NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 85,113 COMMITMENTS 19,935 4,406 2,840 62,338 77,867 85,113 85,113 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 5.2 3.3 73.2 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 4 17 10 22 16 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 213,341 COMMITMENTS 35,040 48,651 17,062 161,226 147,628 213,328 213,341 13 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 6,534) 417 1,295 6,804 -687 -1,565 6,534 6,534 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 22.8 8.0 75.6 69.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 7 9 26 19 38 31 CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 LCFS Credits- each of 1 MT OPEN INTEREST: 29,425 COMMITMENTS 16,390 12,183 1,112 11,922 16,130 29,423 29,425 2 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 62) 40 1,226 -14 36 -1,150 62 62 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 41.4 3.8 40.5 54.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 19 4 5 12 8 32 17 D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 9,268 COMMITMENTS 5,024 3,954 597 3,606 4,567 9,227 9,118 41 150 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 107) 267 103 -13 -150 16 104 106 3 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 42.7 6.4 38.9 49.3 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 17 7 7 10 17 31 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 22,217 COMMITMENTS 5,025 4,837 50 17,142 17,330 22,217 22,217 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 21.8 0.2 77.2 78.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 15 10 19 12 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,775 COMMITMENTS 8,950 27,525 1,650 21,175 2,600 31,775 31,775 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -1,200) 0 -1,100 -400 -800 300 -1,200 -1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 86.6 5.2 66.6 8.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 9 3 8 5 17 15 D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 6,034 COMMITMENTS 1,536 1,192 236 4,259 4,457 6,031 5,885 3 149 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 155) 44 70 -5 116 90 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 19.8 3.9 70.6 73.9 100.0 97.5 0.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 6 2 8 5 18 12 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,191 COMMITMENTS 100 7,050 525 14,566 7,601 15,191 15,176 0 15 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -15 0 -15 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 46.4 3.5 95.9 50.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 2 7 12 9 17 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 31,038 COMMITMENTS 8,888 5,902 2,530 19,620 22,606 31,038 31,038 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -208) 0 258 -242 34 -224 -208 -208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 19.0 8.2 63.2 72.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 4 3 14 13 20 19 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 29,580 COMMITMENTS 3,745 9,679 0 25,835 19,901 29,580 29,580 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 32.7 0.0 87.3 67.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 0 14 6 17 9 NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| 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: 22,097 COMMITMENTS 620 4,230 1,070 20,407 16,797 22,097 22,097 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 19.1 4.8 92.4 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 10 11 12 16 PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 32,555 COMMITMENTS 12,363 7,142 579 19,613 24,834 32,555 32,555 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,010) 500 1,245 0 510 -235 1,010 1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 21.9 1.8 60.2 76.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 5 1 12 11 21 17 CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 247,553 COMMITMENTS 128,848 50,524 48,479 70,030 148,545 247,357 247,548 196 5 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 5,521) 693 58 2,549 2,349 3,026 5,591 5,633 -70 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 20.4 19.6 28.3 60.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 86 15 38 32 31 126 76 RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 51,560 COMMITMENTS 28,022 16,661 833 22,637 34,049 51,492 51,542 68 18 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 567) 85 0 11 471 556 567 567 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.3 32.3 1.6 43.9 66.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 29 8 4 15 16 45 27 FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 2,892 COMMITMENTS 332 0 164 2,396 2,728 2,892 2,892 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 691) 48 0 3 640 688 691 691 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 0.0 5.7 82.8 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 2 14 12 18 14 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 7,397 COMMITMENTS 127 25 285 6,625 6,848 7,037 7,158 360 239 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -21) -33 25 0 12 -37 -21 -12 0 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.3 3.9 89.6 92.6 95.1 96.8 4.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 18 19 20 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 35,383 COMMITMENTS 3,875 849 4,428 27,060 30,049 35,363 35,326 20 57 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 4,128) 245 -160 813 3,070 3,475 4,128 4,128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.4 12.5 76.5 84.