NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       73,483
COMMITMENTS
   9,625   10,501    6,739   57,119   56,243   73,483   73,483        0        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -34,031)
  -6,980   -2,405   -1,451  -25,600  -30,175  -34,031  -34,031        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     14.3      9.2     77.7     76.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        6        1       16        8       19       14                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      181,230
COMMITMENTS
  34,007   52,805    6,494  140,715  121,931  181,216  181,230       14        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -79,207)
  -6,992  -11,527   -3,190  -69,025  -64,490  -79,207  -79,207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     29.1      3.6     77.6     67.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       11        5       22       16       38       28                  
 
 
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV                   Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT                       OPEN INTEREST:       46,076
COMMITMENTS
  11,186   12,216    7,508   27,381   26,352   46,074   46,076        2        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        603)
     596      -29      -70       78      703      603      603        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     26.5     16.3     59.4     57.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        6        9       12        9       34       21                  
 
 
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV                   Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50,000 RINs)                                        OPEN INTEREST:       16,780
COMMITMENTS
  10,904    7,573    1,096    4,745    8,057   16,745   16,726       35       54

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         23)
     -42      -18       -4       55       72        9       50       14      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.0     45.1      6.5     28.3     48.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       23        9       10       13       30       38                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       16,897
COMMITMENTS
   2,080    4,740        0   14,817   12,157   16,897   16,897        0        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     -9,870)
  -2,295   -1,450        0   -7,575   -8,420   -9,870   -9,870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     28.1      0.0     87.7     71.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        0       14        7       16       10                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       46,580
COMMITMENTS
  15,625   42,345    3,285   27,670      950   46,580   46,580        0        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        860)
    -250     -225    1,085       25        0      860      860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     90.9      7.1     59.4      2.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        8        2        7        2       14       10                  
 
 
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV              Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50,000 RINs)                                        OPEN INTEREST:       13,103
COMMITMENTS
   4,377    3,325    1,037    7,635    8,699   13,049   13,061       54       42

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -108)
     -64     -158       81     -116      -54      -99     -131       -9       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     25.4      7.9     58.3     66.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        9        5        7        7       20       20                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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:       11,943
COMMITMENTS
     150    6,825        0   11,793    5,118   11,943   11,943        0        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     57.1      0.0     98.7     42.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        6        0        7        8        8       14                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       17,096
COMMITMENTS
   4,488    1,459    1,967   10,641   13,655   17,096   17,081        0       15

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3      8.5     11.5     62.2     79.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       12       10       16       12                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     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                  
 
 
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV                    Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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:       19,780
COMMITMENTS
   3,705    7,115      290   15,785   12,375   19,780   19,780        0        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     36.0      1.5     79.8     62.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        1        8       10       11       14                  
 
 
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV                    Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 AECs)                                           OPEN INTEREST:       33,059
COMMITMENTS
  15,893    7,188       10   17,156   25,861   33,059   33,059        0        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -14,011)
  -5,027   -3,367        0   -8,984  -10,644  -14,011  -14,011        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     21.7      0.0     51.9     78.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        4        1       12       11       22       15                  
 
 
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV                Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      246,883
COMMITMENTS
 120,612   31,719   75,433   50,617  139,678  246,662  246,830      222       53

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     -6,602)
   1,454   -3,212     -761   -6,223   -2,511   -5,529   -6,484   -1,073     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9     12.8     30.6     20.5     56.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      79       22       41       36       38      125       92                  
 
 
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV                Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       58,502
COMMITMENTS
  29,599   25,791    3,039   25,794   29,665   58,432   58,495       70        7

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,048)
   2,492       73    1,038      514    2,930    4,044    4,041        4        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.6     44.1      5.2     44.1     50.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      22       11        9       13       15       41       29                  
 
 
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV                     Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances                   OPEN INTEREST:        4,073
COMMITMENTS
   1,658    1,899      616    1,726    1,543    4,000    4,058       73       15

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -867)
    -479      153     -285     -120     -713     -884     -844       17      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7     46.6     15.1     42.4     37.9     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       10        5        6       10       18       21                  
 
 
RGGI V2024 - ICE FUTURES ENERGY DIV                                  Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       60,106
COMMITMENTS
  13,571   21,514    9,870   36,618   28,647   60,060   60,032       46       74

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     -1,772)
  -1,819    6,253      122      -47   -8,156   -1,744   -1,780      -28        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     35.8     16.4     60.9     47.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      27       12       17       25       20       59       42                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       35,608
COMMITMENTS
  13,974      736    2,807   18,781   31,936   35,562   35,479       46      129

