NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 91,383 COMMITMENTS 27,310 6,706 2,240 61,833 82,437 91,383 91,383 0 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 7.3 2.5 67.7 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 3 4 17 8 23 15 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 192,993 COMMITMENTS 31,914 20,747 14,285 146,794 157,461 192,993 192,493 0 500 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 608) 596 -3 -365 377 476 608 108 0 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 10.8 7.4 76.1 81.6 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 5 8 22 21 36 31 CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 LCFS Credits- each of 1 MT OPEN INTEREST: 31,004 COMMITMENTS 14,079 2,226 3,564 13,305 25,214 30,948 31,004 56 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 698) 266 -23 245 131 476 642 698 56 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 7.2 11.5 42.9 81.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 17 3 4 11 8 29 14 D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 11,341 COMMITMENTS 1,663 4,273 333 9,311 6,633 11,307 11,239 34 102 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 501) 233 -78 -50 315 630 498 502 3 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 37.7 2.9 82.1 58.5 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 19 7 7 7 18 30 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 23,557 COMMITMENTS 6,625 3,550 1,677 15,246 18,330 23,548 23,557 9 0 CHANGES FROM 08/01/23 (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 15.1 7.1 64.7 77.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 2 11 10 16 12 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 40,876 COMMITMENTS 13,025 26,750 4,975 22,875 9,151 40,875 40,876 1 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 1,325) 1,250 -425 300 -225 1,450 1,325 1,325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 65.4 12.2 56.0 22.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 9 6 8 4 23 16 D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 6,332 COMMITMENTS 2,301 1,660 136 3,889 4,511 6,326 6,307 6 25 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 339) 0 165 0 347 174 347 339 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 26.2 2.1 61.4 71.2 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 6 2 6 5 18 12 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| 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: 8,117 COMMITMENTS 450 1,300 375 7,292 6,442 8,117 8,117 0 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 16.0 4.6 89.8 79.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 6 12 8 16 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 34,782 COMMITMENTS 14,626 4,084 2,667 17,489 28,031 34,782 34,782 0 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 11.7 7.7 50.3 80.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 3 13 11 18 16 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 29,280 COMMITMENTS 9,623 8,817 0 19,657 20,451 29,280 29,268 0 12 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 30.1 0.0 67.1 69.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 12 6 15 8 PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 22,992 COMMITMENTS 6,714 2,490 175 16,103 20,327 22,992 22,992 0 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 250) 250 250 0 0 0 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 10.8 0.8 70.0 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 4 2 10 10 16 15 CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 210,869 COMMITMENTS 123,379 59,974 36,509 50,700 114,235 210,587 210,718 282 151 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 3,034) -1,886 65 2,290 2,677 569 3,081 2,923 -47 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 28.4 17.3 24.0 54.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 78 23 43 30 27 121 80 CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 47,403 COMMITMENTS 17,604 10,508 3,256 26,455 33,630 47,315 47,394 88 9 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 996) 2,216 540 165 -1,389 292 992 997 4 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 22.2 6.9 55.8 70.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 20 13 13 13 18 37 40 RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 55,592 COMMITMENTS 17,349 8,891 3,001 35,158 43,689 55,507 55,580 85 12 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,540) -473 8 31 -1,105 -1,574 -1,547 -1,535 7 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 16.0 5.4 63.2 78.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 23 8 8 21 17 48 29 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 4,858 COMMITMENTS 982 0 20 3,824 4,827 4,826 4,847 32 11 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,401) -1,152 -30 -25 -229 -833 -1,406 -888 5 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 0.0 0.4 78.7 99.4 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 15 16 18 17 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 21,068 COMMITMENTS 6,004 133 1,821 13,154 18,953 20,979 20,907 89 161 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -5,241) 219 -523 -1,142 -4,303 -3,028 -5,226 -4,693 -15 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 0.6 8.6 62.4 90.0 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 2 6 32 35 40 42 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 17,473 COMMITMENTS 1,475 2,128 2,051 13,900 13,264 17,426 17,443 47 30 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -3,602) 768 -1,411 -263 -4,107 -1,912 -3,602 -3,586 0 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 12.2 11.7 79.6 75.