NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 107,564 COMMITMENTS 16,955 13,006 8,190 82,419 86,368 107,564 107,564 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 12.1 7.6 76.6 80.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 5 2 18 12 21 19 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 255,156 COMMITMENTS 34,732 57,455 13,486 206,924 184,215 255,142 255,156 14 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 4,090) 100 -35 380 3,610 3,745 4,090 4,090 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 22.5 5.3 81.1 72.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 10 6 27 20 42 32 CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 LCFS Credits- each of 1 MT OPEN INTEREST: 46,439 COMMITMENTS 10,980 12,856 7,521 27,936 26,062 46,437 46,439 2 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,625) -1,228 514 1,679 2,189 432 2,640 2,625 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 27.7 16.2 60.2 56.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 7 8 12 9 29 20 D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 16,536 COMMITMENTS 9,741 6,562 2,208 4,532 7,717 16,481 16,487 55 49 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 262) 3 -42 132 92 186 227 276 35 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 39.7 13.4 27.4 46.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 21 13 10 13 28 39 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 PA SRECs) OPEN INTEREST: 27,367 COMMITMENTS 4,375 6,940 50 22,942 20,377 27,367 27,367 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) -150 0 0 150 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 25.4 0.2 83.8 74.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 16 9 19 12 CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,925 COMMITMENTS 7,350 25,700 3,175 23,400 5,050 33,925 33,925 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 500) 50 -400 400 50 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 75.8 9.4 69.0 14.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 8 3 10 4 21 13 D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 13,501 COMMITMENTS 4,370 2,718 1,202 7,855 9,524 13,427 13,444 74 57 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 466) 6 -174 324 128 308 458 458 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 20.1 8.9 58.2 70.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 6 9 10 9 25 21 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 9,467 COMMITMENTS 831 450 119 8,517 8,893 9,467 9,462 0 5 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 4.8 1.3 90.0 93.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 1 6 10 9 12 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 15,646 COMMITMENTS 100 6,550 525 15,021 8,571 15,646 15,646 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 41.9 3.4 96.0 54.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 8 12 10 17 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 Tier 1 RECs) OPEN INTEREST: 19,677 COMMITMENTS 5,978 2,059 1,867 11,832 15,736 19,677 19,662 0 15 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 10.5 9.5 60.1 80.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 11 11 15 13 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 17,640 COMMITMENTS 2,745 6,529 0 14,895 11,111 17,640 17,640 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 37.0 0.0 84.4 63.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 11 5 14 8 NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 27,390 COMMITMENTS 4,175 8,310 670 22,545 18,410 27,390 27,390 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -143) 55 0 -55 -143 -88 -143 -143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 30.3 2.4 82.3 67.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 11 11 13 16 PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 42,922 COMMITMENTS 18,942 11,285 10 23,970 31,627 42,922 42,922 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 590) 90 0 0 500 590 590 590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 26.3 0.0 55.8 73.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 5 1 14 12 27 17 CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 252,329 COMMITMENTS 128,076 45,684 69,602 54,417 136,997 252,095 252,282 234 47 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 3,257) 8 -30 3,615 -342 -326 3,281 3,258 -24 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.8 18.1 27.6 21.6 54.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 82 23 48 35 34 130 93 CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,465 COMMITMENTS 9,750 24,290 0 23,679 9,161 33,429 33,451 36 14 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 812) 842 1,143 0 -42 -322 800 821 12 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 72.6 0.0 70.8 27.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 7 0 11 5 24 12 WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Washington carbon allowances OPEN INTEREST: 3,549 COMMITMENTS 1,750 1,144 392 1,388 1,966 3,531 3,503 18 46 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 211) 61 95 150 20 -34 231 211 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.3 32.3 11.0 39.1 55.4 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 8 6 5 9 19 20 RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 56,727 COMMITMENTS 17,653 10,248 5,971 33,027 40,483 56,650 56,701 77 26 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 929) -18 -133 667 272 395 922 929 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 18.1 10.5 58.2 71.