NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 108,314 COMMITMENTS 16,605 13,606 8,190 83,519 86,518 108,314 108,314 0 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 12.6 7.6 77.1 79.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 5 2 18 11 21 18 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 260,544 COMMITMENTS 35,244 60,369 13,654 211,632 186,521 260,530 260,544 14 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 958) 10 25 114 834 819 958 958 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 23.2 5.2 81.2 71.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 11 9 6 26 20 41 32 CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 LCFS Credits- each of 1 MT OPEN INTEREST: 46,308 COMMITMENTS 11,638 12,481 8,022 26,645 25,804 46,305 46,307 3 1 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 578) -638 -496 812 404 261 579 577 -1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 27.0 17.3 57.5 55.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 16 6 9 12 9 33 20 D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 19,636 COMMITMENTS 10,851 7,206 2,416 6,287 9,956 19,554 19,578 82 58 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 6) 164 60 -40 -118 -19 6 1 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.3 36.7 12.3 32.0 50.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 23 14 10 14 30 41 PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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 06/18/24 (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 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,644 COMMITMENTS 13,300 38,244 2,250 28,094 3,150 43,644 43,644 0 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,088) 500 1,125 -37 625 0 1,088 1,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 87.6 5.2 64.4 7.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 9 3 8 4 15 14 D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50,000 RINs) OPEN INTEREST: 15,494 COMMITMENTS 4,917 3,528 1,405 9,119 10,525 15,441 15,458 53 36 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 208) 32 71 -85 261 222 208 208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 22.8 9.1 58.9 67.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 6 7 9 9 24 21 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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: 11,593 COMMITMENTS 0 6,575 150 11,443 4,868 11,593 11,593 0 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 56.7 1.3 98.7 42.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 6 1 7 8 8 14 MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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 1,559 1,867 11,832 16,236 19,677 19,662 0 15 CHANGES FROM 06/18/24 (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 7.9 9.5 60.1 82.5 100.0 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 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 17,740 COMMITMENTS 2,745 6,529 0 14,995 11,211 17,740 17,740 0 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 36.8 0.0 84.5 63.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 0 12 5 15 8 PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 AECs) OPEN INTEREST: 45,415 COMMITMENTS 20,213 10,605 10 25,192 34,780 45,415 45,395 0 20 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 105) 100 -100 0 5 185 105 85 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 23.4 0.0 55.5 76.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 4 1 14 12 25 16 CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 256,664 COMMITMENTS 128,520 31,176 70,610 57,117 154,812 256,247 256,597 417 67 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 428) -155 -2,895 278 596 3,071 719 453 -291 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 12.1 27.5 22.3 60.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 81 18 46 41 37 133 92 CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,869 COMMITMENTS 20,507 26,050 225 22,940 17,594 43,672 43,869 197 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 222) -90 -490 225 -64 487 71 222 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 59.4 0.5 52.3 40.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 10 2 11 11 32 21 WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Washington carbon allowances OPEN INTEREST: 4,413 COMMITMENTS 2,028 1,378 296 2,031 2,691 4,355 4,366 58 47 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 14) -3 8 12 -26 -15 -17 5 31 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.9 31.2 6.7 46.0 61.0 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 7 5 7 9 20 18 RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 67,737 COMMITMENTS 15,946 10,082 15,632 36,033 41,974 67,610 67,688 127 49 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -26) -795 56 190 576 202 -28 448 2 -474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 14.9 23.1 53.2 62.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 29 11 17 24 20 59 42 MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 7,153 COMMITMENTS 300 57 158 6,582 6,763 7,040 6,978 113 175 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 537) 0 0 0 537 537 537 537 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.8 2.2 92.0 94.5 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 14 17 16 19 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 40,186 COMMITMENTS 13,302 458 4,070 22,789 35,510 40,161 40,038 25 148 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,453) 429 0 91 938 1,310 1,458 1,401 -5 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 1.1 10.1 56.7 88.4 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 8 34 43 42 52 FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 18,439 COMMITMENTS 118 8,838 1,497 16,819 8,081 18,434 18,416 5 23 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 42) -57 111 -6 105 -63 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 47.9 8.1 91.2 43.