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 3 23 15 27 20 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,014 COMMITMENTS 135 3,099 769 6,010 3,032 6,914 6,900 100 114 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,757) -1,047 413 -108 -582 -2,005 -1,737 -1,700 -20 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 44.2 11.0 85.7 43.2 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 5 2 17 18 20 23 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,411,734 COMMITMENTS 615,473 194,437 1216463 4540042 4984196 6371978 6395096 39,756 16,638 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 25,469) 4,307 6,257 -7,837 29,117 26,508 25,587 24,928 -118 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 3.0 19.0 70.8 77.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 34 30 52 161 131 224 185 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,323,947 COMMITMENTS 211,939 188,381 1343475 1764734 1789979 3320148 3321835 3,799 2,113 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 119) -30,820 -11,834 17,397 13,590 -5,389 168 175 -48 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 5.7 40.4 53.1 53.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 21 18 35 52 48 90 84 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,618 COMMITMENTS 1,544 2,880 1,122 147,218 151,115 149,884 155,117 8,734 3,501 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -8,648) -2,443 -3,659 192 -2,761 -3,239 -5,012 -6,706 -3,636 -1,942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.8 0.7 92.8 95.3 94.5 97.8 5.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 3 32 26 36 30 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,750 COMMITMENTS 5,620 0 167 153,590 167,335 159,377 167,502 16,373 8,248 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -17,407) -3,510 0 -21 -12,693 -17,823 -16,224 -17,844 -1,183 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.1 87.4 95.2 90.7 95.3 9.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 1 29 29 32 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,825 COMMITMENTS 16,705 1,956 2,241 307,625 331,098 326,571 335,295 14,254 5,530 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -10,709) 1,615 1,267 -1,702 -9,609 -9,453 -9,696 -9,888 -1,013 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.6 0.7 90.3 97.1 95.8 98.4 4.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 3 34 35 38 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,279 COMMITMENTS 18,205 15,025 2,627 817,986 831,629 838,818 849,281 14,461 3,998 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -29,919) 1,417 -586 89 -31,973 -30,787 -30,467 -31,284 548 1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.8 0.3 95.9 97.5 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 2 44 33 50 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,033 COMMITMENTS 8,611 7,420 1,478 297,267 300,965 307,356 309,863 6,677 4,170 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -19,358) 792 -2,954 -1,679 -18,931 -14,762 -19,818 -19,395 460 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.4 0.5 94.7 95.8 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 4 3 38 39 42 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 582,145 COMMITMENTS 8,107 40,118 1,291 567,074 528,803 576,472 570,212 5,673 11,933 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -32,875) 999 2,091 -2,208 -33,759 -34,385 -34,968 -34,502 2,093 1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 6.9 0.2 97.4 90.8 99.0 98.0 1.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 6 4 46 49 52 58 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 437,322 COMMITMENTS 2,970 12,950 593 426,736 414,475 430,299 428,018 7,023 9,304 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -27,697) 60 -1,053 -182 -28,848 -25,904 -28,970 -27,139 1,273 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.0 0.1 97.6 94.8 98.4 97.9 1.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 3 2 45 35 49 38 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,643 COMMITMENTS 680 3,479 0 85,543 82,615 86,223 86,094 6,420 6,549 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -10,696) -669 -900 0 -10,495 -10,496 -11,164 -11,396 468 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.8 0.0 92.3 89.2 93.1 92.9 6.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 0 15 13 17 16 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,497 COMMITMENTS 403 620 0 73,261 70,752 73,664 71,372 1,833 4,125 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -7,780) -310 -905 0 -7,315 -7,752 -7,625 -8,657 -155 877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.8 0.0 97.0 93.7 97.6 94.5 2.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 20 15 21 16 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 367,736 COMMITMENTS 2,678 22,855 4,073 352,507 331,749 359,258 358,677 8,478 9,059 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -18,393) 1,136 -773 23 -17,684 -17,465 -16,525 -18,215 -1,868 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 6.2 1.1 95.9 90.2 97.7 97.5 2.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 3 33 33 37 36 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 204,081 COMMITMENTS 248 0 0 195,586 200,138 195,834 200,138 8,247 3,943 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -13,689) 190 -481 -181 -13,413 -13,053 -13,404 -13,715 -285 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 95.8 98.1 96.0 98.1 4.