NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 258,592 COMMITMENTS 35,382 59,473 13,920 209,276 185,199 258,578 258,592 14 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,436) 650 2,018 434 2,352 984 3,436 3,436 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 23.0 5.4 80.9 71.6 100.0 100.0 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 LCFS Credits- each of 1 MT OPEN INTEREST: 45,798 COMMITMENTS 11,682 12,769 6,858 27,256 26,170 45,796 45,798 2 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -641) 702 -87 -663 -680 109 -641 -641 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 27.9 15.0 59.5 57.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 7 8 12 11 30 22 D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 17,267 COMMITMENTS 9,941 6,683 1,948 5,313 8,551 17,202 17,182 65 85 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 732) 200 120 -259 781 835 722 696 10 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.6 38.7 11.3 30.8 49.5 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 22 13 11 12 30 38 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 34,495 COMMITMENTS 7,350 25,600 3,645 23,500 5,250 34,495 34,495 0 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 570) 0 -100 470 100 200 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 74.2 10.6 68.1 15.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 8 4 11 5 22 15 D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 14,036 COMMITMENTS 4,574 2,931 1,238 8,179 9,820 13,991 13,989 45 47 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 535) 204 213 36 324 296 564 545 -29 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 20.9 8.8 58.3 70.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 7 8 10 8 27 20 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (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 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (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: 24) 1 5 2 8 12 10 18 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (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 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (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 05/21/24 | --------------------------------------------------------------| 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: 27,488 COMMITMENTS 4,267 8,310 670 22,551 18,502 27,488 27,482 0 6 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 98) 92 0 0 6 92 98 92 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 30.2 2.4 82.0 67.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 11 12 14 17 PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 43,127 COMMITMENTS 19,217 11,285 10 23,900 31,832 43,127 43,127 0 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 205) 275 0 0 -70 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 26.2 0.0 55.4 73.8 100.0 100.0 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 254,050 COMMITMENTS 127,297 45,179 70,813 55,727 138,043 253,837 254,034 213 16 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,720) -779 -505 1,211 1,310 1,046 1,741 1,751 -21 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 17.8 27.9 21.9 54.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 82 24 51 35 35 132 96 CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,404 COMMITMENTS 10,058 24,607 0 23,321 8,783 33,379 33,390 25 14 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -61) 308 317 0 -358 -378 -50 -61 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 73.7 0.0 69.8 26.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 7 0 10 6 24 13 WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Washington carbon allowances OPEN INTEREST: 3,496 COMMITMENTS 1,711 1,240 306 1,461 1,879 3,478 3,425 18 71 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -53) -39 96 -86 73 -88 -53 -78 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 35.5 8.8 41.8 53.7 99.5 98.0 0.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 8 6 5 8 18 18 RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 59,508 COMMITMENTS 19,398 10,222 6,194 33,856 43,074 59,449 59,491 59 17 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,780) 1,745 -26 224 829 2,591 2,798 2,789 -18 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 17.2 10.4 56.9 72.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 34 9 14 21 18 59 37 FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 3,593 COMMITMENTS 171 496 78 3,314 3,011 3,563 3,585 30 8 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 13.8 2.2 92.2 83.8 99.2 99.8 0.8 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 7,992 COMMITMENTS 239 0 255 7,372 7,545 7,866 7,800 126 192 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 759) 0 0 0 759 759 759 759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 3.2 92.2 94.4 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 14 20 16 22 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 37,995 COMMITMENTS 13,205 175 2,737 22,029 34,971 37,971 37,883 24 112 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,522) 1,205 0 332 -15 1,177 1,522 1,509 0 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 0.5 7.2 58.0 92.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 9 34 45 43 55 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 20,065 COMMITMENTS 724 7,865 1,948 17,303 10,229 19,975 20,042 90 23 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 537) 50 879 -80 567 -262 537 537 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 39.2 9.7 86.2 51.