932 734,123 739,329 743,666 9,022 4,685 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 8,564) 1,766 50 -437 6,344 9,059 7,673 8,672 891 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.6 0.7 95.0 98.1 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 5 4 5 54 45 61 52 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 258,987 COMMITMENTS 28,848 0 867 222,663 255,055 252,378 255,922 6,609 3,065 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -5,769) 179 0 593 -7,294 -6,878 -6,522 -6,285 753 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.0 0.3 86.0 98.5 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 3 23 23 26 26 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,870 COMMITMENTS 9,867 960 1,201 110,840 119,672 121,908 121,833 2,962 3,037 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,133) 403 0 0 2,606 3,133 3,009 3,133 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.8 1.0 88.8 95.8 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 3 15 22 19 26 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 160,421 COMMITMENTS 27,171 2,163 4,095 127,035 151,542 158,301 157,800 2,120 2,621 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,257) 403 0 0 2,854 3,257 3,257 3,257 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 1.3 2.6 79.2 94.5 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 4 4 34 38 45 46 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 294,357 COMMITMENTS 403 24,346 1,322 290,448 266,400 292,173 292,068 2,184 2,289 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,279) 0 450 -214 3,250 4,512 3,036 4,748 243 -1,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.3 0.4 98.7 90.5 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 1 28 29 30 32 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 32,110 COMMITMENTS 1,263 784 0 28,168 29,688 29,431 30,472 2,679 1,638 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 124) 0 124 0 155 0 155 124 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 2.4 0.0 87.7 92.5 91.7 94.9 8.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 0 16 12 19 15 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 249,884 COMMITMENTS 3,961 1,733 6,776 224,789 235,357 235,526 243,866 14,358 6,018 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,184) 1,273 -81 205 1,613 4,502 3,091 4,626 93 -1,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.7 2.7 90.0 94.2 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 2 4 34 37 41 41 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,550 COMMITMENTS 0 2,251 120 71,316 69,936 71,436 72,307 1,114 243 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,603) 0 744 0 1,603 859 1,603 1,603 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.2 98.3 96.4 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 22 23 23 25 ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 11,422 COMMITMENTS 0 1,933 0 10,992 9,242 10,992 11,175 430 247 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 496) 0 155 0 620 465 620 620 -124 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.9 0.0 96.2 80.9 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 10 10 12 NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,930 COMMITMENTS 1,102 496 0 96,807 97,675 97,909 98,171 6,021 5,759 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 557) 0 217 0 371 402 371 619 186 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.5 0.0 93.1 94.0 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 17 18 18 19 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 299,463 COMMITMENTS 2,167 16,443 0 293,533 271,933 295,700 288,376 3,763 11,087 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 4,248) 0 1,600 0 4,285 1,952 4,285 3,552 -37 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 5.5 0.0 98.0 90.8 98.7 96.3 1.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 29 21 30 22 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,030 COMMITMENTS 0 217 0 135,644 135,288 135,644 135,505 6,386 6,525 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -153) 0 0 0 -153 426 -153 426 0 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 95.5 95.3 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 18 21 19 NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,980 COMMITMENTS 0 0 0 61,923 63,908 61,923 63,908 8,057 6,072 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,035) 0 0 0 1,035 821 1,035 821 0 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.5 91.3 88.5 91.3 11.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 13 19 13 NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 14,081 COMMITMENTS 557 0 0 11,764 13,237 12,321 13,237 1,760 844 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 0.0 83.5 94.0 87.5 94.0 12.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 13 14 13 MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 149,284 COMMITMENTS 2,986 1,900 0 143,238 139,773 146,224 141,673 3,060 7,611 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 4,902) -186 600 0 5,299 4,302 5,113 4,902 -211 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.3 0.0 96.0 93.6 98.0 94.9 2.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 16 17 17 19 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,662 COMMITMENTS 4,240 14,226 3,932 97,467 80,974 105,639 99,132 10,023 16,530 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,407) -31 -1,571 1,259 1,660 -533 2,888 -845 -481 3,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 12.3 3.4 84.3 70.0 91.3 85.7 8.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 2 28 29 31 31 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,238 COMMITMENTS 0 5,962 0 85,361 84,340 85,361 90,302 7,877 2,936 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 7,747) -2,611 0 -28 9,027 9,596 6,388 9,568 1,359 -1,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 0.0 91.6 90.5 91.6 96.9 8.