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 29 26 30 26 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 251,683 COMMITMENTS 1,124 420 762 243,864 244,358 245,750 245,540 5,933 6,143 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -22,830) -2,000 0 307 -20,023 -20,363 -21,716 -20,056 -1,114 -2,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.2 0.3 96.9 97.1 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 22 28 24 30 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,182 COMMITMENTS 7,266 0 868 38,208 46,759 46,342 47,627 1,840 555 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -12,199) -2,485 0 0 -10,075 -12,227 -12,560 -12,227 361 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.0 1.8 79.3 97.0 96.2 98.8 3.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 0 1 18 15 23 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 720,180 COMMITMENTS 33,503 1,483 2,453 673,679 710,470 709,635 714,406 10,545 5,774 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -40,658) -1,239 -1,047 -2,496 -37,242 -36,617 -40,977 -40,160 319 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.2 0.3 93.5 98.7 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 8 3 5 55 47 63 55 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 211,510 COMMITMENTS 7,877 0 1,612 192,540 202,190 202,029 203,802 9,481 7,708 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -12,076) 751 0 -2,265 -9,288 -12,509 -10,802 -14,774 -1,274 2,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.8 91.0 95.6 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 19 19 20 20 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,720 COMMITMENTS 0 16,777 486 80,073 62,751 80,559 80,014 2,161 2,706 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -55,855) -15,314 -9,416 -159 -40,059 -44,247 -55,532 -53,822 -323 -2,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.3 0.6 96.8 75.9 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 15 16 17 19 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,200 COMMITMENTS 14,882 26,929 829 119,150 108,172 134,861 135,930 3,339 2,270 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -66,210) -8,173 -13,922 -1,875 -56,642 -49,189 -66,690 -64,986 480 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 19.5 0.6 86.2 78.3 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 8 6 2 32 49 41 56 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 438,549 COMMITMENTS 0 30,325 784 436,642 405,618 437,426 436,727 1,123 1,822 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -29,493) 0 4,672 -480 -28,395 -33,713 -28,875 -29,521 -618 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.9 0.2 99.6 92.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 2 1 29 35 30 37 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 34,436 COMMITMENTS 4,715 0 0 29,187 33,725 33,902 33,725 534 711 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -12,896) -2,269 -961 0 -9,703 -11,222 -11,972 -12,183 -924 -713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.0 0.0 84.8 97.9 98.4 97.9 1.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 14 14 16 14 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 254,887 COMMITMENTS 9,138 2,390 10,836 222,050 237,176 242,024 250,402 12,863 4,485 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -16,698) -3,329 -1,417 -118 -13,906 -14,605 -17,353 -16,140 655 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.9 4.3 87.1 93.1 95.0 98.2 5.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 5 3 33 32 38 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,488 COMMITMENTS 248 2,526 0 125,716 122,584 125,964 125,110 524 1,378 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -4,345) -651 600 0 -3,412 -5,216 -4,063 -4,616 -282 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.0 0.0 99.4 96.9 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 15 21 16 22 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 235,187 COMMITMENTS 3,848 7,298 776 225,637 219,400 230,261 227,474 4,926 7,713 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -21,599) -520 1,632 -372 -20,699 -22,599 -21,591 -21,339 -8 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.1 0.3 95.9 93.3 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 30 30 32 31 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,873 COMMITMENTS 0 0 0 107,603 110,967 107,603 110,967 7,270 3,906 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -5,320) 0 0 0 -4,437 -4,867 -4,437 -4,867 -883 -453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.7 96.6 93.7 96.6 6.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 19 17 19 NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,374 COMMITMENTS 0 1,829 0 26,326 23,695 26,326 25,524 1,048 1,850 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -10,854) -799 -2,480 0 -9,862 -8,277 -10,661 -10,757 -193 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.0 96.2 86.6 96.2 93.2 3.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 11 15 12 MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 141,253 COMMITMENTS 2,662 0 0 129,014 131,948 131,676 131,948 9,577 9,305 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -5,045) -1,204 0 -123 -7,122 -5,229 -8,449 -5,352 3,404 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 91.3 93.4 93.2 93.4 6.