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 5 26 15 33 21 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 9,730 COMMITMENTS 1,413 2,854 1,850 6,265 4,995 9,528 9,699 202 31 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 977) 99 425 410 448 136 957 971 20 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 29.3 19.0 64.4 51.3 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 7,267,991 COMMITMENTS 787,132 303,003 1455550 4977099 5485911 7219781 7244464 48,210 23,527 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 219,233) 39,685 99,980 6,783 170,036 103,998 216,504 210,761 2,729 8,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 4.2 20.0 68.5 75.5 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 38 37 58 162 134 228 201 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 4,209,403 COMMITMENTS 201,897 160,491 1994048 2009265 2053075 4205209 4207614 4,194 1,789 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 237,462) 1,625 8,702 164,894 71,089 64,001 237,608 237,597 -145 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 3.8 47.4 47.7 48.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 21 22 37 52 51 94 89 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,460 COMMITMENTS 1,620 5,412 281 179,298 178,427 181,199 184,120 9,261 6,340 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 5,020) 0 347 0 4,835 4,986 4,835 5,333 185 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.8 0.1 94.1 93.7 95.1 96.7 4.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 5 3 33 29 36 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 187,468 COMMITMENTS 5,439 5,760 1,900 166,171 171,763 173,510 179,423 13,958 8,045 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 5,884) 1,477 -517 57 4,604 5,887 6,138 5,427 -254 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 3.1 1.0 88.6 91.6 92.6 95.7 7.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 32 28 37 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,351 COMMITMENTS 2,572 29,836 5,448 390,979 365,207 398,999 400,491 10,352 8,860 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -2,497) -12 -1,287 664 -2,791 248 -2,139 -375 -358 -2,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 7.3 1.3 95.5 89.2 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 4 4 42 36 46 43 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 961,322 COMMITMENTS 25,187 7,386 7,669 919,299 942,335 952,155 957,390 9,167 3,932 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 12,363) 3,124 -2,131 -406 9,634 12,621 12,352 10,084 11 2,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.8 0.8 95.6 98.0 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 4 5 41 32 48 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,731 COMMITMENTS 13,615 47,396 2,700 353,429 317,118 369,744 367,214 8,987 11,517 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 17,881) 789 -2,897 13 16,846 17,664 17,648 14,780 233 3,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 12.5 0.7 93.3 83.7 97.6 97.0 2.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 5 5 46 35 56 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 845,442 COMMITMENTS 992 89,069 29,253 806,520 721,857 836,765 840,179 8,677 5,263 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 21,483) 374 6,765 -84 21,218 14,858 21,508 21,539 -25 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 10.5 3.5 95.4 85.4 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 2 15 6 46 52 52 69 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,782 COMMITMENTS 1,877 19,257 2,659 399,793 388,960 404,329 410,876 15,453 8,906 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 9,220) -246 1,157 -382 10,178 7,629 9,550 8,404 -330 816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.6 0.6 95.2 92.7 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 8 4 41 31 45 40 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,436 COMMITMENTS 2,428 8,263 1,164 102,223 101,971 105,815 111,398 9,621 4,038 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,488) -158 430 -2 1,581 973 1,421 1,401 67 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 7.2 1.0 88.6 88.3 91.7 96.5 8.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 4 20 17 25 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,277 COMMITMENTS 1,575 4,862 30 76,649 75,678 78,254 80,570 4,023 1,707 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,740) 0 0 0 1,590 1,740 1,590 1,740 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.9 0.0 93.2 92.0 95.1 97.9 4.9 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 372,474 COMMITMENTS 7,556 4,448 1,224 352,981 355,186 361,761 360,858 10,713 11,616 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -5,530) 87 -9,408 877 -4,922 1,343 -3,958 -7,188 -1,572 1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.2 0.3 94.8 95.4 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 31 27 34 30 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 196,195 COMMITMENTS 1,837 2,721 731 185,817 185,451 188,385 188,903 7,810 7,292 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,067) 1,346 0 -62 2,284 2,040 3,568 1,978 -1,501 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.4 0.4 94.7 94.5 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 24 24 25 26 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 263,549 COMMITMENTS 6,123 1,416 4,316 249,882 249,905 260,321 255,637 3,228 7,912 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 9,819) 0 -944 944 7,420 8,800 8,364 8,800 1,455 1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.5 1.6 94.8 94.8 98.8 97.0 1.2 3.0 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,016 COMMITMENTS 13,850 1,960 341 69,797 80,467 83,988 82,768 2,028 3,248 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 4,196) 1,979 930 0 3,525 3,656 5,504 4,586 -1,308 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.3 0.4 81.1 93.5 97.6 96.2 2.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 1 26 19 32 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 840,944 COMMITMENTS 69,003 17,529 15,077 743,752 803,443 827,832 836,049 13,112 4,895 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 4,025) -9,618 3,731 2,687 11,889 -1,715 4,958 4,703 -933 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 2.1 1.8 88.4 95.5 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 6 10 60 58 75 69 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 205,973 COMMITMENTS 335 4,524 488 197,703 194,889 198,526 199,901 7,447 6,072 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -254) 335 -85 -335 -662 703 -662 283 408 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.2 0.2 96.0 94.6 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 19 17 20 19 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,990 COMMITMENTS 1,273 7,542 3,249 72,135 60,950 76,657 71,741 333 5,249 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,816) -2,766 896 1,144 6,374 1,381 4,752 3,421 -936 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 9.8 4.2 93.7 79.2 99.6 93.2 0.