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        268)
     927      594      202     -867     -533      262      263        6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2      2.1      7.9     52.7     89.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        2        8       33       45       43       53                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV              Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       21,784
COMMITMENTS
      65    7,425    2,175   19,539   12,184   21,779   21,784        5        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        839)
       0      -49      212      628      676      840      839       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     34.1     10.0     89.7     55.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        7        5       29       19       35       26                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:       10,926
COMMITMENTS
   1,381    5,576    1,229    8,132    4,074   10,742   10,879      184       47

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,049)
      70    1,016      213      766     -170    1,049    1,059        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     51.0     11.2     74.4     37.3     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        6       23       15       30       22                  
 
 
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV                             Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,967,520
COMMITMENTS
 741,762  320,200  1506025  4677287  5121206  6925074  6947431   42,446   20,089

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:   -250,399)
  -8,455  -37,388  -42,193 -201,213 -173,310 -251,861 -252,891    1,462    2,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      4.6     21.6     67.1     73.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      46       31       60      164      127      236      192                  
 
 
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV                             Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    4,286,704
COMMITMENTS
 322,685  244,106  2008441  1952261  2032283  4283387  4284830    3,317    1,874

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:   -285,976)
  12,886    9,209 -215,076  -83,687  -80,043 -285,877 -285,909     -100      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      5.7     46.9     45.5     47.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       11       38       51       47       92       87                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      202,293
COMMITMENTS
   4,596    6,766    2,443  186,176  186,893  193,215  196,102    9,078    6,191

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,227)
   1,113      878      360    4,451    2,771    5,924    4,009   -1,697      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.3      1.2     92.0     92.4     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        4       33       31       37       39                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,634
COMMITMENTS
   5,728    7,411    4,678  173,810  183,484  184,216  195,573   17,418    6,061

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,475)
     464   -1,832      592    1,122    3,035    2,178    1,795     -703     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.7      2.3     86.2     91.0     91.4     97.0      8.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        8       30       32       39       41                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      411,034
COMMITMENTS
  10,659   21,877    8,486  380,644  370,229  399,789  400,592   11,245   10,442

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     19,823)
   4,951    4,544    1,812   10,374   10,126   17,137   16,482    2,686    3,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      5.3      2.1     92.6     90.1     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        7        8       41       36       49       47                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      941,877
COMMITMENTS
  21,232    5,363   15,669  897,561  916,504  934,462  937,536    7,415    4,341

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,329)
      47    1,652      660    3,990    3,497    4,697    5,809     -368   -1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.6      1.7     95.3     97.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        5       43       34       49       42                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      377,963
COMMITMENTS
  12,792   22,775    9,956  348,098  338,342  370,846  371,073    7,117    6,890

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     15,058)
     858   -3,677    2,508   13,744   17,732   17,110   16,563   -2,052   -1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      6.0      2.6     92.1     89.5     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       6        6        5       46       42       56       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      840,775
COMMITMENTS
     817  130,544   29,106  803,513  673,401  833,436  833,051    7,339    7,724

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      8,689)
     -19      -99   -1,089   10,094   10,090    8,986    8,902     -297     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     15.5      3.5     95.6     80.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       2       17        6       51       51       58       69                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      420,228
COMMITMENTS
     519   22,505    2,125  408,804  384,391  411,448  409,021    8,780   11,207

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      6,874)
     519    2,234   -1,291   10,717    7,225    9,945    8,168   -3,071   -1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.4      0.5     97.3     91.5     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2       11        3       45       36       50       47                  
 
 
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV                   Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,637
COMMITMENTS
   2,508    7,251    1,243   95,434   89,415   99,185   97,909    5,452    6,728

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,322)
     337      511       63      130      477      530    1,051      792      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      6.9      1.2     91.2     85.5     94.8     93.6      5.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        5        5       22       15       28       22                  
 
 
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV                 Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus                         OPEN INTEREST:       36,807
COMMITMENTS
   2,468        0        0   34,029   35,385   36,497   35,385      310    1,422

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      0.0      0.0     92.5     96.1     99.2     96.1      0.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0        9       11       12       11                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,613
COMMITMENTS
     620    2,474    1,178   81,018   81,900   82,816   85,552    3,797    1,061