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 5 5 30 14 36 20 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 11,355 COMMITMENTS 1,534 4,090 2,492 7,131 4,753 11,157 11,335 198 20 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 224) 0 10 244 -20 -30 224 224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 36.0 21.9 62.8 41.9 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 3 22 19 26 24 NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 7,424,643 COMMITMENTS 769,401 162,665 1682387 4926130 5564566 7377918 7409618 46,725 15,025 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 119,406) -29,808 18,511 77,214 71,497 36,266 118,903 131,991 503 -12,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 2.2 22.7 66.3 74.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 39 30 58 169 142 235 204 NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,974,230 COMMITMENTS 218,580 157,752 1866743 1880672 1939818 3965995 3964312 8,235 9,917 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -323,585) 11,583 -31,664 -204,209 -134,113 -94,412 -326,739 -330,285 3,155 6,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 4.0 47.0 47.3 48.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 28 14 36 50 47 90 85 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,643 COMMITMENTS 1,620 6,872 92 179,322 181,603 181,034 188,567 14,609 7,076 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,362) -239 1,072 -279 1,365 1,654 847 2,447 1,515 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.5 0.0 91.7 92.8 92.5 96.4 7.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 5 1 31 27 32 33 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 187,710 COMMITMENTS 7,488 2,366 2,570 160,774 176,698 170,832 181,634 16,878 6,076 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 369) -27 118 -801 1,194 1,259 366 576 3 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.3 1.4 85.7 94.1 91.0 96.8 9.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 4 31 31 37 37 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,270 COMMITMENTS 6,184 16,853 3,137 378,830 368,346 388,151 388,336 7,119 6,934 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 4,203) 332 203 57 3,281 3,249 3,670 3,509 533 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 4.3 0.8 95.8 93.2 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 6 6 42 38 48 47 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 955,332 COMMITMENTS 21,695 5,970 10,599 914,253 934,364 946,547 950,933 8,785 4,399 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -2,698) 129 -269 1,749 -4,205 -4,693 -2,327 -3,213 -371 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.6 1.1 95.7 97.8 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 5 5 42 36 48 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,822 COMMITMENTS 16,759 43,673 2,915 352,475 324,824 372,149 371,412 9,673 10,410 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 9,776) 1,555 615 -148 9,198 9,533 10,605 10,000 -829 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 11.4 0.8 92.3 85.1 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 5 7 5 47 37 56 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,835 COMMITMENTS 1,513 107,545 34,942 809,825 706,160 846,280 848,647 7,555 5,188 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 14,794) 822 9,294 -2,329 16,604 8,508 15,097 15,473 -303 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 12.6 4.1 94.8 82.7 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 2 14 8 48 51 56 67 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 413,814 COMMITMENTS 0 18,968 2,591 398,945 380,736 401,536 402,295 12,278 11,519 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 10,610) -810 1,351 367 11,815 8,591 11,372 10,309 -762 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.6 96.4 92.0 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 0 11 5 44 35 49 46 ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,749 COMMITMENTS 3,604 5,256 1,029 102,699 103,390 107,332 109,675 7,417 5,074 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,130) 524 -104 -53 630 1,128 1,101 971 29 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 4.6 0.9 89.5 90.1 93.5 95.6 6.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 5 6 22 17 29 25 CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 2,500 MMBtus OPEN INTEREST: 33,337 COMMITMENTS 3,206 0 0 29,889 31,869 33,095 31,869 242 1,468 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 0.0 89.7 95.6 99.3 95.6 0.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 10 13 13 13 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,536 COMMITMENTS 3,046 2,173 929 79,727 81,527 83,702 84,629 2,834 1,907 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 3,720) -403 37 713 3,223 2,756 3,533 3,506 187 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.5 1.1 92.1 94.2 96.7 97.8 3.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 2 26 28 30 31 CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2,500 MMBtu OPEN INTEREST: 38,765 COMMITMENTS 2,649 2,696 524 35,109 34,150 38,282 37,370 483 1,395 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 608) 713 -31 294 -368 340 639 603 -31 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 7.0 1.4 90.6 88.1 98.8 96.4 1.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 15 11 19 13 CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 365,199 COMMITMENTS 6,706 32,397 2,232 344,855 317,762 353,793 352,391 11,406 12,808 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 3,484) 642 7,970 -174 1,288 -7,153 1,756 643 1,728 2,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 8.9 0.6 94.4 87.0 96.9 96.5 3.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 4 4 35 29 42 34 TCO Basis - ICE FUTURES ENERGY DIV Code-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 192,899 COMMITMENTS 2,288 3,989 154 182,323 181,635 184,765 185,778 8,134 7,121 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,652) 490 1,712 -339 836 1,060 987 2,433 665 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.1 0.1 94.5 94.2 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 1 23 25 24 27 CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 282,731 COMMITMENTS 4,707 7,945 2,788 272,458 263,138 279,953 273,871 2,778 8,860 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 12,468) 124 4,281 -1,727 13,743 9,641 12,140 12,195 328 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.8 1.0 96.4 93.1 99.0 96.9 1.