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 6 2 22 18 25 25 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 168,068 COMMITMENTS 18,095 32,202 11,746 136,382 121,648 166,223 165,596 1,845 2,472 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 5,012) -2,972 784 1,316 6,912 2,946 5,256 5,046 -244 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 19.2 7.0 81.1 72.4 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 8 6 38 33 51 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 568,947 COMMITMENTS 1,050 101,945 864 564,087 464,516 566,001 567,325 2,946 1,622 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 13,623) 120 2,283 62 14,384 12,068 14,566 14,413 -943 -790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 17.9 0.2 99.1 81.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 9 2 33 37 36 46 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 35,599 COMMITMENTS 0 1,908 60 34,217 32,430 34,277 34,398 1,322 1,201 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 390) 0 90 -90 482 576 392 576 -2 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.2 96.1 91.1 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 13 16 14 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 252,581 COMMITMENTS 3,290 9,899 1,305 231,834 235,676 236,429 246,880 16,152 5,701 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -3,619) 838 -41 -341 -4,795 -3,879 -4,298 -4,261 679 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.9 0.5 91.8 93.3 93.6 97.7 6.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 3 36 33 41 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,023 COMMITMENTS 0 3,488 0 129,744 123,469 129,744 126,957 279 3,066 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,590) 0 532 0 2,388 1,208 2,388 1,740 -798 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.0 99.8 95.0 99.8 97.6 0.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 4 0 19 24 19 28 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 281,370 COMMITMENTS 5,975 17,733 1,199 266,419 255,784 273,593 274,716 7,777 6,654 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 5,806) 1 -5,251 481 6,297 11,780 6,779 7,010 -973 -1,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 6.3 0.4 94.7 90.9 97.2 97.6 2.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 4 2 39 36 43 40 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,390 COMMITMENTS 0 0 0 109,059 117,786 109,059 117,786 13,331 4,604 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 5,319) 0 0 0 1,569 5,681 1,569 5,681 3,750 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.1 96.2 89.1 96.2 10.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 16 19 16 NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,700 COMMITMENTS 0 0 0 88,819 90,014 88,819 90,014 7,881 6,686 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,109) 0 0 0 1,139 595 1,139 595 -30 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.9 93.1 91.9 93.1 8.1 6.9 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,966 COMMITMENTS 0 4,910 1,139 23,530 19,211 24,669 25,260 4,297 3,706 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 750) 0 840 0 390 -270 390 570 360 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.0 3.9 81.2 66.3 85.2 87.2 14.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 1 11 8 12 13 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 133,269 COMMITMENTS 6,375 0 576 107,623 119,800 114,574 120,376 18,695 12,893 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,767) -822 0 362 3,840 2,386 3,380 2,748 -613 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 0.4 80.8 89.9 86.0 90.3 14.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 2 26 22 28 24 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 70,625 COMMITMENTS 1,158 0 0 61,047 63,720 62,205 63,720 8,420 6,905 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,624) 798 0 0 888 1,320 1,686 1,320 -62 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 86.4 90.2 88.1 90.2 11.9 9.8 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,567 COMMITMENTS 5,959 0 0 58,392 66,446 64,351 66,446 6,216 4,121 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 6,438) 3,736 0 0 3,723 6,164 7,459 6,164 -1,021 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 0.0 82.7 94.2 91.2 94.2 8.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 16 18 18 18 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,513 COMMITMENTS 1,305 270 0 63,906 67,711 65,211 67,981 4,302 1,532 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,476) 418 270 0 150 906 568 1,176 908 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.4 0.0 91.9 97.4 93.8 97.8 6.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 18 15 20 16 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 209,210 COMMITMENTS 5,119 5,308 307 192,485 195,307 197,911 200,922 11,299 8,288 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,108) 413 1,019 -678 2,776 2,208 2,511 2,549 597 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 2.5 0.1 92.0 93.4 94.6 96.0 5.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 2 31 31 37 35 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 190,302 COMMITMENTS 0 1,614 0 183,534 183,003 183,534 184,617 6,768 5,685 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,122) 0 390 0 3,122 2,029 3,122 2,419 0 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 96.4 96.2 96.4 97.0 3.