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 34 8 14 20 18 57 37 FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 3,443 COMMITMENTS 171 496 78 3,164 2,861 3,413 3,435 30 8 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 14.4 2.3 91.9 83.1 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 7 17 8 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 7,233 COMMITMENTS 239 0 255 6,613 6,786 7,107 7,041 126 192 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 57) 0 0 0 57 57 57 57 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 3.5 91.4 93.8 98.3 97.3 1.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 14 19 16 21 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 36,473 COMMITMENTS 12,000 175 2,405 22,044 33,794 36,449 36,374 24 99 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,019) 763 0 222 1,049 1,787 2,034 2,009 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 0.5 6.6 60.4 92.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 3 8 34 43 43 52 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 19,528 COMMITMENTS 674 6,986 2,028 16,736 10,491 19,438 19,505 90 23 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 227) -68 211 9 286 7 227 227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 35.8 10.4 85.7 53.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 5 24 14 31 20 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 8,753 COMMITMENTS 1,314 2,429 1,440 5,817 4,859 8,571 8,728 182 25 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 313) 150 453 -117 280 -23 313 313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 27.8 16.5 66.5 55.5 97.9 99.7 2.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 4 20 17 24 23 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 7,048,758 COMMITMENTS 747,447 203,023 1448767 4807063 5381913 7003277 7033703 45,481 15,055 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 199,731) -2,803 -18,515 85,992 116,431 138,127 199,620 205,604 111 -5,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.9 20.6 68.2 76.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 39 33 54 164 137 229 198 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,971,941 COMMITMENTS 200,272 151,789 1829153 1938176 1989075 3967602 3970017 4,339 1,924 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 51,927) 2,204 -13,654 48,291 1,342 17,202 51,837 51,839 90 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 3.8 46.1 48.8 50.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 19 36 50 46 91 83 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 185,440 COMMITMENTS 1,620 5,065 281 174,463 173,441 176,364 178,787 9,076 6,653 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 5,791) 0 -570 -240 6,601 7,011 6,361 6,201 -570 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.7 0.2 94.1 93.5 95.1 96.4 4.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 3 32 29 35 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,584 COMMITMENTS 3,962 6,277 1,843 161,567 165,876 167,372 173,996 14,212 7,588 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,622) 676 1,411 -251 2,553 1,249 2,978 2,409 -1,356 -787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.5 1.0 89.0 91.3 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 3 31 28 35 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 411,848 COMMITMENTS 2,584 31,123 4,784 393,770 364,959 401,138 400,866 10,710 10,982 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 4,418) -516 2,739 192 5,334 3,729 5,010 6,660 -592 -2,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 7.6 1.2 95.6 88.6 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 4 3 43 36 46 42 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,959 COMMITMENTS 22,063 9,517 8,075 909,665 929,714 939,803 947,306 9,156 1,653 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 12,720) -360 -6,037 984 11,912 18,662 12,536 13,609 184 -889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.0 0.9 95.9 98.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 9 8 42 33 51 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,850 COMMITMENTS 12,826 50,293 2,687 336,583 299,454 352,096 352,434 8,754 8,416 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 9,344) -102 -6,848 1,076 10,683 16,962 11,657 11,190 -2,313 -1,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 13.9 0.7 93.3 83.0 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 4 2 46 36 53 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 823,959 COMMITMENTS 618 82,304 29,337 785,302 706,999 815,257 818,640 8,702 5,319 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 19,812) -110 235 -723 20,000 19,886 19,167 19,398 645 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 10.0 3.6 95.3 85.8 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 2 14 6 46 50 52 66 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 410,562 COMMITMENTS 2,123 18,100 3,041 389,615 381,331 394,779 402,472 15,783 8,090 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,913) -120 -1,974 270 6,205 10,953 6,355 9,249 558 -2,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.4 0.7 94.9 92.9 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 8 4 42 31 46 40 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,948 COMMITMENTS 2,586 7,833 1,166 100,642 100,998 104,394 109,997 9,554 3,951 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 735) -218 296 -151 1,290 296 921 441 -186 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 6.9 1.0 88.3 88.6 91.6 96.5 8.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 5 4 17 17 22 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,537 COMMITMENTS 1,575 4,862 30 75,059 73,938 76,664 78,830 3,873 1,707 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,585) 0 -1,140 30 5,525 7,695 5,555 6,585 1,030 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.0 0.0 93.2 91.8 95.2 97.9 4.