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 7 32 43 39 50 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 15,343 COMMITMENTS 3,972 1,411 879 10,269 13,001 15,120 15,291 223 52 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,163) 667 -131 -111 657 1,405 1,213 1,163 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 9.2 5.7 66.9 84.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 4 23 17 29 22 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,562 COMMITMENTS 1,205 1,692 1,209 5,076 4,576 7,490 7,477 72 85 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,009) -449 349 852 1,606 808 2,009 2,009 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 22.4 16.0 67.1 60.5 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 4 20 20 24 26 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,747,611 COMMITMENTS 618,661 361,313 1369816 4720444 4999461 6708921 6730590 38,690 17,021 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 21,784) 65,438 -2,056 -44,980 2,487 63,669 22,945 16,633 -1,161 5,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 5.4 20.3 70.0 74.1 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 33 36 55 160 129 224 189 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,801,577 COMMITMENTS 230,645 198,766 1742281 1825451 1858683 3798376 3799730 3,200 1,847 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 77,416) 24,077 -22,477 40,085 13,759 60,152 77,921 77,760 -505 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 5.2 45.8 48.0 48.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 29 13 33 54 49 95 83 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,518 COMMITMENTS 783 2,952 85 155,850 154,689 156,718 157,726 9,800 8,792 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,254) 0 1,019 0 1,088 413 1,088 1,432 166 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.8 0.1 93.6 92.9 94.1 94.7 5.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 1 27 24 29 27 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,996 COMMITMENTS 3,060 1,407 0 137,708 154,424 140,768 155,831 22,228 7,165 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 803) -854 523 -29 -873 -532 -1,756 -38 2,559 841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.9 0.0 84.5 94.7 86.4 95.6 13.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 29 28 30 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,751 COMMITMENTS 5,920 21,332 5,230 367,698 357,296 378,848 383,858 10,903 5,893 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 5,663) -1,574 -428 1,702 7,582 4,299 7,710 5,573 -2,047 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 5.5 1.3 94.3 91.7 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 2 5 39 34 45 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 906,888 COMMITMENTS 17,220 36,059 4,728 871,276 861,963 893,224 902,750 13,664 4,138 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 3,026) -5,916 954 384 5,016 1,897 -516 3,235 3,542 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 4.0 0.5 96.1 95.0 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 5 39 30 46 36 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 326,740 COMMITMENTS 12,112 14,988 5,031 300,980 296,994 318,123 317,013 8,617 9,727 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 9,384) 167 8,391 770 8,847 242 9,784 9,403 -400 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.6 1.5 92.1 90.9 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 5 2 40 33 45 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,187 COMMITMENTS 845 66,076 6,232 727,811 664,330 734,888 736,638 9,299 7,549 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 25,073) -651 16,724 -612 26,020 8,395 24,757 24,507 316 566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.9 0.8 97.8 89.3 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 4 8 7 44 49 51 61 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,737 COMMITMENTS 620 8,179 3,470 380,007 363,846 384,097 375,495 7,640 16,242 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -503) -870 -228 -631 1,320 984 -181 125 -322 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.1 0.9 97.0 92.9 98.0 95.9 2.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 6 2 38 35 41 41 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,126 COMMITMENTS 0 4,335 0 76,235 74,351 76,235 78,686 10,891 8,440 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 936) 0 31 0 1,023 758 1,023 789 -87 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.0 87.5 85.3 87.5 90.3 12.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 12 15 12 18 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,943 COMMITMENTS 8,086 1,302 0 62,169 69,391 70,255 70,693 2,688 2,250 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,684) 0 0 0 2,684 2,626 2,684 2,626 0 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.8 0.0 85.2 95.1 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 0 22 18 24 19 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 337,228 COMMITMENTS 14,806 23,998 352 310,507 303,455 325,665 327,805 11,563 9,423 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,744) 0 1,388 0 1,225 356 1,225 1,744 519 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 7.1 0.1 92.1 90.0 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 2 28 29 30 31 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 172,240 COMMITMENTS 0 0 0 160,900 168,750 160,900 168,750 11,340 3,490 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,047) 0 0 0 1,044 619 1,044 619 3 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.4 98.0 93.4 98.0 6.