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 1 19 31 22 33 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,396 COMMITMENTS 17,813 0 2,640 74,525 92,487 94,978 95,127 2,418 2,269 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 16,182) 7,253 -1,997 1,997 6,045 15,955 15,295 15,955 887 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 0.0 2.7 76.5 95.0 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 0 1 26 27 35 28 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 899,410 COMMITMENTS 70,975 25,224 34,375 779,317 833,125 884,667 892,724 14,743 6,686 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 16,452) 17,155 -369 3,165 -4,820 14,596 15,500 17,392 952 -940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.8 3.8 86.6 92.6 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 12 6 14 58 59 76 73 EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 209,081 COMMITMENTS 0 2,782 287 203,922 201,263 204,209 204,332 4,872 4,749 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,917) 0 608 -80 2,078 1,471 1,998 1,999 -81 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.1 97.5 96.3 97.7 97.7 2.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 20 17 21 19 HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,974 COMMITMENTS 13,793 23,631 8,470 96,489 85,676 118,752 117,777 2,222 3,197 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 31,210) 7,068 822 3,518 20,866 27,127 31,452 31,467 -242 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 19.5 7.0 79.8 70.8 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 5 5 31 37 40 44 HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 179,015 COMMITMENTS 18,954 32,289 13,984 144,361 131,040 177,299 177,313 1,716 1,702 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 31,918) 5,329 -370 5,206 21,858 27,044 32,393 31,880 -475 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 18.0 7.8 80.6 73.2 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 8 9 8 41 49 53 62 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 572,642 COMMITMENTS 0 110,503 279 569,706 459,517 569,985 570,299 2,657 2,343 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 10,716) 0 -3,168 0 10,772 13,822 10,772 10,654 -56 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.3 0.0 99.5 80.2 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 0 9 1 34 34 35 43 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 36,585 COMMITMENTS 275 2,851 0 34,528 33,154 34,803 36,005 1,782 580 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 4,071) 275 403 0 3,544 3,628 3,819 4,031 252 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 7.8 0.0 94.4 90.6 95.1 98.4 4.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 13 19 14 21 MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 261,184 COMMITMENTS 5,119 10,460 1,320 241,272 244,825 247,711 256,605 13,473 4,579 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 6,699) 409 667 129 6,105 5,591 6,643 6,387 56 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.0 0.5 92.4 93.7 94.8 98.2 5.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 4 4 37 37 44 44 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,839 COMMITMENTS 0 1,591 93 126,408 122,222 126,501 123,906 338 2,933 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,209) 0 1,363 93 1,147 -279 1,240 1,177 -31 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.1 99.7 96.4 99.7 97.7 0.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 1 20 25 21 27 ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 36,521 COMMITMENTS 1,524 2,806 0 33,739 31,943 35,263 34,749 1,258 1,772 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,029) 840 262 0 820 1,488 1,660 1,750 369 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 7.7 0.0 92.4 87.5 96.6 95.1 3.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 0 12 11 15 13 NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,534 COMMITMENTS 2,009 372 0 62,691 60,875 64,700 61,247 7,834 11,287 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 836) 2,009 93 0 438 1,197 2,447 1,290 -1,611 -454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.5 0.0 86.4 83.9 89.2 84.4 10.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 18 17 19 NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 303,445 COMMITMENTS 6,079 19,434 1,680 286,184 276,693 293,943 297,807 9,502 5,638 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 997) 677 -4,107 1,310 -221 3,573 1,766 776 -769 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.4 0.6 94.3 91.2 96.9 98.1 3.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 3 1 41 39 45 42 NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,166 COMMITMENTS 0 0 0 111,018 119,883 111,018 119,883 13,148 4,283 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,015) 0 0 0 954 1,254 954 1,254 61 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.4 96.6 89.4 96.6 10.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 18 20 18 NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,104 COMMITMENTS 0 0 0 84,655 87,651 84,655 87,651 10,449 7,453 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 31) 0 0 0 0 0 0 0 31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.0 92.2 89.0 92.2 11.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 14 17 14 NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,459 COMMITMENTS 54 5,264 1,029 24,307 19,573 25,390 25,866 3,069 2,593 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,240) -31 496 124 739 1,139 832 1,759 408 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 18.5 3.6 85.4 68.8 89.2 90.9 10.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 14 14 16 18 MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,988 COMMITMENTS 119 248 631 120,586 118,697 121,336 119,576 5,652 7,412 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 991) 119 0 631 -95 991 655 1,622 336 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.5 95.0 93.5 95.5 94.2 4.