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 17 18 17 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,980 COMMITMENTS 9,456 55 4,852 96,119 106,682 110,427 111,589 13,553 12,391 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -12,158) -5,891 -6,511 1,470 -13,093 -9,277 -17,514 -14,318 5,356 2,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.0 3.9 77.5 86.0 89.1 90.0 10.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 26 29 30 32 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,335 COMMITMENTS 2,333 0 124 64,126 72,077 66,583 72,201 6,752 1,134 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 123) -2,399 0 0 1,798 371 -601 371 724 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.2 87.4 98.3 90.8 98.5 9.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 16 16 17 17 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,219 COMMITMENTS 0 930 0 66,350 67,227 66,350 68,157 1,869 62 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -11,404) -372 403 -403 -10,474 -11,342 -11,249 -11,342 -155 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 97.3 98.5 97.3 99.9 2.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 18 17 18 18 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 165,103 COMMITMENTS 0 4,770 1,839 154,979 150,664 156,818 157,273 8,285 7,830 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -12,530) 0 -55 -281 -11,728 -12,123 -12,009 -12,459 -521 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 1.1 93.9 91.3 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 3 25 30 28 35 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 139,177 COMMITMENTS 0 2,988 0 132,178 133,127 132,178 136,115 6,999 3,062 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -535) 0 -620 0 1,367 638 1,367 18 -1,902 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 95.0 95.7 95.0 97.8 5.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 25 24 25 25 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 223,835 COMMITMENTS 11,509 1,335 3,866 201,095 215,934 216,470 221,135 7,365 2,700 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -13,216) -2,113 -931 -397 -9,948 -11,998 -12,458 -13,326 -758 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.6 1.7 89.8 96.5 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 4 30 29 34 33 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 43,310 COMMITMENTS 4,312 0 0 37,193 42,756 41,505 42,756 1,805 554 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -10,828) -1,302 0 -62 -10,016 -10,766 -11,380 -10,828 552 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.0 0.0 85.9 98.7 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 13 14 16 14 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 148,216 COMMITMENTS 3,619 1,062 147 134,124 142,277 137,890 143,486 10,326 4,730 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -22,477) -3,953 -56 0 -17,557 -21,997 -21,510 -22,053 -967 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.7 0.1 90.5 96.0 93.0 96.8 7.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 34 30 35 32 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 45,814 COMMITMENTS 0 2,570 0 45,353 40,617 45,353 43,187 461 2,627 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -6,970) 0 -231 0 -6,784 -7,669 -6,784 -7,900 -186 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 0.0 99.0 88.7 99.0 94.3 1.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 0 23 20 23 22 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 356,346 COMMITMENTS 1,520 514 826 343,134 348,938 345,480 350,278 10,866 6,068 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -19,148) 0 -1,667 -589 -17,591 -17,247 -18,180 -19,503 -968 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.1 0.2 96.3 97.9 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 30 20 32 21 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,806 COMMITMENTS 0 3,732 120 69,762 71,577 69,882 75,429 6,924 1,377 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -7,775) 0 93 -93 -6,752 -7,465 -6,845 -7,465 -930 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.2 90.8 93.2 91.0 98.2 9.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 19 21 20 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 26,893 COMMITMENTS 2,170 0 0 23,983 25,274 26,153 25,274 740 1,619 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -3,420) 0 0 0 -3,110 -2,895 -3,110 -2,895 -310 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 0.0 89.2 94.0 97.2 94.0 2.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 12 11 14 11 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 208,453 COMMITMENTS 16,529 10,826 1,418 181,550 190,820 199,497 203,064 8,956 5,389 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -26,749) -7,196 -1,882 -112 -18,151 -25,862 -25,459 -27,856 -1,290 1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 5.2 0.7 87.1 91.5 95.7 97.4 4.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 3 25 25 29 28 Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 78,315 COMMITMENTS 3,912 840 0 67,555 72,529 71,467 73,369 6,848 4,946 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -5,613) -485 360 0 -5,227 -5,346 -5,712 -4,986 99 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 1.1 0.0 86.3 92.6 91.3 93.7 8.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 18 19 20 20 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 26,470 COMMITMENTS 1,036 199 81 25,285 26,157 26,402 26,437 68 33 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 0) -6 -6 5 -17 0 -17 0 17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.8 0.3 95.5 98.