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 22 26 22 26 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 236,196 COMMITMENTS 3,638 723 882 229,558 224,289 234,078 225,894 2,118 10,302 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 5,004) 0 -632 -58 4,762 5,305 4,704 4,615 300 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.3 0.4 97.2 95.0 99.1 95.6 0.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 23 25 25 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,959 COMMITMENTS 5,866 1,487 0 59,840 64,932 65,706 66,419 1,253 540 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 348) 0 0 0 377 348 377 348 -29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.2 0.0 89.4 97.0 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 0 21 22 24 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 748,691 COMMITMENTS 46,596 501 14,032 675,698 729,177 736,326 743,710 12,365 4,981 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 6,644) 1,465 0 174 3,086 6,482 4,725 6,656 1,919 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.1 1.9 90.3 97.4 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 2 9 51 41 62 50 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 184,196 COMMITMENTS 5,419 0 122 164,999 175,963 170,540 176,085 13,656 8,111 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 29) 0 0 0 -29 0 -29 0 58 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.1 89.6 95.5 92.6 95.6 7.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 20 16 21 17 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,067 COMMITMENTS 7,276 4,437 1,008 97,714 91,248 105,998 96,693 1,069 10,374 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 6,849) 2,354 991 0 4,384 2,092 6,738 3,083 111 3,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 4.1 0.9 91.3 85.2 99.0 90.3 1.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 4 1 17 23 21 27 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 185,731 COMMITMENTS 8,189 35,848 9,167 165,305 137,851 182,661 182,866 3,070 2,865 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 5,225) 377 2,968 0 4,645 2,233 5,022 5,201 203 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 19.3 4.9 89.0 74.2 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 3 14 7 37 39 46 54 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 513,215 COMMITMENTS 1,670 72,957 483 506,935 437,160 509,088 510,600 4,127 2,615 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 12,928) -348 9,132 224 13,110 3,340 12,986 12,696 -58 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 14.2 0.1 98.8 85.2 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 3 31 28 35 33 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 31,294 COMMITMENTS 1,989 0 0 28,809 31,170 30,798 31,170 496 124 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -62 0 -62 0 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 0.0 92.1 99.6 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 16 14 18 14 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,934 COMMITMENTS 8,601 1,142 3,929 220,412 238,762 232,942 243,833 14,992 4,101 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 372) -3,549 323 1,152 2,292 -1,200 -105 275 477 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.5 1.6 88.9 96.3 94.0 98.3 6.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 3 35 33 40 36 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 136,053 COMMITMENTS 0 9,029 0 133,975 125,990 133,975 135,019 2,078 1,034 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 98.5 92.6 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 3 0 19 26 19 29 NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,713 COMMITMENTS 0 2,583 849 68,550 60,273 69,399 63,705 5,314 11,008 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 428) 0 -899 -413 87 428 -326 -884 754 1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 1.1 91.8 80.7 92.9 85.3 7.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 15 15 16 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 297,459 COMMITMENTS 9,814 16,783 3,048 274,320 270,891 287,182 290,722 10,277 6,737 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,304) 152 1,798 -507 2,601 776 2,246 2,067 58 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 5.6 1.0 92.2 91.1 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 3 39 37 45 40 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,869 COMMITMENTS 339 0 184 106,844 112,128 107,367 112,312 8,502 3,557 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 117) 60 0 -60 41 315 41 255 76 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.2 92.2 96.8 92.7 96.9 7.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 19 18 20 ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,047 COMMITMENTS 1,926 0 0 38,719 40,023 40,645 40,023 5,402 6,024 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -2) 0 0 0 29 -31 29 -31 -31 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 84.1 86.9 88.3 86.9 11.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 14 14 14 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,255 COMMITMENTS 5,068 0 456 90,897 98,346 96,421 98,802 17,834 15,453 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -697) 0 0 0 -4,620 -1,059 -4,620 -1,059 3,923 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 0.4 79.6 86.1 84.4 86.5 15.