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 16 17 18 PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 133,300 COMMITMENTS 5,120 1,366 2,604 106,414 119,246 114,138 123,216 19,162 10,084 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,291) 884 1,366 1,491 1,796 2,930 4,171 5,787 -1,880 -3,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.0 2.0 79.8 89.5 85.6 92.4 14.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 5 26 24 31 29 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,429 COMMITMENTS 2,241 370 0 45,722 50,326 47,963 50,696 6,466 3,733 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.7 0.0 84.0 92.5 88.1 93.1 11.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 13 12 15 13 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,118 COMMITMENTS 0 2,237 0 24,617 23,052 24,617 25,289 2,501 1,829 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,364) 0 1,209 0 1,333 279 1,333 1,488 31 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 90.8 85.0 90.8 93.3 9.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 11 15 14 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 71,736 COMMITMENTS 2,698 0 0 62,483 66,644 65,181 66,644 6,555 5,092 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 923) 1,162 0 0 219 -151 1,381 -151 -458 1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.0 87.1 92.9 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 15 18 18 18 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,674 COMMITMENTS 5,725 0 0 58,355 68,159 64,080 68,159 6,594 2,515 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,826) 0 0 0 1,764 1,795 1,764 1,795 62 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 0.0 82.6 96.4 90.7 96.4 9.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 18 21 20 21 TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,615 COMMITMENTS 2,359 1,351 0 66,636 68,609 68,995 69,960 2,620 1,655 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 4,491) 1,147 1,081 0 3,124 2,945 4,271 4,026 220 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.9 0.0 93.0 95.8 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 0 21 16 25 18 TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 211,279 COMMITMENTS 4,344 6,203 216 196,964 195,962 201,524 202,381 9,755 8,898 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 5,478) 0 499 0 5,442 5,016 5,442 5,515 36 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.9 0.1 93.2 92.8 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 6 1 30 30 34 36 TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 220,486 COMMITMENTS 0 1,199 0 212,065 214,352 212,065 215,551 8,421 4,935 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 28,102) 0 -31 0 28,102 29,417 28,102 29,386 0 -1,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 96.2 97.2 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 23 24 23 25 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 20,354 COMMITMENTS 1,643 253 212 15,767 17,440 17,622 17,905 2,732 2,449 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 3,596) 1,116 253 212 2,099 2,511 3,427 2,976 169 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 1.2 1.0 77.5 85.7 86.6 88.0 13.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 14 13 16 14 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 327,311 COMMITMENTS 5,013 21,318 3,910 310,245 297,944 319,168 323,172 8,143 4,139 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 7,233) -1,047 1,866 1,593 6,307 3,585 6,853 7,044 380 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.5 1.2 94.8 91.0 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 6 36 28 42 34 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 63,257 COMMITMENTS 2,900 2,621 248 58,856 59,223 62,004 62,092 1,253 1,165 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,612) 0 -248 248 1,147 2,040 1,395 2,040 217 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.1 0.4 93.0 93.6 98.0 98.2 2.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 10 16 13 17 TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 210,479 COMMITMENTS 13,656 2,636 1,209 186,982 198,982 201,847 202,827 8,632 7,652 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 6,617) 2,446 272 29 4,806 5,589 7,281 5,890 -664 727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.3 0.6 88.8 94.5 95.9 96.4 4.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 3 4 40 39 47 45 WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,827 COMMITMENTS 1,000 7,879 122 78,130 75,157 79,252 83,158 4,575 669 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 3,276) -494 1,643 122 2,079 992 1,707 2,757 1,569 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 9.4 0.1 93.2 89.7 94.5 99.2 5.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 26 18 29 22 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 422,208 COMMITMENTS 13,183 3,031 1,737 395,351 415,739 410,271 420,507 11,937 1,701 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 13,083) 488 887 751 12,694 11,800 13,933 13,438 -850 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.7 0.4 93.6 98.5 97.2 99.6 2.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 4 32 28 37 34 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 64,847 COMMITMENTS 232 2,334 12 55,644 58,259 55,888 60,605 8,959 4,242 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 264) 232 -62 12 -108 326 136 276 128 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.6 0.0 85.8 89.8 86.2 93.5 13.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 16 19 18 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 31,782 COMMITMENTS 0 0 0 28,787 30,348 28,787 30,348 2,995 1,434 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 4,464) 0 0 0 3,999 4,704 3,999 4,704 465 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.6 95.5 90.6 95.5 9.