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 2 4 24 25 33 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 19,559 COMMITMENTS 2,558 89 50 16,816 19,410 19,424 19,549 135 10 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 650) 94 13 0 471 637 565 650 85 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 0.5 0.3 86.0 99.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 1 1 20 19 26 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 208,857 COMMITMENTS 20,713 21,044 28,526 158,740 158,934 207,979 208,504 878 353 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -11,654) 677 -5,216 -1,366 -11,035 -5,078 -11,724 -11,660 70 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 10.1 13.7 76.0 76.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 17 18 16 39 42 66 66 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 81,539 COMMITMENTS 2,968 4,803 3,166 74,780 73,177 80,914 81,146 625 393 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -7,486) 207 -1,461 -101 -7,697 -6,160 -7,591 -7,722 105 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 5.9 3.9 91.7 89.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 8 8 28 24 39 34 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| 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: 61,365 COMMITMENTS 830 6,558 1,399 58,592 53,221 60,821 61,178 544 187 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,585) 145 -1,317 -209 -2,510 -1,054 -2,574 -2,580 -11 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 10.7 2.3 95.5 86.7 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 4 19 18 23 24 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| 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: 51,303 COMMITMENTS 835 9,617 1,009 49,230 40,238 51,074 50,864 229 439 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,936) -550 618 -70 -1,199 -2,403 -1,819 -1,855 -117 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 18.7 2.0 96.0 78.4 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 3 29 25 32 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,966 COMMITMENTS 866 14,761 579 57,147 43,320 58,592 58,660 374 306 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -3,167) -694 774 -27 -2,402 -3,855 -3,123 -3,108 -44 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 25.0 1.0 96.9 73.5 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 11 3 27 28 30 40 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,103 COMMITMENTS 2,081 9,799 15 58,565 51,289 60,661 61,103 442 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,823) 489 -336 0 -3,430 -2,487 -2,941 -2,823 118 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 16.0 0.0 95.8 83.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 1 28 25 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,394 COMMITMENTS 2,671 10,336 65 72,281 64,868 75,017 75,269 377 125 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -3,910) 409 -394 0 -4,303 -3,491 -3,894 -3,885 -16 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 13.7 0.1 95.9 86.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 2 30 25 34 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,807 COMMITMENTS 260 680 0 33,347 32,942 33,607 33,622 200 185 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -917) 0 -175 0 -906 -692 -906 -867 -11 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.0 0.0 98.6 97.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 19 12 20 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 36,563 COMMITMENTS 0 1,405 0 36,235 35,104 36,235 36,509 328 54 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -935) 0 -5 0 -1,110 -954 -1,110 -959 175 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 0.0 99.1 96.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 17 18 17 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 32,350 COMMITMENTS 100 7,440 0 32,057 24,910 32,157 32,350 193 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,785) 0 -350 0 -1,783 -1,435 -1,783 -1,785 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 23.0 0.0 99.1 77.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 18 13 19 15 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,961 COMMITMENTS 350 5,575 0 29,242 24,386 29,592 29,961 369 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,653) -50 -275 0 -1,605 -1,378 -1,655 -1,653 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 18.6 0.0 97.6 81.4 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 17 12 19 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 174,141 COMMITMENTS 18,666 6,898 10,297 143,762 156,785 172,724 173,979 1,417 162 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -8,336) -1,232 -3,721 -704 -6,330 -3,851 -8,265 -8,276 -70 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 4.0 5.9 82.6 90.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 10 18 39 44 63 64 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 32,670 COMMITMENTS 420 1,995 0 31,800 30,470 32,220 32,465 450 205 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,148) 0 -159 0 -1,115 -984 -1,115 -1,143 -33 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 6.1 0.0 97.3 93.3 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 15 17 16 18 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,998 COMMITMENTS 420 1,995 0 30,138 28,798 30,558 30,793 440 205 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,089) 0 -159 0 -1,061 -925 -1,061 -1,084 -28 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 6.4 0.0 97.2 92.9 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 15 17 16 18 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 37,087 COMMITMENTS 0 7,547 0 37,072 29,432 37,072 36,979 15 108 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,250) 0 -416 0 -1,250 -834 -1,250 -1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.3 0.0 100.0 79.