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 22 25 23 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,915 COMMITMENTS 2,590 0 0 60,958 70,340 63,548 70,340 8,367 1,575 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -116) 0 0 0 -58 -207 -58 -207 -58 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.0 84.8 97.8 88.4 97.8 11.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 20 15 21 15 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,616 COMMITMENTS 1,620 837 0 57,205 59,094 58,825 59,931 2,791 1,685 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 609) 116 0 0 493 522 609 522 0 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.4 0.0 92.8 95.9 95.5 97.3 4.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 0 18 14 20 16 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 183,422 COMMITMENTS 3,950 7,185 604 169,018 168,296 173,572 176,085 9,850 7,337 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,086) 291 129 -95 2,427 1,866 2,623 1,900 -537 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.9 0.3 92.1 91.8 94.6 96.0 5.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 6 7 28 33 36 41 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 183,102 COMMITMENTS 0 0 0 176,877 177,843 176,877 177,843 6,225 5,259 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,556) 0 0 0 1,498 1,498 1,498 1,498 58 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 97.1 96.6 97.1 3.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 24 26 24 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 15,524 COMMITMENTS 0 0 0 14,935 15,121 14,935 15,121 589 403 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.2 97.4 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 13 15 13 15 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 236,643 COMMITMENTS 4,317 3,952 7,184 215,473 221,161 226,974 232,297 9,669 4,346 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -1,431) -1,160 359 68 -4 -1,634 -1,096 -1,207 -335 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.7 3.0 91.1 93.5 95.9 98.2 4.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 3 3 32 31 36 35 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 79,540 COMMITMENTS 3,789 0 0 74,655 78,878 78,444 78,878 1,096 662 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,413) 0 0 0 2,413 2,413 2,413 2,413 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 0.0 93.9 99.2 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 0 12 20 15 20 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 197,661 COMMITMENTS 6,226 2,646 0 177,781 189,979 184,007 192,625 13,654 5,036 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 674) 0 0 0 948 734 948 734 -274 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.3 0.0 89.9 96.1 93.1 97.5 6.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 1 0 35 33 36 34 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 65,907 COMMITMENTS 440 4,076 0 61,426 60,526 61,866 64,602 4,041 1,305 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 116) 6 0 0 110 116 116 116 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 6.2 0.0 93.2 91.8 93.9 98.0 6.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 0 23 14 24 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 351,363 COMMITMENTS 600 1,708 0 342,232 344,595 342,832 346,303 8,531 5,060 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 3,859) 0 0 0 3,772 3,862 3,772 3,862 87 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.5 0.0 97.4 98.1 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 0 27 20 28 21 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 73,926 COMMITMENTS 2,275 114 372 63,756 67,787 66,403 68,273 7,523 5,653 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 385) 0 58 0 385 327 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.2 0.5 86.2 91.7 89.8 92.4 10.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 18 21 19 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 213,639 COMMITMENTS 6,933 7,519 1,046 193,099 194,097 201,078 202,662 12,561 10,977 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,460) -2,410 -2,219 693 2,669 1,557 952 31 508 1,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.5 0.5 90.4 90.9 94.1 94.9 5.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 3 24 28 28 31 Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 109,925 COMMITMENTS 728 2,385 397 95,873 102,892 96,998 105,674 12,927 4,251 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -499) 0 -248 248 -385 -557 -137 -557 -362 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.2 0.4 87.2 93.6 88.2 96.1 11.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 19 22 21 23 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 26,681 COMMITMENTS 2,046 774 295 24,007 25,412 26,348 26,481 333 200 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 160) -302 283 44 389 -167 131 160 29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 2.9 1.1 90.0 95.2 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 4 6 24 29 34 36 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 19,085 COMMITMENTS 2,725 1,470 326 16,004 17,277 19,055 19,073 30 12 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -67) -163 609 23 74 -701 -66 -69 -1 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 7.7 1.7 83.9 90.