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 12 14 12 14 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 249,885 COMMITMENTS 16,097 3,999 1,410 226,051 240,701 243,558 246,110 6,327 3,775 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 13,256) 10,212 1,542 -876 7,212 12,498 16,548 13,164 -3,292 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.6 0.6 90.5 96.3 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 4 25 30 30 36 REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 32,116 COMMITMENTS 536 643 0 30,605 31,229 31,141 31,872 975 244 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,356) 331 403 -23 2,167 2,718 2,475 3,098 -119 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.0 0.0 95.3 97.2 97.0 99.2 3.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 0 18 17 20 19 Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 171,245 COMMITMENTS 10,096 0 419 153,667 165,761 164,182 166,180 7,063 5,065 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 11,474) 2,534 0 361 9,907 11,443 12,802 11,804 -1,328 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 0.2 89.7 96.8 95.9 97.0 4.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 0 2 28 26 36 28 TRANSCO ZONE 5 SOUTH INDEX - ICE FUTURES ENERGY DIV Code-0233FK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 22,505 COMMITMENTS 2,673 399 46 18,353 21,040 21,072 21,485 1,433 1,020 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 1.8 0.2 81.6 93.5 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 1 12 13 16 15 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 26,658 COMMITMENTS 1,233 1,159 190 25,170 25,067 26,593 26,416 65 242 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 271) -192 12 99 364 144 271 255 0 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.3 0.7 94.4 94.0 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 7 5 28 30 36 41 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MWh for about 368 Hours) OPEN INTEREST: 17,572 COMMITMENTS 1,529 413 25 16,018 17,122 17,572 17,560 0 12 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 170) -10 0 10 170 160 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 2.4 0.1 91.2 97.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 1 26 27 31 30 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 244,956 COMMITMENTS 75,962 15,109 25,412 142,737 204,058 244,111 244,579 845 377 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,463) 2,767 -2,244 -563 26 5,451 2,230 2,644 233 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 6.2 10.4 58.3 83.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 15 24 39 39 72 69 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 97,063 COMMITMENTS 463 13,570 7,121 89,273 76,009 96,857 96,700 206 363 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 314) 357 -1,175 293 -279 1,198 371 316 -57 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 14.0 7.3 92.0 78.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 17 9 27 31 37 50 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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: 79,909 COMMITMENTS 691 9,617 7,202 71,890 63,037 79,783 79,856 126 53 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 282) 0 542 -20 300 -240 280 282 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 12.0 9.0 90.0 78.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 6 24 24 33 31 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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: 53,277 COMMITMENTS 9,672 5,355 6,240 37,103 41,508 53,015 53,103 262 174 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 287) 0 224 182 105 -119 287 287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 10.1 11.7 69.6 77.9 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 7 7 25 28 34 38 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 59,032 COMMITMENTS 2,708 11,491 3,140 52,778 44,150 58,626 58,781 406 251 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 175) 379 602 5 -199 -432 185 175 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 19.5 5.3 89.4 74.8 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 8 7 29 29 42 41 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,352 COMMITMENTS 2,010 12,749 345 51,332 41,031 53,687 54,125 665 227 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -45) -148 -250 150 -47 55 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 23.5 0.6 94.4 75.5 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 4 2 31 27 35 32 AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 6,600 COMMITMENTS 400 400 0 6,100 6,200 6,500 6,600 100 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -9,000) 300 -100 -100 -9,200 -8,800 -9,000 -9,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 6.1 0.0 92.4 93.9 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 17 11 18 13 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,317 COMMITMENTS 2,458 12,836 492 59,877 49,742 62,827 63,070 490 247 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 124) -246 -250 220 150 154 124 124 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 20.3 0.8 94.6 78.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 4 4 33 26 39 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,940 COMMITMENTS 0 762 115 25,651 24,999 25,766 25,876 174 64 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -75) 0 185 -25 -55 -235 -80 -75 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.4 98.9 96.4 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 19 18 21 21 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 29,759 COMMITMENTS 2,400 5,179 130 26,736 24,020 29,266 29,329 493 430 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 49) 0 -135 130 -81 54 49 49 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 17.4 0.4 89.8 80.7 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 17 18 19 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 31,930 COMMITMENTS 3,307 1,640 365 27,987 29,918 31,659 31,923 271 7 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -7) 0 0 0 -15 8 -15 8 8 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 5.1 1.1 87.7 93.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 2 2 20 13 27 17 ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,347 COMMITMENTS 3,462 200 355 25,889 29,690 29,706 30,245 641 102 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -112) 0 0 0 -120 -97 -120 -97 8 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.7 1.2 85.3 97.8 97.9 99.7 2.