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 20 18 20 22 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 32,870 COMMITMENTS 0 7,597 0 32,843 25,153 32,843 32,750 27 120 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,262) 0 -466 0 -1,262 -793 -1,262 -1,259 0 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.1 0.0 99.9 76.5 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 5 0 20 18 20 23 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 120,330 COMMITMENTS 15,390 776 1,257 102,805 117,335 119,452 119,368 878 962 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -4,335) -1,069 -100 -140 -3,070 -4,087 -4,279 -4,327 -56 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.6 1.0 85.4 97.5 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 2 4 25 29 32 34 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,960 COMMITMENTS 385 473 118 39,942 40,215 40,445 40,806 515 154 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,636) 0 -71 0 -1,732 -1,545 -1,732 -1,616 96 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.2 0.3 97.5 98.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 2 19 20 23 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,631 COMMITMENTS 1,538 2,060 25 39,764 39,297 41,327 41,382 304 249 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,810) -728 0 0 -1,179 -1,805 -1,907 -1,805 97 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.9 0.1 95.5 94.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 20 19 23 23 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,304 COMMITMENTS 2,044 0 0 31,968 34,051 34,012 34,051 292 253 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,382) -144 0 0 -1,185 -1,377 -1,329 -1,377 -53 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.0 0.0 93.2 99.3 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 21 21 22 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,634 COMMITMENTS 2,526 0 0 33,457 36,381 35,983 36,381 651 253 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,935) -145 0 0 -1,677 -1,935 -1,822 -1,935 -113 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.0 91.3 99.3 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 20 22 23 22 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 72,671 COMMITMENTS 555 3,964 470 71,177 67,874 72,202 72,308 469 363 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -4,721) 144 -543 -35 -4,781 -4,134 -4,672 -4,712 -49 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 5.5 0.6 97.9 93.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 8 3 27 29 31 38 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 95,972 COMMITMENTS 3,142 7,310 1,054 91,098 86,915 95,294 95,279 678 693 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -6,228) 863 -1,064 -449 -6,545 -4,681 -6,131 -6,194 -97 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 7.6 1.1 94.9 90.6 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 13 7 29 30 40 48 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 46,828 COMMITMENTS 81 2,951 274 46,227 43,482 46,582 46,707 246 121 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -3,275) 0 -199 -54 -3,301 -3,017 -3,355 -3,270 80 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.3 0.6 98.7 92.9 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 5 3 20 17 23 23 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 45,222 COMMITMENTS 0 4,768 25 45,142 40,409 45,167 45,202 55 20 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,188) 0 -319 0 -2,173 -1,869 -2,173 -2,188 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.5 0.1 99.8 89.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 16 9 17 12 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 48,351 COMMITMENTS 818 0 1,442 45,478 46,323 47,738 47,765 613 586 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,467) 87 0 -112 -1,402 -1,320 -1,427 -1,432 -40 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 3.0 94.1 95.8 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 19 25 21 26 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 50,134 COMMITMENTS 25 2,600 1,242 47,989 45,943 49,256 49,785 878 349 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,300) -25 -189 0 -2,195 -2,112 -2,220 -2,301 -80 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 2.5 95.7 91.6 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 6 1 22 28 24 34 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,549 COMMITMENTS 0 80 0 11,095 11,252 11,095 11,332 454 217 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,583) 0 -80 0 -1,514 -1,476 -1,514 -1,556 -69 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 96.1 97.4 96.1 98.1 3.