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 0 24 25 24 27 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 23,761 COMMITMENTS 3,801 0 0 17,668 22,543 21,469 22,543 2,292 1,218 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,426) 453 0 0 1,144 3,132 1,597 3,132 1,829 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.0 0.0 74.4 94.9 90.4 94.9 9.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 10 14 13 14 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 306,564 COMMITMENTS 8,512 26,405 1,108 285,949 274,610 295,569 302,123 10,995 4,441 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,318) -12 0 0 1,564 2,440 1,552 2,440 766 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 8.6 0.4 93.3 89.6 96.4 98.6 3.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 1 32 30 35 32 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 200,531 COMMITMENTS 6,702 1,678 0 181,449 190,831 188,151 192,509 12,380 8,022 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -4,503) -1,276 -1 0 -3,952 -5,183 -5,228 -5,184 725 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.8 0.0 90.5 95.2 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 1 0 35 34 37 35 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,872 COMMITMENTS 891 5,268 240 76,504 74,147 77,635 79,655 2,237 217 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,454) 90 2,490 120 3,244 937 3,454 3,547 0 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 6.6 0.3 95.8 92.8 97.2 99.7 2.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 1 28 20 30 26 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 387,010 COMMITMENTS 5,097 450 1,313 369,162 383,465 375,572 385,228 11,438 1,782 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,903) -92 450 306 5,245 3,242 5,459 3,998 -1,556 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.1 0.3 95.4 99.1 97.0 99.5 3.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 1 1 34 27 36 29 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 63,272 COMMITMENTS 0 0 0 53,512 58,138 53,512 58,138 9,760 5,134 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -61) 0 0 0 -31 -61 -31 -61 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 84.6 91.9 84.6 91.9 15.4 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 256,906 COMMITMENTS 14,061 3,062 4,264 224,842 245,182 243,167 252,508 13,739 4,398 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 4,378) -10,724 1,277 -740 15,388 3,552 3,924 4,089 454 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.2 1.7 87.5 95.4 94.7 98.3 5.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 3 22 28 26 33 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 32,315 COMMITMENTS 1,202 0 0 30,951 32,070 32,153 32,070 162 245 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,906) 0 0 0 3,906 3,909 3,906 3,909 0 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 95.8 99.2 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 14 13 16 13 Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 157,120 COMMITMENTS 6,500 0 0 139,236 151,534 145,736 151,534 11,384 5,586 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,886) 486 0 0 3,819 5,420 4,305 5,420 -419 -1,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 88.6 96.4 92.8 96.4 7.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 0 25 24 28 24 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 26,095 COMMITMENTS 1,327 711 231 24,493 24,922 26,051 25,864 44 231 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 497) 118 -54 43 561 536 722 525 -225 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.7 0.9 93.9 95.5 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 4 5 28 30 38 37 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 18,431 COMMITMENTS 773 472 280 17,370 17,679 18,423 18,431 8 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 154) 83 177 0 71 -23 154 154 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.6 1.5 94.2 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 1 25 28 29 31 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 253,282 COMMITMENTS 73,598 28,864 23,289 155,690 200,470 252,577 252,623 705 659 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 7,003) -1,304 -1,235 3,267 5,069 4,903 7,032 6,935 -29 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 11.4 9.2 61.5 79.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 23 18 25 41 37 73 71 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 96,505 COMMITMENTS 93 13,016 7,797 88,280 75,282 96,170 96,095 335 410 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 472) -138 970 -343 780 -256 299 371 173 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 13.5 8.1 91.5 78.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 18 9 32 29 41 48 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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: 75,333 COMMITMENTS 618 9,314 6,226 68,174 59,761 75,018 75,301 315 32 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,422) -70 932 40 1,452 452 1,422 1,424 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 12.4 8.3 90.5 79.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 5 6 25 23 33 30 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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: 51,200 COMMITMENTS 4,820 4,379 6,412 39,688 40,236 50,920 51,027 280 173 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -285) 1,900 -962 -958 -1,227 1,695 -285 -225 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 8.6 12.5 77.5 78.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 7 6 25 28 33 37 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,155 COMMITMENTS 1,435 9,608 2,288 52,061 44,127 55,784 56,023 371 132 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 594) 289 -2,993 471 -70 3,288 690 766 -96 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 17.1 4.1 92.7 78.