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 1 2 17 12 24 15 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mw per Peak Hour OPEN INTEREST: 232,353 COMMITMENTS 58,922 29,142 17,115 155,289 185,941 231,326 232,198 1,027 155 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -54) 63 -27 9 -100 -22 -28 -40 -26 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 12.5 7.4 66.8 80.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 17 23 41 40 73 68 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Peak Hour OPEN INTEREST: 34,883 COMMITMENTS 50 6,155 560 34,048 28,063 34,658 34,778 225 105 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 17.6 1.6 97.6 80.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 14 15 16 18 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,687 COMMITMENTS 0 6,330 560 31,762 25,692 32,322 32,582 365 105 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.4 1.7 97.2 78.6 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 1 13 12 14 16 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per peak hour OPEN INTEREST: 31,359 COMMITMENTS 511 5,281 570 29,842 25,125 30,923 30,976 436 383 CHANGES FROM 06/18/24 (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 16.8 1.8 95.2 80.1 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 19 15 22 20 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MWh per Off-Peak Hour OPEN INTEREST: 29,735 COMMITMENTS 511 5,281 570 28,278 23,501 29,359 29,352 376 383 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 17.8 1.9 95.1 79.0 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 19 15 22 20 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,900 COMMITMENTS 1,100 6,600 100 14,700 9,050 15,900 15,750 0 150 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 41.5 0.6 92.5 56.9 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 5 2 6 4 11 11 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh per Off-Peak Hour OPEN INTEREST: 137,430 COMMITMENTS 21,630 4,156 6,323 109,117 126,216 137,070 136,695 360 735 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 405) 0 110 0 405 295 405 405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 3.0 4.6 79.4 91.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 11 11 26 27 38 40 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,091 COMMITMENTS 290 2,314 70 30,355 28,634 30,715 31,018 376 73 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -89) 0 190 0 -94 -279 -94 -89 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 7.4 0.2 97.6 92.1 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 2 24 23 26 27 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 36,546 COMMITMENTS 3,384 8,011 70 32,380 28,298 35,834 36,379 712 167 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 45) 30 -147 30 -25 157 35 40 10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 21.9 0.2 88.6 77.4 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 2 22 22 27 26 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,323 COMMITMENTS 2,722 3,302 7 27,147 26,070 29,876 29,379 447 944 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 647) 293 280 0 347 415 640 695 7 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 10.9 0.0 89.5 86.0 98.5 96.9 1.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 1 20 19 22 22 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,277 COMMITMENTS 2,957 2,658 0 32,764 32,682 35,721 35,340 556 937 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,706) 301 258 0 1,379 1,494 1,680 1,752 26 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 7.3 0.0 90.3 90.1 98.5 97.4 1.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 0 23 19 24 22 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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: 79,834 COMMITMENTS 2,505 6,921 2,315 74,745 70,243 79,565 79,479 269 355 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 381) -500 -197 179 696 397 375 379 6 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 8.7 2.9 93.6 88.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 10 9 33 34 45 47 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 116,228 COMMITMENTS 9,920 16,467 3,906 102,066 95,171 115,892 115,543 336 685 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -916) -715 -1,197 -61 -175 344 -951 -913 35 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 14.2 3.4 87.8 81.9 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 12 14 15 33 35 55 54 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 48,232 COMMITMENTS 330 3,508 890 46,979 43,677 48,199 48,075 33 157 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 426) 0 70 0 426 326 426 396 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 7.3 1.8 97.4 90.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 6 2 21 20 26 26 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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: 46,490 COMMITMENTS 125 6,585 700 45,625 39,185 46,450 46,470 40 20 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 75) 0 75 0 75 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 14.2 1.5 98.1 84.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 2 18 16 22 20 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| 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: 63,608 COMMITMENTS 22,788 3,276 1,416 38,573 58,643 62,777 63,335 831 273 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 485) 50 501 -81 516 65 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 5.2 2.2 60.6 92.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 6 19 24 25 32 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 61,296 COMMITMENTS 3,696 2,119 2,940 53,889 55,953 60,524 61,011 772 285 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 554) 0 536 -189 757 231 568 578 -14 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 3.5 4.8 87.9 91.3 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 6 7 26 26 34 33 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,085 COMMITMENTS 0 0 0 11,618 12,007 11,618 12,007 467 78 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 660) 0 0 0 640 660 640 660 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 99.4 96.1 99.4 3.