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 18 16 19 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,495 COMMITMENTS 0 488 0 63,920 63,497 63,920 63,985 575 510 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,645) 0 0 0 2,857 4,256 2,857 4,256 -212 -1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 99.1 98.5 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 18 18 18 19 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 194,027 COMMITMENTS 2,740 0 3,571 184,016 184,157 190,327 187,728 3,700 6,299 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 921) 484 0 0 670 1,503 1,154 1,503 -233 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 1.8 94.8 94.9 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 0 4 30 36 35 40 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 79,832 COMMITMENTS 1,793 0 0 74,537 70,095 76,330 70,095 3,502 9,737 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 836) 0 0 0 806 -1,040 806 -1,040 30 1,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 93.4 87.8 95.6 87.8 4.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 19 24 19 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 166,324 COMMITMENTS 0 7,221 431 162,272 154,330 162,703 161,982 3,621 4,342 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,192) 0 0 0 3,120 1,184 3,120 1,184 -928 1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.3 97.6 92.8 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 2 29 28 31 30 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 69,618 COMMITMENTS 2,694 0 302 63,904 68,711 66,900 69,013 2,718 605 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,448) 0 0 0 4,084 3,566 4,084 3,566 -636 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.4 91.8 98.7 96.1 99.1 3.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 12 14 14 15 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 170,713 COMMITMENTS 12,964 434 739 145,311 165,523 159,014 166,696 11,699 4,017 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 4,460) -928 434 336 6,326 5,191 5,734 5,961 -1,274 -1,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.3 0.4 85.1 97.0 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 1 4 31 40 37 44 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 50,156 COMMITMENTS 2,432 3,634 0 46,569 45,463 49,001 49,097 1,155 1,059 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,170) -124 1,488 0 2,170 772 2,046 2,260 124 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 7.2 0.0 92.8 90.6 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 0 21 17 22 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 309,416 COMMITMENTS 0 5,316 0 300,199 300,255 300,199 305,571 9,217 3,845 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 758) 0 0 0 758 758 758 758 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 97.0 97.0 97.0 98.8 3.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 0 28 22 28 24 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,592 COMMITMENTS 6,071 5,778 0 83,822 84,670 89,893 90,448 4,699 4,144 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,585) 151 0 0 2,528 3,709 2,679 3,709 906 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.1 0.0 88.6 89.5 95.0 95.6 5.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 19 15 20 16 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 20,146 COMMITMENTS 3,450 0 0 16,002 20,056 19,452 20,056 694 90 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 0.0 0.0 79.4 99.6 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 7 11 11 11 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 248,673 COMMITMENTS 2,110 20,591 5,831 234,214 219,864 242,155 246,286 6,518 2,387 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 10,063) 214 7,872 0 9,635 2,403 9,849 10,275 214 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.3 2.3 94.2 88.4 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 4 21 24 25 28 Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 51,770 COMMITMENTS 0 0 0 47,506 46,373 47,506 46,373 4,264 5,397 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,219) 0 0 0 979 2,099 979 2,099 1,240 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.8 89.6 91.8 89.6 8.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 18 17 18 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 27,673 COMMITMENTS 985 627 479 26,168 26,527 27,632 27,633 41 40 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 786) 95 220 -116 792 682 771 786 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 2.3 1.7 94.6 95.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 5 5 22 24 28 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 19,790 COMMITMENTS 1,166 0 162 18,407 19,628 19,735 19,790 55 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 330) -50 0 -75 651 405 526 330 -196 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 0.8 93.0 99.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 18 21 22 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 200,031 COMMITMENTS 91,665 1,749 2,714 105,207 195,255 199,586 199,718 445 313 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,635) 540 644 -364 4,163 3,381 4,339 3,661 -704 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 0.9 1.4 52.6 97.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 19 5 12 36 46 57 61 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 79,047 COMMITMENTS 3,189 6,548 1,991 73,470 70,443 78,650 78,982 397 65 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -5,624) -80 -1,528 -277 -5,269 -3,819 -5,626 -5,624 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 8.3 2.5 92.9 89.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 8 8 30 19 40 30 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 57,396 COMMITMENTS 190 5,103 623 56,368 51,670 57,181 57,396 215 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -3,174) 5 41 -391 -2,717 -2,824 -3,103 -3,174 -71 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 8.9 1.1 98.2 90.