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 1 26 21 29 22 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 378,004 COMMITMENTS 7,469 13,856 347 357,903 353,843 365,719 368,046 12,285 9,958 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 7,698) 0 453 0 9,518 7,113 9,518 7,566 -1,820 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.7 0.1 94.7 93.6 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 33 29 35 30 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 194,128 COMMITMENTS 491 2,721 793 183,533 183,411 184,817 186,925 9,311 7,203 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,622) 428 120 0 1,013 1,502 1,441 1,622 181 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.4 0.4 94.5 94.5 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 24 24 25 26 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 253,730 COMMITMENTS 6,123 2,360 3,372 242,462 241,105 251,957 246,837 1,773 6,893 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,918) -1,583 2,360 2,288 5,907 1,910 6,612 6,558 306 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.9 1.3 95.6 95.0 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 17 30 19 31 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,820 COMMITMENTS 11,871 1,030 341 66,272 76,811 78,484 78,182 3,336 3,638 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,220) 1,279 379 341 999 1,170 2,619 1,890 -399 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 1.3 0.4 81.0 93.9 95.9 95.6 4.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 1 22 18 28 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 836,919 COMMITMENTS 78,621 13,798 12,390 731,863 805,158 822,874 831,346 14,045 5,573 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 17,698) 1,515 1,945 235 17,973 15,527 19,723 17,707 -2,025 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.6 1.5 87.4 96.2 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 2 10 58 56 73 67 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 206,227 COMMITMENTS 0 4,609 823 198,365 194,186 199,188 199,618 7,039 6,609 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 3,034) -65 403 65 2,788 2,050 2,788 2,518 246 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.4 96.2 94.2 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 19 16 20 18 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,174 COMMITMENTS 4,039 6,646 2,105 65,761 59,569 71,905 68,320 1,269 4,854 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,170) -900 1,560 0 1,338 -270 438 1,290 732 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 9.1 2.9 89.9 81.4 98.3 93.4 1.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 18 20 21 24 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,056 COMMITMENTS 21,067 31,418 10,430 129,470 118,702 160,967 160,550 2,089 2,506 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 4,194) -1,076 -1,790 3,230 1,860 2,750 4,014 4,190 180 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 19.3 6.4 79.4 72.8 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 6 5 37 34 49 43 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 555,324 COMMITMENTS 930 99,662 802 549,703 452,448 551,435 552,912 3,889 2,412 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 44,598) 0 17,681 120 44,267 26,164 44,387 43,965 211 633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 17.9 0.1 99.0 81.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 1 8 2 32 37 35 45 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 35,209 COMMITMENTS 0 1,818 150 33,735 31,854 33,885 33,822 1,324 1,387 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,490) 0 -630 150 632 1,664 782 1,184 708 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 0.4 95.8 90.5 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 14 11 15 12 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 256,200 COMMITMENTS 2,452 9,940 1,646 236,629 239,555 240,727 251,141 15,473 5,059 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -4,354) 705 636 215 -4,754 -5,236 -3,834 -4,385 -520 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.9 0.6 92.4 93.5 94.0 98.0 6.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 3 37 34 42 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,433 COMMITMENTS 0 2,956 0 127,356 122,261 127,356 125,217 1,077 3,216 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,978) 0 -612 0 1,978 2,560 1,978 1,948 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 99.2 95.2 99.2 97.5 0.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 0 16 21 16 24 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 275,564 COMMITMENTS 5,974 22,984 718 260,122 244,004 266,814 267,706 8,750 7,858 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 8,548) 725 4,824 0 8,206 4,482 8,931 9,306 -383 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 8.3 0.3 94.4 88.5 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 2 1 38 35 41 37 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,071 COMMITMENTS 0 0 0 107,490 112,105 107,490 112,105 9,581 4,966 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,551) 0 0 0 2,509 3,437 2,509 3,437 42 -886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.8 95.8 91.8 95.8 8.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 16 20 16 NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,591 COMMITMENTS 0 0 0 87,680 89,419 87,680 89,419 7,911 6,172 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,493) 0 0 0 1,402 1,156 1,402 1,156 91 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.7 93.5 91.7 93.5 8.