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 15 18 15 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 10,467 COMMITMENTS 160 0 0 9,952 10,252 10,112 10,252 355 215 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 95.1 97.9 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 16 18 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,108 COMMITMENTS 3,294 1,959 439 36,691 38,119 40,424 40,517 684 591 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 837) 358 -57 37 412 789 807 769 30 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 4.8 1.1 89.3 92.7 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 21 22 26 24 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 33,889 COMMITMENTS 2,350 458 457 30,021 32,476 32,828 33,391 1,061 498 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 180) 0 -30 0 120 210 120 180 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 1.4 1.3 88.6 95.8 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 18 19 21 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,933 COMMITMENTS 180 3,200 1,343 31,061 27,967 32,584 32,510 349 423 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 370) -89 595 149 244 -374 304 370 66 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.7 4.1 94.3 84.9 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 7 3 25 25 29 33 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 368 Hours) OPEN INTEREST: 24,869 COMMITMENTS 40 2,209 384 23,960 21,953 24,384 24,546 485 323 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -273) 0 10 -10 -263 -273 -273 -273 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 8.9 1.5 96.3 88.3 98.0 98.7 2.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 7 3 24 25 27 33 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 11,934 COMMITMENTS 361 130 110 11,404 11,679 11,875 11,919 59 15 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 130) 10 80 0 120 89 130 169 0 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.1 0.9 95.6 97.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 22 15 27 18 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1 MW for about 368 Hours) OPEN INTEREST: 9,424 COMMITMENTS 55 75 20 9,069 9,329 9,144 9,424 280 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -9) 0 0 0 -9 -9 -9 -9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.8 0.2 96.2 99.0 97.0 100.0 3.0 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 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,116 COMMITMENTS 795 0 0 32,100 33,116 32,895 33,116 221 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 849) 200 0 0 719 849 919 849 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 96.9 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 0 19 14 23 14 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,087 COMMITMENTS 870 0 0 33,039 34,087 33,909 34,087 178 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 850) 200 0 0 720 850 920 850 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.0 96.9 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 0 20 14 24 14 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 86,730 COMMITMENTS 19,582 13,633 1,821 64,847 70,549 86,250 86,003 480 727 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 3,547) -25 2,672 -132 3,806 1,018 3,649 3,558 -102 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 15.7 2.1 74.8 81.3 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 15 8 35 35 47 53 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 96,682 COMMITMENTS 24,431 12,174 1,936 69,731 82,079 96,098 96,189 584 493 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 721) -19 875 -124 841 5 698 756 23 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 12.6 2.0 72.1 84.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 15 13 34 36 53 56 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 538,528 COMMITMENTS 94,876 18,730 144,335 297,631 373,962 536,842 537,027 1,687 1,501 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,387) -6,479 3,447 2,707 4,929 -4,880 1,158 1,275 228 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 3.5 26.8 55.3 69.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 40 22 48 51 52 111 105 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,364 COMMITMENTS 1,059 3,106 150 11,824 10,014 13,033 13,270 331 94 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 150) 0 -100 0 150 250 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 23.2 1.1 88.5 74.9 97.5 99.3 2.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 5 1 15 10 18 16 PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,886 COMMITMENTS 850 2,505 125 10,716 9,180 11,691 11,810 195 76 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 21.1 1.1 90.2 77.2 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 1 17 12 19 18 PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV Code-0643IA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 7,916 COMMITMENTS 4,095 1,690 451 3,080 5,265 7,626 7,406 290 510 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -6,321) -2,570 -1,497 -786 -2,920 -3,850 -6,276 -6,133 -45 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.7 21.3 5.7 38.9 66.5 96.3 93.6 3.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 5 4 12 9 22 16 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 21,525 COMMITMENTS 5,735 4,110 3,030 11,845 14,200 20,610 21,340 915 185 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -440) -1,615 258 685 960 -1,135 30 -192 -470 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 19.1 14.1 55.0 66.0 95.7 99.1 4.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 9 11 36 30 54 44 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 78,216 COMMITMENTS 2,738 11,631 6,175 69,095 60,170 78,008 77,976 208 240 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,608) -244 -335 810 2,009 2,183 2,575 2,658 33 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 14.9 7.9 88.3 76.