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 3 18 13 22 18 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 50,855 COMMITMENTS 4,048 4,863 1,719 44,673 43,991 50,440 50,573 415 282 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -125) 0 -216 0 -65 31 -65 -185 -60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.6 3.4 87.8 86.5 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 4 25 25 30 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,448 COMMITMENTS 286 5,663 2,646 55,263 49,752 58,195 58,061 253 387 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -102) -137 -101 11 1 -208 -125 -298 23 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.7 4.5 94.6 85.1 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 6 8 27 26 36 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,052 COMMITMENTS 1,069 9,837 1 64,504 55,729 65,574 65,567 478 485 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 310) 120 216 0 190 94 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 14.9 0.0 97.7 84.4 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 1 25 27 26 32 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 80,531 COMMITMENTS 1,639 10,360 0 78,403 69,736 80,042 80,096 489 435 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 502) 120 231 0 382 271 502 502 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 12.9 0.0 97.4 86.6 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 0 27 29 29 33 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,117 COMMITMENTS 0 435 0 28,090 27,357 28,090 27,792 27 325 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 103) -50 -110 0 138 103 88 -7 15 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 99.9 97.3 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 13 17 15 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 44,087 COMMITMENTS 438 11,895 39 43,468 32,148 43,945 44,082 142 5 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,486) 0 -280 0 -1,464 -1,206 -1,464 -1,486 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 27.0 0.1 98.6 72.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 18 16 21 20 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,959 COMMITMENTS 300 9,450 0 39,487 30,357 39,787 39,807 172 152 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,208) 0 -225 0 -1,186 -973 -1,186 -1,198 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 23.6 0.0 98.8 76.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 18 14 19 15 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 159,875 COMMITMENTS 17,912 4,963 8,290 132,712 146,557 158,914 159,810 961 65 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -2,338) -22 -452 -112 -2,154 -1,748 -2,288 -2,312 -50 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 3.1 5.2 83.0 91.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 12 7 13 41 39 59 53 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 32,330 COMMITMENTS 0 2,200 0 31,702 29,962 31,702 32,162 628 168 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,199) 0 -100 0 -1,186 -1,079 -1,186 -1,179 -13 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.0 98.1 92.7 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 18 15 19 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,847 COMMITMENTS 0 2,200 0 29,219 27,479 29,219 29,679 628 168 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,045) 0 -100 0 -1,032 -925 -1,032 -1,025 -13 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.4 0.0 97.9 92.1 97.9 99.4 2.1 0.6 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 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 43,528 COMMITMENTS 0 8,849 0 43,451 34,679 43,451 43,528 77 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,695) 0 0 0 -1,695 -1,695 -1,695 -1,695 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.3 0.0 99.8 79.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 0 18 19 18 22 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 41,398 COMMITMENTS 0 8,799 0 41,326 32,599 41,326 41,398 72 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,482) 0 0 0 -1,482 -1,482 -1,482 -1,482 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.3 0.0 99.8 78.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 0 18 19 18 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 110,371 COMMITMENTS 20,970 900 290 87,974 108,465 109,234 109,655 1,137 716 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,181) -365 -160 -250 2,817 2,629 2,202 2,219 -21 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 0.8 0.3 79.7 98.3 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 2 4 25 25 33 31 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,222 COMMITMENTS 0 565 0 36,105 35,286 36,105 35,851 117 371 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,569) -257 -23 -110 -1,177 -1,568 -1,544 -1,701 -25 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 99.7 97.4 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 0 22 15 22 19 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 54,305 COMMITMENTS 180 0 125 53,301 53,975 53,606 54,100 699 205 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -3,293) -517 0 0 -3,085 -3,414 -3,602 -3,414 309 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.2 98.2 99.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 16 19 17 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,666 COMMITMENTS 1,768 450 6 34,477 36,015 36,251 36,471 415 195 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,078) 120 0 -60 3,018 3,123 3,078 3,063 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.2 0.0 94.0 98.2 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 21 18 24 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,495 COMMITMENTS 1,595 50 5 38,614 40,250 40,214 40,305 281 190 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,609) 120 0 -42 2,531 2,651 2,609 2,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.1 0.0 95.4 99.