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 13 18 13 NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,216 COMMITMENTS 0 4,070 1,139 23,140 19,481 24,279 24,690 3,937 3,526 CHANGES FROM 05/07/24 (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 14.4 4.0 82.0 69.0 86.0 87.5 14.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 1 10 8 11 13 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,502 COMMITMENTS 7,197 0 214 103,783 117,414 111,194 117,628 19,308 12,874 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,158) 0 0 0 360 1,847 360 1,847 1,798 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.0 0.2 79.5 90.0 85.2 90.1 14.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 24 21 26 22 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 69,001 COMMITMENTS 360 0 0 60,159 62,400 60,519 62,400 8,482 6,601 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,046) -616 0 0 1,343 857 727 857 319 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 87.2 90.4 87.7 90.4 12.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 17 16 17 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,129 COMMITMENTS 2,223 0 0 54,669 60,282 56,892 60,282 7,237 3,847 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,534) 2,223 0 0 -521 2,561 1,702 2,561 -168 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.0 85.2 94.0 88.7 94.0 11.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 18 17 18 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,037 COMMITMENTS 887 0 0 63,756 66,805 64,643 66,805 3,394 1,232 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 972) 0 0 0 1,271 972 1,271 972 -299 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 93.7 98.2 95.0 98.2 5.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 15 19 15 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 206,102 COMMITMENTS 4,706 4,289 985 189,709 193,099 195,400 198,373 10,702 7,729 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 4,474) 31 -496 647 3,548 5,498 4,226 5,649 248 -1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.1 0.5 92.0 93.7 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 3 31 31 38 35 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 187,180 COMMITMENTS 0 1,224 0 180,412 180,974 180,412 182,198 6,768 4,982 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,538) 0 0 0 1,538 959 1,538 959 0 579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 96.4 96.7 96.4 97.3 3.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 22 24 22 25 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 20,335 COMMITMENTS 3,348 0 0 16,524 19,411 19,872 19,411 463 924 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 0.0 0.0 81.3 95.5 97.7 95.5 2.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 10 12 12 12 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 304,246 COMMITMENTS 8,524 26,405 1,108 284,385 272,170 294,017 299,683 10,229 4,563 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 3,951) -311 -453 3 5,652 7,484 5,344 7,034 -1,393 -3,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 8.7 0.4 93.5 89.5 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 1 31 30 34 32 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 205,034 COMMITMENTS 7,978 1,679 0 185,401 196,014 193,379 197,693 11,655 7,341 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 11,021) -1,876 -61 0 13,563 10,695 11,687 10,634 -666 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.8 0.0 90.4 95.6 94.3 96.4 5.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 1 0 38 33 40 34 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,418 COMMITMENTS 801 2,778 120 73,260 73,210 74,181 76,108 2,237 310 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 4,539) 150 -480 120 4,209 4,899 4,479 4,539 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 3.6 0.2 95.9 95.8 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 5 1 28 19 30 24 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 383,107 COMMITMENTS 5,189 0 1,007 363,917 380,223 370,113 381,230 12,994 1,877 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,026) -31 0 31 1,948 995 1,948 1,026 -922 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.3 95.0 99.2 96.6 99.5 3.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 0 1 32 26 34 27 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 63,333 COMMITMENTS 0 0 0 53,543 58,199 53,543 58,199 9,790 5,134 CHANGES FROM 05/07/24 (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 84.5 91.9 84.5 91.9 15.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 13 15 13 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 252,528 COMMITMENTS 24,785 1,785 5,004 209,454 241,630 239,243 248,419 13,285 4,109 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 5,911) 9,378 321 -11,802 9,069 17,117 6,645 5,636 -734 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.7 2.0 82.9 95.7 94.7 98.4 5.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 3 22 28 26 32 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 28,409 COMMITMENTS 1,202 0 0 27,045 28,161 28,247 28,161 162 248 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,588) 0 0 0 1,588 1,588 1,588 1,588 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 95.2 99.1 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 14 12 16 12 Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 153,234 COMMITMENTS 6,014 0 0 135,417 146,114 141,431 146,114 11,803 7,120 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 614) -12 -886 -725 1,357 1,090 620 -521 -6 1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 0.0 88.4 95.4 92.3 95.4 7.