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 9 7 30 30 42 41 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 70,129 COMMITMENTS 9,982 2,524 8,301 51,034 59,059 69,317 69,884 812 245 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -772) 316 -309 -422 -666 -16 -772 -747 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 3.6 11.8 72.8 84.2 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 6 8 28 24 42 33 ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 19,275 COMMITMENTS 4,525 0 0 14,750 19,060 19,275 19,060 0 215 CHANGES FROM 06/18/24 (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 ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1MW for about 352 Hours) OPEN INTEREST: 16,655 COMMITMENTS 1,220 1,310 1,215 14,220 13,890 16,655 16,415 0 240 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 7.9 7.3 85.4 83.4 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 3 19 17 23 22 PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 metric tonnes OPEN INTEREST: 5,726 COMMITMENTS 1,570 1,161 626 2,760 3,244 4,956 5,031 770 695 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 450) 210 90 40 195 265 445 395 5 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 20.3 10.9 48.2 56.7 86.6 87.9 13.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 7 12 28 23 43 36 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 13,299 COMMITMENTS 1,145 917 2,274 8,717 9,231 12,136 12,422 1,163 877 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 757) -75 -22 291 502 415 718 684 39 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 6.9 17.1 65.5 69.4 91.3 93.4 8.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 5 14 44 47 60 63 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 51,743 COMMITMENTS 8,273 1,597 5,390 38,068 44,439 51,731 51,426 12 317 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,734) 710 150 130 894 1,459 1,734 1,739 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 3.1 10.4 73.6 85.9 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 9 3 8 42 39 54 48 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,384 COMMITMENTS 168 3,083 2,249 14,904 11,900 17,321 17,232 63 152 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 519) 25 239 -79 568 359 514 519 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 17.7 12.9 85.7 68.5 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 5 22 25 27 31 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 42,155 COMMITMENTS 6,703 944 4,798 30,428 35,904 41,929 41,646 226 509 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,217) 224 104 614 1,439 1,653 2,277 2,371 -60 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 2.2 11.4 72.2 85.2 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 4 10 57 54 74 65 PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 8,389 COMMITMENTS 0 86 266 7,739 7,543 8,005 7,895 384 494 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 261) 0 33 -2 378 230 376 261 -115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 3.2 92.3 89.9 95.4 94.1 4.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 3 15 15 18 18 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 64,449 COMMITMENTS 51,558 1,418 1,092 11,683 61,939 64,333 64,449 116 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 2,479) 244 32 79 2,172 2,368 2,495 2,479 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.0 2.2 1.7 18.1 96.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 7 4 30 44 36 53 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 143,471 COMMITMENTS 24,591 55,255 6,453 112,000 81,552 143,044 143,260 427 211 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 1,610) 1,115 821 -188 665 1,054 1,592 1,687 18 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 38.5 4.5 78.1 56.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 17 19 21 93 91 120 122 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 3,524 COMMITMENTS 458 552 137 2,155 2,310 2,750 2,999 774 525 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 113) -3 -42 10 30 100 37 68 76 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 15.7 3.9 61.2 65.6 78.0 85.1 22.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 5 18 21 25 29 CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 51,690 COMMITMENTS 2,185 50 0 49,470 51,640 51,655 51,690 35 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 135) 0 0 0 120 135 120 135 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.1 0.0 95.7 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 0 36 28 39 29 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 47,462 COMMITMENTS 310 0 0 47,152 47,462 47,462 47,462 0 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 955) 45 0 0 940 955 985 955 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 0 0 28 31 30 31 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 15,382 COMMITMENTS 0 100 0 15,382 15,227 15,382 15,327 0 55 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 100.0 99.0 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 14 19 14 20 CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 15,634 COMMITMENTS 0 0 0 15,602 15,519 15,602 15,519 32 115 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: 305) 0 0 0 335 305 335 305 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.3 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 18 16 18 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 20,255 COMMITMENTS 4,920 2,037 841 12,731 13,148 18,492 16,026 1,763 4,229 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -51) -534 -25 -83 -306 -156 -923 -264 872 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 10.1 4.2 62.9 64.9 91.3 79.1 8.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 14 14 17 17 MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Barrels OPEN INTEREST: 6,894 COMMITMENTS 481 730 125 6,199 6,039 6,805 6,894 89 0 CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST: -127) 0 0 0 -127 -127 -127 -127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 10.6 1.8 89.9 87.6 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 2 14 13 18 18
Updated June 28, 2024