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 18 17 19 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 37,373 COMMITMENTS 1,129 666 25 35,651 36,481 36,805 37,172 568 201 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,689) 57 -203 0 -1,544 -1,485 -1,487 -1,688 -202 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.8 0.1 95.4 97.6 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 20 19 23 21 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 31,393 COMMITMENTS 870 272 43 30,023 30,519 30,936 30,834 457 559 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,151) 25 -52 -25 -1,063 -1,069 -1,063 -1,146 -88 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.9 0.1 95.6 97.2 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 22 17 24 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,354 COMMITMENTS 0 3,378 121 27,571 24,571 27,692 28,070 662 284 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,682) 0 -643 -1 -2,613 -1,883 -2,614 -2,527 -68 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.9 0.4 97.2 86.7 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 7 2 27 24 29 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 20,418 COMMITMENTS 94 1,008 431 19,028 18,359 19,553 19,798 865 620 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,519) 50 60 -224 -1,297 -1,227 -1,471 -1,391 -48 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.9 2.1 93.2 89.9 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 4 22 19 26 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 11,642 COMMITMENTS 230 342 0 11,299 11,240 11,529 11,582 113 60 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.9 0.0 97.1 96.5 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 0 20 17 22 19 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 8,825 COMMITMENTS 175 288 0 8,650 8,537 8,825 8,825 0 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 75) 25 0 0 50 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.3 0.0 98.0 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 15 10 17 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,890 COMMITMENTS 3,117 130 25 12,553 15,735 15,695 15,890 195 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,430) -125 0 -25 -1,255 -1,405 -1,405 -1,430 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.8 0.2 79.0 99.0 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 12 12 16 14 PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,910 COMMITMENTS 345 105 50 13,325 13,755 13,720 13,910 190 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,250) -125 5 -30 -1,075 -1,225 -1,230 -1,250 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.8 0.4 95.8 98.9 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 12 15 14 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,541 COMMITMENTS 775 0 0 34,734 36,491 35,509 36,491 1,032 50 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,988) -220 0 0 -1,710 -1,978 -1,930 -1,978 -58 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 95.1 99.9 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 13 13 17 13 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,793 COMMITMENTS 750 0 0 37,051 38,793 37,801 38,793 992 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,023) -215 0 0 -1,738 -2,023 -1,953 -2,023 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 95.5 100.0 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 13 18 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 92,924 COMMITMENTS 9,947 18,379 660 82,051 73,260 92,658 92,299 266 625 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -4,561) -518 -2,034 -26 -3,958 -2,478 -4,502 -4,538 -59 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 19.8 0.7 88.3 78.8 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 13 5 39 36 46 51 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 104,802 COMMITMENTS 11,141 28,289 1,080 92,166 75,014 104,387 104,383 415 419 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -8,381) -1,033 -2,989 -65 -7,337 -5,324 -8,435 -8,378 54 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 27.0 1.0 87.9 71.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 9 19 9 40 38 55 60 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 364,850 COMMITMENTS 41,767 54,345 64,072 257,537 245,489 363,376 363,905 1,475 945 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -14,892) -1,113 -7,315 -1,025 -13,115 -6,622 -15,253 -14,961 362 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 14.9 17.6 70.6 67.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 26 26 33 53 46 92 92 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,296 COMMITMENTS 1,702 2,266 85 18,191 17,940 19,978 20,291 318 5 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,955) -176 -1,130 -5 -1,744 -825 -1,925 -1,960 -30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 11.2 0.4 89.6 88.4 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 2 20 15 24 20 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,184 COMMITMENTS 1,272 30 70 16,569 18,074 17,911 18,174 273 10 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,009) -91 -85 0 -903 -934 -994 -1,019 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.2 0.4 91.1 99.4 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 19 16 23 17 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 24,624 COMMITMENTS 5,360 5,337 1,832 16,615 16,680 23,807 23,849 817 775 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 5,869) 279 4,082 537 4,860 1,280 5,676 5,899 193 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 21.7 7.4 67.5 67.7 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 13 11 18 28 32 49 54 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 57,128 COMMITMENTS 1,100 9,954 3,612 52,050 43,332 56,762 56,898 366 230 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -5,308) -80 -2,402 -585 -4,584 -2,332 -5,249 -5,319 -59 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 17.4 6.3 91.1 75.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 7 6 31 25 41 33 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 48,170 COMMITMENTS 6,858 8,075 674 40,470 39,411 48,002 48,160 168 10 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -2,679) -675 -95 0 -1,999 -2,594 -2,674 -2,689 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 16.8 1.4 84.0 81.