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 2 8 22 26 32 34 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 188,840 COMMITMENTS 34,484 11,954 15,538 138,685 161,178 188,707 188,670 133 170 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 3,782) 3,353 -1,171 454 -73 4,422 3,734 3,705 48 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 6.3 8.2 73.4 85.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 16 22 40 40 67 69 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 84,284 COMMITMENTS 2,093 11,746 2,749 79,265 69,542 84,107 84,037 177 247 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -794) -15 647 -17 -754 -1,375 -786 -745 -8 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 13.9 3.3 94.0 82.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 10 7 27 30 36 43 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| 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: 70,171 COMMITMENTS 1,474 6,170 4,924 63,661 59,031 70,059 70,125 112 46 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -1,688) 124 -282 341 -2,159 -1,747 -1,694 -1,688 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 8.8 7.0 90.7 84.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 4 6 17 18 23 26 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| 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: 47,268 COMMITMENTS 814 10,909 914 45,039 35,367 46,767 47,190 501 78 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 218) -60 1 19 259 193 218 213 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 23.1 1.9 95.3 74.8 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 4 5 23 27 33 33 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,228 COMMITMENTS 958 15,108 1,040 55,715 41,894 57,713 58,042 515 186 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 78) 68 -405 -24 62 512 106 83 -28 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 25.9 1.8 95.7 71.9 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 8 4 26 29 33 40 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,182 COMMITMENTS 3,164 10,468 361 53,589 47,283 57,114 58,112 1,068 70 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 50) 50 -25 0 0 75 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 18.0 0.6 92.1 81.3 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 5 2 29 23 32 29 AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 13,137 COMMITMENTS 864 1,950 450 11,523 10,605 12,837 13,005 300 132 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,561) 264 1,600 300 1,780 570 2,344 2,470 216 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 14.8 3.4 87.7 80.7 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 1 15 16 19 20 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 67,632 COMMITMENTS 3,736 10,895 457 62,575 56,240 66,768 67,592 864 40 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 75) 50 -25 0 25 100 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 16.1 0.7 92.5 83.2 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 4 3 29 24 34 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,363 COMMITMENTS 95 1,274 136 31,892 30,908 32,123 32,318 240 45 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 223) 0 -1,606 61 62 1,768 123 223 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 3.9 0.4 98.5 95.5 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 14 21 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 31,237 COMMITMENTS 531 385 200 29,995 29,919 30,726 30,504 511 733 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 778) 389 97 0 388 446 777 543 1 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.2 0.6 96.0 95.8 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 1 15 14 16 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 27,481 COMMITMENTS 2,460 1,490 0 24,892 25,811 27,352 27,301 129 180 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 5.4 0.0 90.6 93.9 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 17 10 19 12 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,977 COMMITMENTS 2,760 50 0 23,909 26,687 26,669 26,737 308 240 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.2 0.0 88.6 98.9 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 15 11 18 12 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 175,936 COMMITMENTS 27,595 9,967 9,225 138,027 156,532 174,847 175,724 1,089 212 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,941) 90 2,533 333 2,528 73 2,951 2,940 -10 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 5.7 5.2 78.5 89.0 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 13 19 38 38 62 62 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 35,236 COMMITMENTS 0 8,430 0 34,556 26,616 34,556 35,046 680 190 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.9 0.0 98.1 75.5 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 13 12 13 15 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,282 COMMITMENTS 0 7,680 0 32,562 25,422 32,562 33,102 720 180 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.1 0.0 97.8 76.4 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 14 12 14 15 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 32,745 COMMITMENTS 781 5,064 808 30,869 26,330 32,458 32,202 287 543 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 610) 60 -150 688 -147 68 601 606 9 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 15.5 2.5 94.3 80.4 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 3 15 15 19 20 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 29,847 COMMITMENTS 781 5,064 808 27,951 23,407 29,540 29,279 307 568 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 669) 60 -150 688 -88 127 660 665 9 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 17.0 2.7 93.6 78.4 99.0 98.1 1.