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 26 24 29 24 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 25,598 COMMITMENTS 1,209 765 188 23,932 24,386 25,329 25,339 269 259 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 506) 33 46 -21 517 455 529 480 -23 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 3.0 0.7 93.5 95.3 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 4 4 26 30 35 37 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 18,277 COMMITMENTS 690 295 280 17,299 17,702 18,269 18,277 8 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -114) -130 90 -75 91 -114 -114 -99 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.6 1.5 94.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 1 25 27 29 30 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 246,279 COMMITMENTS 74,902 30,099 20,022 150,621 195,567 245,545 245,688 734 591 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,363) 2,705 -157 -336 -1,050 1,815 1,319 1,322 44 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 12.2 8.1 61.2 79.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 18 25 41 39 73 74 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 96,033 COMMITMENTS 231 12,046 8,140 87,500 75,538 95,871 95,724 162 309 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,468) -145 961 -517 2,120 1,014 1,458 1,458 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 12.5 8.5 91.1 78.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 18 9 31 29 41 48 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 73,911 COMMITMENTS 688 8,382 6,186 66,722 59,309 73,596 73,877 315 34 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -383) -605 201 60 -18 -644 -563 -383 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 11.3 8.4 90.3 80.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 5 24 22 31 29 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 51,485 COMMITMENTS 2,920 5,341 7,370 40,915 38,541 51,205 51,252 280 233 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,788) 1,167 -1,408 4,129 -2,508 105 2,788 2,826 0 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 10.4 14.3 79.5 74.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 6 6 25 27 33 35 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 55,561 COMMITMENTS 1,146 12,601 1,817 52,131 40,839 55,094 55,257 467 304 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 622) 321 -439 98 237 963 656 622 -34 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 22.7 3.3 93.8 73.5 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 14 5 29 31 35 46 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,348 COMMITMENTS 1,785 12,951 165 50,765 40,005 52,715 53,121 633 227 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -183) 2 -240 0 -340 -158 -338 -398 155 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 24.3 0.3 95.2 75.0 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 4 2 32 26 36 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,652 COMMITMENTS 2,373 13,011 220 59,540 49,194 62,133 62,425 519 227 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -114) 507 -183 -42 -314 -84 151 -309 -265 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 20.8 0.4 95.0 78.5 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 3 34 25 39 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,502 COMMITMENTS 0 541 370 25,992 25,545 26,362 26,456 140 46 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,071) 0 -45 230 -935 -1,254 -705 -1,069 -366 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 1.4 98.1 96.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 20 16 22 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,607 COMMITMENTS 2,400 5,165 0 27,719 24,976 30,119 30,141 488 466 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,253) 0 -320 0 -1,233 -708 -1,233 -1,028 -20 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 16.9 0.0 90.6 81.6 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 18 18 19 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 31,553 COMMITMENTS 3,292 2,145 410 27,527 28,938 31,229 31,493 324 60 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -721) -95 -420 375 -850 -676 -570 -721 -151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 6.8 1.3 87.2 91.7 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 3 2 19 14 26 18 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,850 COMMITMENTS 3,467 705 410 26,349 29,635 30,226 30,750 624 100 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -751) -120 -420 375 -855 -701 -600 -746 -151 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 2.3 1.3 85.4 96.1 98.0 99.7 2.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 2 2 17 13 25 16 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 236,706 COMMITMENTS 58,440 26,814 16,593 160,722 193,144 235,756 236,551 950 155 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -3,808) -1,283 -945 948 -2,583 -3,151 -2,918 -3,149 -890 -659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 11.3 7.0 67.9 81.