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 13 6 30 30 39 45 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,418 COMMITMENTS 2,113 13,076 165 51,687 40,950 53,965 54,191 453 227 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,070) 328 125 0 922 945 1,250 1,070 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 24.0 0.3 95.0 75.3 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 2 32 26 37 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,948 COMMITMENTS 2,493 13,136 220 60,726 50,345 63,439 63,701 509 247 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,296) 120 125 0 1,186 1,151 1,306 1,276 -10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 20.5 0.3 95.0 78.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 3 34 26 39 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,697 COMMITMENTS 0 616 340 26,217 25,695 26,557 26,651 140 46 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 195) 0 75 -30 225 150 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 1.3 98.2 96.2 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 30,926 COMMITMENTS 2,400 5,544 0 28,038 24,916 30,438 30,460 488 466 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 319) 0 379 0 319 -60 319 319 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 17.9 0.0 90.7 80.6 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 0 17 18 18 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 31,713 COMMITMENTS 3,292 2,145 410 27,687 29,098 31,389 31,653 324 60 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 6.8 1.3 87.3 91.8 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 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 240,197 COMMITMENTS 58,618 29,080 16,674 163,932 194,286 239,224 240,040 973 157 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,491) 177 2,266 81 3,210 1,143 3,468 3,489 23 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 12.1 6.9 68.2 80.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 16 23 45 40 79 66 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 35,621 COMMITMENTS 0 6,970 410 34,971 28,121 35,381 35,501 240 120 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 130) 0 -300 50 240 380 290 130 -160 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.6 1.2 98.2 78.9 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 2 15 16 17 20 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,012 COMMITMENTS 0 7,120 360 33,252 26,412 33,612 33,892 400 120 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 0) 0 -300 0 0 300 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.9 1.1 97.8 77.7 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 32,284 COMMITMENTS 456 5,254 605 30,745 26,041 31,806 31,900 478 384 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 224) 0 -155 -100 462 631 362 376 -138 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 16.3 1.9 95.2 80.7 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 3 19 15 23 20 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 30,367 COMMITMENTS 456 5,254 605 28,888 24,124 29,949 29,983 418 384 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 240) 0 -155 -100 340 495 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 17.3 2.0 95.1 79.4 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 3 19 15 23 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 138,964 COMMITMENTS 20,190 3,975 6,858 111,551 127,317 138,599 138,150 365 814 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,383) 555 370 420 1,468 1,593 2,443 2,383 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 2.9 4.9 80.3 91.6 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 10 12 26 28 38 42 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,163 COMMITMENTS 135 931 340 31,310 30,810 31,785 32,081 378 82 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 463) 0 -170 5 458 619 463 454 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.9 1.1 97.3 95.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 2 24 20 28 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 39,542 COMMITMENTS 3,354 8,846 25 35,373 30,553 38,752 39,424 790 118 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,179) 52 980 0 1,107 349 1,159 1,329 20 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 22.4 0.1 89.5 77.3 98.0 99.7 2.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 1 23 21 27 24 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,791 COMMITMENTS 1,579 2,693 0 28,154 26,101 29,733 28,794 58 997 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,774) 200 0 0 1,574 1,774 1,774 1,774 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 9.0 0.0 94.5 87.6 99.8 96.7 0.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 23 18 25 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,369 COMMITMENTS 1,780 2,349 0 31,336 30,037 33,116 32,386 253 983 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,255) 199 -44 0 1,056 1,299 1,255 1,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 7.0 0.0 93.9 90.0 99.2 97.1 0.8 2.9 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 05/21/24 | --------------------------------------------------------------| 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: 83,470 COMMITMENTS 2,475 8,625 2,537 78,160 71,943 83,172 83,105 298 365 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 400) 15 335 -20 355 92 350 407 50 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 10.3 3.0 93.6 86.2 99.6 99.6 0.4 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 117,946 COMMITMENTS 10,844 17,621 3,378 103,387 96,322 117,609 117,321 337 625 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,686) 473 1,334 -181 1,426 511 1,718 1,665 -32 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 14.9 2.9 87.7 81.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 14 15 14 33 35 56 55 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 49,420 COMMITMENTS 1,275 4,011 1,013 47,097 44,286 49,385 49,310 35 110 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,675) 0 110 40 1,635 1,480 1,675 1,630 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 8.1 2.0 95.3 89.6 99.9 99.8 0.1 0.2 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 05/21/24 | --------------------------------------------------------------| 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: 46,523 COMMITMENTS 75 6,678 856 45,537 38,989 46,468 46,523 55 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 385) 0 575 0 385 -190 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 14.4 1.8 97.9 83.