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 3 15 15 19 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 120,685 COMMITMENTS 18,405 4,182 2,101 99,576 113,717 120,082 120,000 603 685 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 617) -560 60 685 767 -66 892 679 -275 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 3.5 1.7 82.5 94.2 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 6 6 21 27 29 35 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,081 COMMITMENTS 200 1,315 70 34,608 33,615 34,878 35,000 203 81 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 21) -50 -1,747 0 71 1,768 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 3.7 0.2 98.7 95.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 21 15 23 18 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 35,694 COMMITMENTS 1,345 1,348 244 33,536 33,842 35,125 35,434 569 260 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 659) 234 17 0 268 642 502 659 157 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.8 0.7 94.0 94.8 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 1 17 16 19 21 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,797 COMMITMENTS 2,144 4,233 0 29,574 27,204 31,718 31,437 79 360 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 14) 0 35 0 14 -21 14 14 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 13.3 0.0 93.0 85.6 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 0 21 18 23 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,755 COMMITMENTS 2,399 685 4 28,154 29,706 30,557 30,395 198 360 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 2.2 0.0 91.5 96.6 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 1 23 20 26 23 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 368 Hours) OPEN INTEREST: 77,637 COMMITMENTS 1,480 5,135 1,930 73,872 70,261 77,282 77,326 355 311 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 890) 130 122 30 728 740 888 892 2 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.6 2.5 95.2 90.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 10 5 28 30 34 42 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 105,071 COMMITMENTS 5,707 7,998 1,939 97,016 94,533 104,662 104,470 409 601 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2,191) 149 550 4 2,036 1,582 2,189 2,136 2 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 7.6 1.8 92.3 90.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 13 12 30 32 46 54 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 43,178 COMMITMENTS 636 5,000 502 41,933 37,550 43,071 43,052 107 126 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 844) 10 15 0 830 825 840 840 4 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 11.6 1.2 97.1 87.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 18 17 22 22 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| 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: 40,684 COMMITMENTS 25 5,095 68 40,367 35,521 40,460 40,684 224 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 369) 0 -90 0 369 459 369 369 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 12.5 0.2 99.2 87.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 12 11 14 15 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW per Hour for about 386 Hours) OPEN INTEREST: 56,190 COMMITMENTS 273 3,364 1,010 54,344 51,315 55,627 55,689 563 501 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 2) -95 16 -1 87 -13 -9 2 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 6.0 1.8 96.7 91.3 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 7 4 19 24 24 31 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 62,148 COMMITMENTS 325 6,513 1,023 60,115 54,467 61,463 62,003 685 145 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -398) -125 -27 -76 -197 -295 -399 -398 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 10.5 1.6 96.7 87.6 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 9 4 22 26 27 35 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 38,900 COMMITMENTS 100 2,198 133 38,048 36,214 38,281 38,545 619 355 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 732) 60 -306 0 699 1,176 759 870 -27 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 5.7 0.3 97.8 93.1 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 23 22 27 27 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 32,197 COMMITMENTS 265 100 252 31,166 31,456 31,683 31,808 514 389 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 724) 47 10 -23 580 738 604 725 120 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.3 0.8 96.8 97.7 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 21 19 23 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,528 COMMITMENTS 221 2,231 1,188 28,542 26,743 29,951 30,162 577 366 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 905) -162 -206 222 836 903 896 919 9 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 7.3 3.9 93.5 87.6 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 9 3 23 25 26 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 22,655 COMMITMENTS 0 1,981 480 21,428 19,488 21,908 21,949 747 706 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,442) 0 68 0 1,442 1,375 1,442 1,443 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.7 2.1 94.6 86.0 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 10 2 22 19 24 29 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 11,103 COMMITMENTS 540 0 0 10,513 10,983 11,053 10,983 50 120 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 110) 155 0 0 -45 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 0.0 94.7 98.9 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 15 21 15 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 8,095 COMMITMENTS 130 25 0 7,725 8,050 7,855 8,075 240 20 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.3 0.0 95.4 99.4 97.0 99.8 3.