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 15 22 43 40 77 64 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 35,491 COMMITMENTS 0 7,270 360 34,731 27,741 35,091 35,371 400 120 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,168) 0 -240 0 -1,313 -583 -1,313 -823 145 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.5 1.0 97.9 78.2 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 1 14 15 15 19 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,012 COMMITMENTS 0 7,420 360 33,252 26,112 33,612 33,892 400 120 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,347) 0 -190 0 -1,492 -812 -1,492 -1,002 145 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.8 1.1 97.8 76.8 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 1 14 13 15 17 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 32,060 COMMITMENTS 456 5,409 705 30,283 25,410 31,444 31,524 616 536 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,332) -40 -150 -10 -1,209 -1,093 -1,259 -1,253 -73 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 16.9 2.2 94.5 79.3 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 3 18 14 22 19 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 30,127 COMMITMENTS 456 5,409 705 28,548 23,629 29,709 29,743 418 384 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,227) -40 -150 -10 -1,104 -1,020 -1,154 -1,180 -73 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 18.0 2.3 94.8 78.4 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 3 19 15 23 20 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,700 COMMITMENTS 1,000 5,300 100 8,600 4,300 9,700 9,700 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,150) -173 -1,100 -150 -800 200 -1,123 -1,050 -27 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 54.6 1.0 88.7 44.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 2 12 5 16 12 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 136,581 COMMITMENTS 19,635 3,605 6,438 110,083 125,724 136,156 135,767 425 814 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -2,884) -680 -417 40 -1,509 -2,045 -2,149 -2,422 -735 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 2.6 4.7 80.6 92.1 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 8 12 25 28 37 42 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,700 COMMITMENTS 135 1,101 335 30,852 30,191 31,322 31,627 378 73 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,012) 10 -35 200 -770 -1,137 -560 -972 -452 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.5 1.1 97.3 95.2 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 2 23 19 27 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 38,363 COMMITMENTS 3,302 7,866 25 34,266 30,204 37,593 38,095 770 268 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,051) -30 -154 -5 -1,011 -555 -1,046 -714 -5 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 20.5 0.1 89.3 78.7 98.0 99.3 2.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 22 21 26 24 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,017 COMMITMENTS 1,379 2,693 0 26,580 24,327 27,959 27,020 58 997 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 852) 0 1,593 0 852 -741 852 852 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 9.6 0.0 94.9 86.8 99.8 96.4 0.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 23 17 25 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,114 COMMITMENTS 1,581 2,393 0 30,280 28,738 31,861 31,131 253 983 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,464) 0 1,943 0 2,344 521 2,344 2,464 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 7.5 0.0 94.3 89.5 99.2 96.9 0.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 0 22 20 23 24 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 83,070 COMMITMENTS 2,460 8,290 2,557 77,805 71,851 82,822 82,698 248 372 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 5,108) -1,332 746 178 6,261 4,184 5,107 5,108 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 10.0 3.1 93.7 86.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 11 7 33 33 41 46 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 116,260 COMMITMENTS 10,372 16,287 3,559 101,961 95,811 115,891 115,656 369 604 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,769) -669 2,370 219 7,244 4,190 6,793 6,778 -24 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 14.0 3.1 87.7 82.4 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 15 16 33 35 56 56 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 47,745 COMMITMENTS 1,275 3,901 973 45,462 42,806 47,710 47,680 35 65 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,000) 25 135 48 927 832 1,000 1,015 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 8.2 2.0 95.2 89.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 3 20 19 26 25 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 46,138 COMMITMENTS 75 6,103 856 45,152 39,179 46,083 46,138 55 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 610) -45 -300 0 685 910 640 610 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 13.2 1.9 97.9 84.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 7 3 16 15 20 22 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| 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: 57,657 COMMITMENTS 16,964 2,851 1,282 38,523 53,018 56,769 57,151 888 506 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,495) 7,152 -481 376 -1,034 6,600 6,494 6,495 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 4.9 2.2 66.8 92.0 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 7 3 21 25 25 33 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 61,702 COMMITMENTS 3,186 4,414 2,818 55,080 54,223 61,084 61,455 618 247 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 932) 79 -2,252 483 332 2,680 894 911 38 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 7.2 4.6 89.3 87.9 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 7 26 26 35 36 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,832 COMMITMENTS 0 0 0 10,311 10,734 10,311 10,734 521 98 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 56) 0 0 0 38 66 38 66 18 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.2 99.1 95.2 99.1 4.