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 7 3 16 16 20 23 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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: 59,479 COMMITMENTS 17,960 2,948 1,366 39,262 54,667 58,588 58,981 891 498 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,822) 996 97 84 739 1,649 1,819 1,830 3 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 5.0 2.3 66.0 91.9 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 7 4 20 25 24 34 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 61,593 COMMITMENTS 3,740 4,047 2,671 54,602 54,649 61,013 61,367 580 226 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -109) 554 -367 -147 -478 425 -71 -88 -38 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 6.6 4.3 88.6 88.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 7 7 25 26 34 36 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 10,888 COMMITMENTS 0 0 0 10,359 10,790 10,359 10,790 529 98 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 56) 0 0 0 48 56 48 56 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.1 99.1 95.1 99.1 4.9 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 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 37,535 COMMITMENTS 2,065 2,205 443 33,995 34,279 36,503 36,927 1,032 608 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,245) -44 467 -170 1,442 928 1,228 1,225 17 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 5.9 1.2 90.6 91.3 97.3 98.4 2.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 19 19 24 22 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 32,921 COMMITMENTS 2,369 947 282 29,163 30,836 31,814 32,065 1,107 856 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,011) 84 25 -22 944 988 1,006 991 5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.9 0.9 88.6 93.7 96.6 97.4 3.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 18 14 21 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,633 COMMITMENTS 179 2,692 904 30,254 27,584 31,337 31,180 296 453 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,332) 35 -118 56 1,281 1,358 1,372 1,296 -40 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 8.5 2.9 95.6 87.2 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 7 4 26 27 31 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 24,463 COMMITMENTS 0 1,601 434 23,464 21,987 23,898 24,022 565 441 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,003) 0 -16 -23 1,017 999 994 960 9 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 1.8 95.9 89.9 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 8 3 23 24 26 32 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 12,128 COMMITMENTS 486 75 80 11,536 11,956 12,102 12,111 26 17 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 105) 9 0 0 100 97 109 97 -4 8 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 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.8 0.1 96.3 99.1 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 11 15 13 PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,228 COMMITMENTS 620 0 0 32,285 33,228 32,905 33,228 323 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -105) 0 0 0 -105 -105 -105 -105 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,148 COMMITMENTS 710 0 0 33,168 34,148 33,878 34,148 270 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -82) 0 0 0 -82 -82 -82 -82 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 84,539 COMMITMENTS 21,154 8,188 2,023 60,878 73,936 84,055 84,147 484 392 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,098) 124 397 26 1,819 1,582 1,969 2,005 129 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 9.7 2.4 72.0 87.5 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 13 9 35 36 50 53 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 99,098 COMMITMENTS 26,311 13,854 1,955 70,385 82,880 98,651 98,689 447 409 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,494) 240 427 227 3,031 2,841 3,498 3,495 -4 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 14.0 2.0 71.0 83.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 9 17 11 37 38 52 60 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 546,583 COMMITMENTS 101,198 27,080 142,949 301,372 375,170 545,520 545,199 1,063 1,383 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 18,437) -1,924 -15,056 13,261 7,026 20,167 18,363 18,372 73 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 5.0 26.2 55.1 68.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 38 22 50 49 50 106 106 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,242 COMMITMENTS 920 4,425 200 12,814 9,553 13,934 14,178 308 64 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 600) 0 -25 200 400 425 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 31.1 1.4 90.0 67.1 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 1 17 12 19 17 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,831 COMMITMENTS 693 3,200 275 11,640 9,292 12,608 12,767 223 64 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 608) 25 0 175 408 433 608 608 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 24.9 2.1 90.7 72.4 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 1 18 13 20 18 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 23,962 COMMITMENTS 5,910 9,125 1,132 16,180 13,275 23,222 23,532 740 430 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -918) -1,578 465 -348 1,125 -765 -801 -648 -117 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 38.1 4.7 67.5 55.4 96.9 98.2 3.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 15 16 34 35 58 56 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 71,243 COMMITMENTS 3,470 10,067 5,415 62,194 55,509 71,079 70,991 164 252 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,315) 710 -174 53 1,544 2,426 2,307 2,305 8 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 14.1 7.6 87.3 77.