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 7 15 8 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,430 COMMITMENTS 3,098 80 120 11,033 14,080 14,251 14,280 179 150 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) -20 80 20 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 0.6 0.8 76.5 97.6 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 10 11 14 12 PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,765 COMMITMENTS 326 530 120 13,140 12,965 13,586 13,615 179 150 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) -20 80 20 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.9 0.9 95.5 94.2 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 11 11 14 13 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,554 COMMITMENTS 275 0 0 30,593 31,374 30,868 31,374 686 180 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 97.0 99.4 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 14 13 14 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,781 COMMITMENTS 14,789 6,596 1,501 62,110 70,538 78,400 78,635 381 146 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -803) 1 -478 26 -825 -361 -798 -813 -5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 8.4 1.9 78.8 89.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 12 8 10 36 35 52 49 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 88,367 COMMITMENTS 16,299 14,401 1,171 70,519 72,408 87,989 87,980 378 387 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -429) -31 -225 24 -458 -255 -465 -456 36 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 16.3 1.3 79.8 81.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 10 16 10 39 38 55 58 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 358,284 COMMITMENTS 52,301 33,587 56,489 249,233 267,629 358,023 357,705 261 579 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 3,497) -1,148 -9,298 7,966 -2,988 4,748 3,831 3,416 -334 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 9.4 15.8 69.6 74.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 30 20 32 53 46 93 89 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,468 COMMITMENTS 1,235 5,610 66 15,829 11,768 17,130 17,444 338 24 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 32.1 0.4 90.6 67.4 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 1 19 12 22 16 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,797 COMMITMENTS 941 4,410 66 14,577 11,297 15,584 15,773 213 24 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 27.9 0.4 92.3 71.5 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 1 19 12 22 16 PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV Code-0643IA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 7,891 COMMITMENTS 945 2,175 531 5,285 4,630 6,761 7,336 1,130 555 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 3,261) 135 945 386 2,780 2,075 3,301 3,406 -40 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 27.6 6.7 67.0 58.7 85.7 93.0 14.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 11 9 19 16 30 30 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 28,124 COMMITMENTS 3,533 10,648 2,335 21,505 14,470 27,373 27,453 751 671 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 7,096) 178 3,558 637 6,635 3,580 7,450 7,775 -354 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 37.9 8.3 76.5 51.5 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 13 14 36 33 58 55 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 58,507 COMMITMENTS 2,985 5,652 4,245 50,892 48,238 58,122 58,135 385 372 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 244) 26 40 5 193 187 224 232 20 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 9.7 7.3 87.0 82.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 6 5 31 23 39 30 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 56,273 COMMITMENTS 6,802 6,272 1,860 47,103 47,734 55,765 55,866 508 407 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 229) -75 305 -75 314 24 164 254 65 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 11.1 3.3 83.7 84.8 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 5 5 26 23 36 31 ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 23,200 COMMITMENTS 5,400 0 0 17,800 22,960 23,200 22,960 0 240 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -120 0 -120 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 0.0 0.0 76.7 99.0 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 13 11 16 11 PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 11,728 COMMITMENTS 1,840 456 0 9,738 11,228 11,578 11,684 150 44 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -200) -400 0 0 200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 3.9 0.0 83.0 95.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 11 11 14 13 PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064IBA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 368 MWh OPEN INTEREST: 14,883 COMMITMENTS 1,850 0 5 12,398 14,578 14,253 14,583 630 300 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.0 83.3 98.0 95.8 98.0 4.