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 16 18 16 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 9,923 COMMITMENTS 160 0 0 9,327 9,673 9,487 9,673 436 250 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 94.0 97.5 95.6 97.5 4.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 16 19 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,290 COMMITMENTS 2,109 1,738 613 32,553 33,351 35,275 35,702 1,015 588 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 2,801) 211 -400 308 2,282 2,890 2,801 2,798 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 4.8 1.7 89.7 91.9 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 3 18 17 23 20 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 31,910 COMMITMENTS 2,285 922 304 28,219 29,848 30,808 31,074 1,102 836 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 810) 132 0 12 666 795 810 807 0 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.9 1.0 88.4 93.5 96.5 97.4 3.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 18 16 21 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,301 COMMITMENTS 144 2,810 848 28,973 26,226 29,965 29,884 336 417 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 508) -95 122 0 602 376 507 498 1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.3 2.8 95.6 86.6 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 7 4 24 27 29 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 23,460 COMMITMENTS 0 1,617 457 22,447 20,988 22,904 23,062 556 398 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 468) 0 -17 23 445 456 468 462 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.9 1.9 95.7 89.5 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 9 4 23 24 27 33 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 12,023 COMMITMENTS 477 75 80 11,436 11,859 11,993 12,014 30 9 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 671) 93 0 5 604 671 702 676 -31 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.6 0.7 95.1 98.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 21 16 26 18 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 9,621 COMMITMENTS 65 75 10 9,266 9,536 9,341 9,621 280 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 580) 0 0 0 580 580 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.8 0.1 96.3 99.1 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 10 15 12 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,333 COMMITMENTS 620 0 0 32,390 33,333 33,010 33,333 323 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 97.2 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 15 12 18 12 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,230 COMMITMENTS 710 0 0 33,250 34,230 33,960 34,230 270 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 97.1 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 16 12 19 12 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 82,441 COMMITMENTS 21,030 7,791 1,997 59,059 72,354 82,086 82,142 355 299 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 683) -12 352 175 520 154 683 681 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 9.5 2.4 71.6 87.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 13 9 36 35 51 52 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 95,604 COMMITMENTS 26,071 13,427 1,728 67,354 80,039 95,153 95,194 451 410 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,328) 680 908 -118 776 538 1,338 1,328 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 14.0 1.8 70.5 83.7 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 16 11 37 38 52 59 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 528,146 COMMITMENTS 103,121 42,136 129,688 294,347 355,003 527,156 526,827 990 1,319 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,979) 6,790 2,335 2,481 -2,483 2,275 6,788 7,091 191 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 8.0 24.6 55.7 67.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 34 46 49 50 101 109 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,642 COMMITMENTS 920 4,450 0 12,414 9,128 13,334 13,578 308 64 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 100) 0 100 0 80 0 80 100 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 32.6 0.0 91.0 66.9 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 0 17 11 18 16 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,223 COMMITMENTS 668 3,200 100 11,232 8,859 12,000 12,159 223 64 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 26.2 0.8 91.9 72.5 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 1 17 12 19 17 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 24,880 COMMITMENTS 7,488 8,660 1,480 15,055 14,040 24,023 24,180 857 700 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,141) 4,284 3,780 -929 2,795 3,190 6,150 6,041 -9 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 34.8 5.9 60.5 56.4 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 14 13 14 35 36 57 55 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 68,928 COMMITMENTS 2,760 10,241 5,362 60,650 53,083 68,772 68,686 156 242 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -2,429) -64 267 -281 -1,381 -2,314 -1,726 -2,328 -703 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 14.9 7.8 88.0 77.