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 24 23 26 25 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 66,682 COMMITMENTS 1,342 3,830 254 64,675 62,331 66,271 66,415 411 267 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -4,572) -360 300 40 -3,694 -2,143 -4,014 -1,803 -558 -2,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.7 0.4 97.0 93.5 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 1 26 26 30 29 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 84,428 COMMITMENTS 2,789 4,375 424 80,597 79,346 83,810 84,145 618 283 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -4,426) -765 136 -82 -3,369 -3,542 -4,216 -3,488 -210 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 5.2 0.5 95.5 94.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 2 3 28 28 36 33 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 50,571 COMMITMENTS 1,985 1,191 151 48,109 49,209 50,245 50,551 326 20 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -3,990) 40 -205 -266 -3,523 -2,190 -3,749 -2,661 -241 -1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 2.4 0.3 95.1 97.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 19 14 22 18 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 50,927 COMMITMENTS 0 2,292 620 50,150 48,015 50,770 50,927 157 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -2,143) 0 113 20 -1,911 -1,571 -1,891 -1,438 -252 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 1.2 98.5 94.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 16 11 17 14 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| 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: 42,450 COMMITMENTS 6,268 101 1,129 34,757 40,169 42,154 41,399 296 1,051 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,859) -2,200 0 850 -457 -2,757 -1,807 -1,907 -52 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.2 2.7 81.9 94.6 99.3 97.5 0.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 24 21 27 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 39,046 COMMITMENTS 100 122 1,995 36,050 35,879 38,145 37,996 901 1,050 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -1,258) -2,200 22 1,545 -483 -2,937 -1,138 -1,370 -120 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 5.1 92.3 91.9 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 22 23 25 26 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,724 COMMITMENTS 848 125 56 22,185 23,270 23,089 23,451 635 273 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 2,047) 0 0 0 1,997 2,018 1,997 2,018 50 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.5 0.2 93.5 98.1 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 16 17 19 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,888 COMMITMENTS 327 2,116 384 25,788 24,236 26,499 26,736 389 152 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 225) 0 46 21 218 108 239 175 -14 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.9 1.4 95.9 90.1 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 6 4 27 22 34 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 19,076 COMMITMENTS 1,952 638 226 16,618 17,843 18,796 18,707 280 369 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 323) -30 0 30 233 293 233 323 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 3.3 1.2 87.1 93.5 98.5 98.1 1.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 4 4 22 22 28 28 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 13,508 COMMITMENTS 1,084 0 15 12,396 13,477 13,495 13,492 13 16 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 170) 100 0 -80 150 250 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 0.0 0.1 91.8 99.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 1 20 14 24 15 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 13,168 COMMITMENTS 696 550 59 12,405 12,559 13,160 13,168 8 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 325) 0 200 50 275 75 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 4.2 0.4 94.2 95.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 13 8 16 10 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,433 COMMITMENTS 90 0 0 18,853 19,363 18,943 19,363 490 70 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 905) 0 0 0 905 905 905 905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 97.0 99.6 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 15 14 15 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,285 COMMITMENTS 2,185 195 0 42,496 44,880 44,681 45,075 604 210 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -230 -150 -230 -150 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.4 0.0 93.8 99.1 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 18 13 20 14 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,317 COMMITMENTS 2,130 195 0 45,434 47,912 47,564 48,107 753 210 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -100 -20 -100 -20 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.4 0.0 94.0 99.2 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 18 13 21 14 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,754 COMMITMENTS 7,156 934 144 73,926 80,240 81,226 81,318 528 436 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,341) 96 350 19 1,302 927 1,417 1,296 -76 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.1 0.2 90.4 98.1 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 6 2 37 37 42 45 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 86,794 COMMITMENTS 8,500 1,575 253 77,594 84,764 86,347 86,592 447 202 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 614) -19 263 -21 654 372 614 614 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 1.8 0.3 89.4 97.7 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 10 4 39 39 49 49 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 673,096 COMMITMENTS 74,929 4,606 97,669 498,989 570,293 671,586 672,568 1,510 528 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 3,694) -5,949 1,270 1,799 7,519 570 3,369 3,639 325 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.7 14.5 74.1 84.