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 10 11 13 12 ERCOT N 345KV RT OFF-PEAK MINI - ICE FUTURES ENERGY DIV Code-064IBJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 18,168 COMMITMENTS 0 800 0 17,496 17,112 17,496 17,912 672 256 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.4 0.0 96.3 94.2 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 14 15 14 17 ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 15,665 COMMITMENTS 1,570 1,935 540 13,535 13,150 15,645 15,625 20 40 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 450) 0 0 0 590 450 590 450 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 12.4 3.4 86.4 83.9 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 19 17 21 20 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 4,173 COMMITMENTS 688 880 320 2,390 2,533 3,398 3,733 775 440 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 495) 175 235 10 205 240 390 485 105 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 21.1 7.7 57.3 60.7 81.4 89.5 18.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 6 9 23 17 36 27 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 9,822 COMMITMENTS 608 705 927 7,300 7,229 8,835 8,861 987 961 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 377) 205 17 -76 318 422 447 363 -70 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 7.2 9.4 74.3 73.6 90.0 90.2 10.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 6 12 36 40 50 52 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 34,748 COMMITMENTS 6,615 2,767 4,490 23,508 27,039 34,613 34,296 135 452 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -802) -230 -1,044 832 -1,404 -585 -802 -797 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 8.0 12.9 67.7 77.8 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 8 7 35 35 46 45 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,565 COMMITMENTS 0 1,878 2,284 15,210 13,091 17,494 17,253 71 312 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 448) -75 -269 133 390 518 448 382 0 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.7 13.0 86.6 74.5 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 4 22 22 26 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 27,432 COMMITMENTS 7,012 2,705 2,329 17,530 22,089 26,871 27,123 561 309 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,239) -10 409 86 1,168 700 1,244 1,195 -5 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 9.9 8.5 63.9 80.5 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 8 7 10 45 48 59 59 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 7,748 COMMITMENTS 130 116 264 6,925 7,059 7,319 7,439 429 309 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 507) 0 5 -5 512 307 507 307 0 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.5 3.4 89.4 91.1 94.5 96.0 5.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 13 14 15 16 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 50,757 COMMITMENTS 43,022 818 515 7,213 48,887 50,750 50,220 7 537 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 585) -11 0 196 395 389 580 585 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.8 1.6 1.0 14.2 96.3 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 2 20 34 25 39 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 111,620 COMMITMENTS 18,829 50,556 4,279 88,030 56,180 111,138 111,015 482 605 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 5,542) 1,326 -926 817 3,547 5,774 5,690 5,665 -148 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 45.3 3.8 78.9 50.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 16 10 18 80 72 104 93 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 3,151 COMMITMENTS 307 150 180 1,866 2,340 2,353 2,670 798 481 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 121) -9 74 -92 156 294 55 276 66 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 4.8 5.7 59.2 74.3 74.7 84.7 25.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 18 20 24 24 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 47,105 COMMITMENTS 0 340 265 46,840 46,500 47,105 47,105 0 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: -15) 0 240 55 -70 -310 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.6 99.4 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 2 2 30 31 32 33 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 52,528 COMMITMENTS 860 130 45 51,563 52,353 52,468 52,528 60 0 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,443) -200 0 15 1,628 1,428 1,443 1,443 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.2 0.1 98.2 99.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 1 1 32 38 34 40 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 17,145 COMMITMENTS 0 145 50 17,065 16,865 17,115 17,060 30 85 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 600) 0 45 -45 645 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.3 99.5 98.4 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 19 17 20 18 CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 19,420 COMMITMENTS 0 0 0 19,367 19,385 19,367 19,385 53 35 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 1,585) 0 0 0 1,585 1,630 1,585 1,630 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 24 16 24 16 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 6,568 COMMITMENTS 208 2,025 114 5,955 4,414 6,277 6,553 291 15 CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST: 271) 25 67 0 271 229 296 296 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 30.8 1.7 90.7 67.2 95.6 99.8 4.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 2 14 17 18 22
Updated January 19, 2024