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 8 6 33 30 43 41 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 68,751 COMMITMENTS 12,720 2,668 6,822 48,551 58,967 68,093 68,457 658 294 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 4,074) -10 485 -40 4,122 3,669 4,072 4,114 2 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 3.9 9.9 70.6 85.8 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 4 8 28 26 41 34 ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| 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 05/14/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 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 05/21/24 | --------------------------------------------------------------| 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 7,769 8,850 8,989 9,306 361 44 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -240 0 -240 0 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 4.9 0.0 83.1 94.7 96.1 99.5 3.9 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 14,150 COMMITMENTS 1,045 1,310 840 12,205 11,760 14,090 13,910 60 240 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 9.3 5.9 86.3 83.1 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 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 5,245 COMMITMENTS 1,305 893 336 2,747 3,421 4,388 4,650 857 595 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 545) 145 10 55 405 420 605 485 -60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 17.0 6.4 52.4 65.2 83.7 88.7 16.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 8 10 22 19 38 33 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 12,323 COMMITMENTS 1,605 748 1,943 7,829 8,754 11,377 11,445 946 878 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 628) 226 -116 162 179 677 567 723 61 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 6.1 15.8 63.5 71.0 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 6 13 44 48 59 63 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 41,867 COMMITMENTS 7,660 1,033 5,322 28,868 35,163 41,850 41,518 17 349 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,011) 272 -410 181 1,553 2,260 2,006 2,031 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 2.5 12.7 69.0 84.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 4 7 43 38 54 46 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,923 COMMITMENTS 156 1,214 2,198 13,474 12,349 15,828 15,761 95 162 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 255) 0 -145 150 110 255 260 260 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 7.6 13.8 84.6 77.6 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 3 22 24 25 29 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,755 COMMITMENTS 6,251 958 4,282 28,971 33,928 39,504 39,168 251 587 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 1,906) 190 -334 474 1,182 1,956 1,846 2,096 60 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 2.4 10.8 72.9 85.3 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 9 7 11 54 48 68 61 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 7,308 COMMITMENTS 0 70 140 6,811 6,711 6,951 6,921 357 387 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 1.9 93.2 91.8 95.1 94.7 4.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 2 14 15 16 17 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 57,326 COMMITMENTS 44,302 1,601 1,011 11,889 54,685 57,202 57,297 124 29 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 2,137) 1,592 397 106 464 1,631 2,162 2,134 -25 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.3 2.8 1.8 20.7 95.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 5 4 32 39 39 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 136,788 COMMITMENTS 19,514 49,452 7,407 109,340 79,717 136,261 136,576 527 212 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 3,815) -686 3,005 -371 4,841 1,216 3,784 3,850 31 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 36.2 5.4 79.9 58.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 15 20 20 87 83 112 115 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 3,683 COMMITMENTS 435 653 229 2,258 2,475 2,922 3,357 761 326 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: 200) 65 60 16 149 260 230 336 -30 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 17.7 6.2 61.3 67.2 79.3 91.1 20.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 4 5 19 23 28 30 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 53,973 COMMITMENTS 1,445 50 0 52,448 53,893 53,893 53,943 80 30 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -477) -105 50 0 -452 -557 -557 -507 80 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.1 0.0 97.2 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 1 0 37 26 40 27 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 46,333 COMMITMENTS 80 0 25 46,213 46,308 46,318 46,333 15 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -4,229) -18 0 -2 -4,209 -4,227 -4,229 -4,229 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: 43) 1 0 1 24 31 25 32 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 17,162 COMMITMENTS 0 60 15 17,147 17,021 17,162 17,096 0 66 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -1,778) 0 -30 0 -1,769 -1,743 -1,769 -1,773 -9 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.1 99.9 99.2 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 15 17 16 18 CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 11,503 COMMITMENTS 0 0 0 11,410 11,371 11,410 11,371 93 132 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -1,362) 0 0 0 -1,347 -1,345 -1,347 -1,345 -15 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 98.9 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 16 14 16 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 7,645 COMMITMENTS 60 1,410 450 7,082 5,785 7,592 7,645 53 0 CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST: -323) 10 25 0 -333 -343 -323 -318 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 18.4 5.9 92.6 75.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 13 15 15 20
Updated May 24, 2024