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 9 6 33 29 43 40 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 64,677 COMMITMENTS 12,730 2,183 6,862 44,429 55,298 64,021 64,343 656 334 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -826) -98 -165 -56 324 -575 170 -796 -996 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 3.4 10.6 68.7 85.5 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 4 8 29 25 42 33 ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 20,650 COMMITMENTS 4,850 0 0 15,800 20,430 20,650 20,430 0 220 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -1,275) -550 0 0 -700 -875 -1,250 -875 -25 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 0.0 0.0 76.5 98.9 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 14 12 18 12 PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 9,350 COMMITMENTS 1,220 456 0 8,009 8,850 9,229 9,306 121 44 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1) 0 0 0 0 1 0 1 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 4.9 0.0 85.7 94.7 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 11 11 12 13 ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 13,800 COMMITMENTS 1,045 1,310 840 11,855 11,410 13,740 13,560 60 240 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -700) -125 -50 0 -520 -780 -645 -830 -55 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.5 6.1 85.9 82.7 99.6 98.3 0.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 18 17 21 20 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 4,700 COMMITMENTS 1,160 883 281 2,342 3,001 3,783 4,165 917 535 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 315) 185 130 0 125 190 310 320 5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 18.8 6.0 49.8 63.9 80.5 88.6 19.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 9 11 19 17 34 32 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 11,695 COMMITMENTS 1,379 864 1,781 7,650 8,077 10,810 10,722 885 973 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 883) 368 67 218 390 685 976 970 -93 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 7.4 15.2 65.4 69.1 92.4 91.7 7.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 7 13 44 46 58 61 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,856 COMMITMENTS 7,388 1,443 5,141 27,315 32,903 39,844 39,487 12 369 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 342) 116 -105 115 132 337 363 347 -21 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 3.6 12.9 68.5 82.6 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 4 7 42 37 52 45 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,668 COMMITMENTS 156 1,359 2,048 13,364 12,094 15,568 15,501 100 167 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 375) 55 585 -5 340 -195 390 385 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 8.7 13.1 85.3 77.2 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 3 23 23 26 28 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 37,849 COMMITMENTS 6,061 1,292 3,808 27,789 31,972 37,658 37,072 191 777 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,937) 420 32 -66 1,583 1,986 1,937 1,952 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 3.4 10.1 73.4 84.5 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 6 10 11 51 46 65 59 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 55,189 COMMITMENTS 42,710 1,204 905 11,425 53,054 55,040 55,163 149 26 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 1,358) 90 159 408 860 791 1,358 1,358 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.4 2.2 1.6 20.7 96.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 5 4 29 38 36 45 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 132,973 COMMITMENTS 20,200 46,447 7,778 104,499 78,501 132,477 132,726 496 247 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 3,813) 2,712 -111 -1,311 2,540 5,257 3,941 3,835 -128 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 34.9 5.8 78.6 59.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 14 17 21 86 83 111 114 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 3,483 COMMITMENTS 370 593 213 2,109 2,215 2,692 3,021 791 462 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 233) -60 166 46 135 -71 121 141 112 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 17.0 6.1 60.6 63.6 77.3 86.7 22.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 4 5 18 22 27 29 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 54,450 COMMITMENTS 1,550 0 0 52,900 54,450 54,450 54,450 0 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 6,595) 615 0 0 6,000 6,625 6,615 6,625 -20 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 0 0 38 27 42 27 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 50,562 COMMITMENTS 98 0 27 50,422 50,535 50,547 50,562 15 0 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 3,892) 10 0 0 3,882 3,892 3,892 3,892 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.1 99.7 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 0 1 29 34 30 35 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 18,940 COMMITMENTS 0 90 15 18,916 18,764 18,931 18,869 9 71 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: 707) 0 0 -15 722 722 707 707 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.1 99.9 99.1 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 16 19 17 20 CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 12,865 COMMITMENTS 0 0 0 12,757 12,716 12,757 12,716 108 149 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -140) 0 0 0 -140 -140 -140 -140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 98.8 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 18 14 18 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 7,968 COMMITMENTS 50 1,385 450 7,415 6,128 7,915 7,963 53 5 CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST: -207) 0 50 0 -207 -262 -207 -212 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 17.4 5.6 93.1 76.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 9 14 11 18
Updated May 17, 2024