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 3 2 24 21 32 26 ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 13,751 COMMITMENTS 1,800 3,235 0 11,911 10,506 13,711 13,741 40 10 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -975) 175 -110 0 -1,145 -865 -970 -975 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 23.5 0.0 86.6 76.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 22 16 23 19 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 2,316 COMMITMENTS 334 688 331 1,125 849 1,790 1,868 526 448 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,221) -580 -209 -116 -406 -432 -1,102 -757 -119 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 29.7 14.3 48.6 36.7 77.3 80.7 22.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 7 12 9 8 22 22 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 9,394 COMMITMENTS 277 555 1,890 5,897 5,901 8,064 8,346 1,330 1,048 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -950) -120 -249 -40 -508 -548 -668 -837 -282 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 5.9 20.1 62.8 62.8 85.8 88.8 14.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 9 15 34 36 49 52 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 25,027 COMMITMENTS 2,163 705 4,744 17,945 19,525 24,852 24,974 175 53 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -3,122) 289 221 -945 -2,196 -2,374 -2,852 -3,098 -270 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.8 19.0 71.7 78.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 3 7 37 36 47 43 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,433 COMMITMENTS 867 788 2,192 8,209 8,215 11,268 11,195 165 238 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,454) 9 90 -390 -984 -1,103 -1,365 -1,403 -89 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 6.9 19.2 71.8 71.9 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 3 19 21 24 25 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 24,809 COMMITMENTS 3,075 1,645 3,079 18,362 19,676 24,516 24,400 293 409 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,591) -733 242 -399 -190 -1,326 -1,322 -1,483 -269 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 6.6 12.4 74.0 79.3 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 12 4 10 50 44 67 54 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 8,770 COMMITMENTS 0 489 300 8,021 7,824 8,321 8,613 449 157 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -810) 0 -30 -5 -787 -758 -792 -793 -18 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 3.4 91.5 89.2 94.9 98.2 5.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 3 16 18 19 21 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 74,217 COMMITMENTS 60,418 580 643 12,830 72,626 73,891 73,849 326 368 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -8,318) -6,390 -561 -286 -1,344 -6,428 -8,020 -7,275 -298 -1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.4 0.8 0.9 17.3 97.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 3 2 30 34 36 38 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 111,141 COMMITMENTS 14,048 65,388 4,341 92,105 41,001 110,494 110,730 647 411 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -12,704) -678 -5,245 -1,257 -10,338 -4,774 -12,273 -11,276 -431 -1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 58.8 3.9 82.9 36.9 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 17 13 16 77 65 102 88 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,749 COMMITMENTS 458 83 323 918 1,846 1,699 2,252 1,050 497 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -767) -34 -225 -25 -438 -358 -497 -608 -270 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 3.0 11.7 33.4 67.2 61.8 81.9 38.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 5 12 16 19 21 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 33,550 COMMITMENTS 1,295 0 220 31,990 33,330 33,505 33,550 45 0 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 1,775) 350 0 -200 1,725 2,075 1,875 1,875 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.7 95.4 99.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 1 23 20 26 21 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 55,828 COMMITMENTS 1,385 145 0 54,398 55,656 55,783 55,801 45 27 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 1,030) 30 0 -5 960 1,035 985 1,030 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.3 0.0 97.4 99.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 0 24 30 26 31 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 11,383 COMMITMENTS 135 0 0 11,128 10,717 11,263 10,717 120 666 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 255) 15 0 0 240 225 255 225 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 97.8 94.1 98.9 94.1 1.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 15 13 15 CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 18,065 COMMITMENTS 0 0 0 17,979 17,960 17,979 17,960 86 105 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: 279) 0 0 0 279 324 279 324 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 10 21 10 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 4,230 COMMITMENTS 0 1,295 48 3,741 2,787 3,789 4,130 441 100 CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST: -1,944) -25 -1,012 -47 -1,866 -344 -1,938 -1,403 -6 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.6 1.1 88.4 65.9 89.6 97.6 10.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 6 2 16 16 18 22
Updated August 11, 2023