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 12 27 47 49 83 78 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,623 COMMITMENTS 2,842 0 40 19,017 22,583 21,899 22,623 724 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 610) 0 0 0 610 610 610 610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.0 0.2 84.1 99.8 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 15 20 16 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,039 COMMITMENTS 2,008 0 15 18,512 21,024 20,535 21,039 504 0 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,010) 0 0 0 1,010 1,010 1,010 1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 0.1 88.0 99.9 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 15 20 16 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,965 COMMITMENTS 915 1,095 230 2,465 2,210 3,610 3,535 355 430 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -3,495) 95 -1,720 40 -3,345 -1,810 -3,210 -3,490 -285 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 27.6 5.8 62.2 55.7 91.0 89.2 9.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 3 15 14 21 20 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 59,750 COMMITMENTS 1,801 8,350 3,383 54,204 47,982 59,388 59,715 362 35 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: -3,260) -335 -668 -210 -2,686 -2,402 -3,231 -3,280 -29 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 14.0 5.7 90.7 80.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 3 28 25 34 29 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 49,486 COMMITMENTS 2,800 8,350 350 46,166 40,586 49,316 49,286 170 200 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,220) -151 -65 -50 1,476 1,349 1,275 1,234 -55 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 16.9 0.7 93.3 82.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 22 18 25 21 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 2,305 COMMITMENTS 565 325 305 820 1,180 1,690 1,810 615 495 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 200) 55 125 45 35 55 135 225 65 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 14.1 13.2 35.6 51.2 73.3 78.5 26.7 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 5 8 8 11 18 21 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,688 COMMITMENTS 293 343 218 1,707 1,793 2,218 2,354 470 334 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 12.8 8.1 63.5 66.7 82.5 87.6 17.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 4 15 17 19 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 6,933 COMMITMENTS 576 818 849 4,903 4,753 6,328 6,420 605 513 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 380) 112 144 94 152 208 358 446 22 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 11.8 12.2 70.7 68.6 91.3 92.6 8.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 10 14 30 32 45 48 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 27,678 COMMITMENTS 9,507 214 1,000 16,999 26,207 27,506 27,421 172 257 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 736) 375 50 -20 381 700 736 730 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 0.8 3.6 61.4 94.7 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 2 3 36 38 42 42 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,994 COMMITMENTS 4,158 1,038 1,036 7,585 10,391 12,779 12,465 215 529 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 794) 1,359 -125 313 -853 616 819 804 -25 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 8.0 8.0 58.4 80.0 98.3 95.9 1.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 19 18 23 20 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,187 COMMITMENTS 1,948 3,820 1,434 12,407 10,491 15,789 15,745 398 442 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 927) 6 -151 85 683 900 774 834 153 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 23.6 8.9 76.6 64.8 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 6 6 38 33 48 41 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,370 COMMITMENTS 0 785 286 9,777 8,910 10,063 9,981 307 389 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 369) 0 196 0 377 173 377 369 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 2.8 94.3 85.9 97.0 96.2 3.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 14 18 17 21 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,198 COMMITMENTS 28,267 1,987 1,133 9,718 35,982 39,118 39,102 80 96 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 520) 415 -292 175 -70 637 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 5.1 2.9 24.8 91.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 4 4 19 30 26 36 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 69,475 COMMITMENTS 8,714 34,057 5,932 54,288 29,083 68,934 69,072 541 403 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 311) -250 493 -100 598 -285 248 108 63 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 49.0 8.5 78.1 41.9 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 12 13 17 68 57 89 78 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,170 COMMITMENTS 542 33 100 800 1,678 1,442 1,811 728 359 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 145) 76 -24 7 -1 88 82 71 63 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 1.5 4.6 36.9 77.3 66.5 83.5 33.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 5 11 15 17 21 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 24,517 COMMITMENTS 0 0 0 24,517 24,514 24,517 24,514 0 3 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 710) 0 0 0 710 710 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 12 20 12 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 30,407 COMMITMENTS 0 199 0 30,337 30,055 30,337 30,254 70 153 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 1,160) 0 -10 0 1,150 1,170 1,150 1,160 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 99.8 98.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 19 23 19 24 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 11,262 COMMITMENTS 0 0 0 11,247 10,996 11,247 10,996 15 266 CHANGES FROM 09/06/22 (CHANGE IN OPEN INTEREST: 227) 0 0 0 287 182 287 182 -60 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 97.6 99.9 97.6 0.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 20 20 20
Updated September 16, 2022