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      8,092)
    -493    1,378      558    7,108    6,387    7,173    8,323      919     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.9      1.4     93.5     94.6     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        1       26       26       28       29                  
 
 
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV                 Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2,500 MMBtu                                          OPEN INTEREST:       37,411
COMMITMENTS
   4,154    6,614      620   32,235   28,581   37,009   35,815      402    1,596

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,493)
     651    1,420      -74    1,947      775    2,524    2,121      -31      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     17.7      1.7     86.2     76.4     98.9     95.7      1.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       16        9       19       11                  
 
 
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV                           Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      362,484
COMMITMENTS
   9,833   59,807    1,376  342,063  291,099  353,272  352,282    9,212   10,202

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     10,243)
    -180   10,284     -176   13,048    3,970   12,692   14,078   -2,449   -3,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     16.5      0.4     94.4     80.3     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        3       36       28       42       33                  
 
 
TCO Basis - ICE FUTURES ENERGY DIV                                   Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      192,500
COMMITMENTS
   2,618    3,555      360  182,159  181,117  185,137  185,032    7,363    7,468

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,075)
       0        0        0    2,318    1,702    2,318    1,702     -243      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      1.8      0.2     94.6     94.1     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       22       25       24       28                  
 
 
CG Mainline Basis - ICE FUTURES ENERGY DIV                           Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      266,934
COMMITMENTS
   2,272    9,269    1,591  259,391  248,906  263,254  259,766    3,680    7,168

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,462)
    -792      922     -612    5,866    3,786    4,462    4,096        0      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.5      0.6     97.2     93.2     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       17       29       19       31                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,714
COMMITMENTS
  15,385      558      155   72,219   86,026   87,759   86,739    1,955    2,975

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      7,571)
   1,604      558       31    5,523    7,567    7,158    8,156      413     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      0.6      0.2     80.5     95.9     97.8     96.7      2.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10        2        2       30       27       40       31                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      878,321
COMMITMENTS
  51,723   14,748   41,418  769,774  816,626  862,915  872,792   15,406    5,529

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -522)
  -5,660   -7,774    6,191     -785    1,615     -254       32     -268     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      1.7      4.7     87.6     93.0     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15        9       14       57       56       78       73                  
 
 
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV                           Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,562
COMMITMENTS
  15,277    1,946    1,085  189,928  203,891  206,290  206,922    6,272    5,640

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        996)
     407        0      432       91      200      930      632       66      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.9      0.5     89.4     95.9     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       21       16       24       19                  
 
 
HENRY HUB BASIS - ICE FUTURES ENERGY DIV                             Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,189
COMMITMENTS
  28,665   23,624    1,037   89,338   91,522  119,040  116,183    1,149    4,006

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     28,958)
  11,632    5,247      178   16,797   22,245   28,607   27,670      351    1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     19.7      0.9     74.3     76.1     99.0     96.7      1.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11        6        2       34       43       45       51                  
 
 
HENRY HUB INDEX - ICE FUTURES ENERGY DIV                             Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      210,485
COMMITMENTS
  26,761   39,855   23,852  158,234  145,300  208,847  209,007    1,638    1,478

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     30,721)
     498   -7,192   12,679   17,515   25,203   30,692   30,690       29       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     18.9     11.3     75.2     69.0     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12        8        8       40       53       56       65                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      601,551
COMMITMENTS
     228  134,149       30  598,605  463,827  598,863  598,006    2,688    3,545

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      8,870)
     228     -235        0    8,529    7,463    8,757    7,228      113    1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     22.3      0.0     99.5     77.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        9        1       36       33       38       42                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       37,747
COMMITMENTS
     957    2,340        0   35,583   34,818   36,540   37,158    1,207      589

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,736)
      62      403        0    1,488    1,395    1,550    1,798      186      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      6.2      0.0     94.3     92.2     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        0       15       23       18       26                  
 
 
MICHCON BASIS - ICE FUTURES ENERGY DIV                               Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      261,722
COMMITMENTS
   1,788    7,473    2,558  242,678  246,155  247,024  256,186   14,698    5,536

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,054)
     586    1,230      534      149     -177    1,269    1,587     -215     -533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.9      1.0     92.7     94.1     94.4     97.9      5.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        4       35       36       41       42                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,169
COMMITMENTS
       0    1,642      527  124,022  119,905  124,549  122,074      620    3,095

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,832)
       0      -62       62    2,398    2,527    2,460    2,527      372      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.4     99.1     95.8     99.5     97.5      0.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        2       18       24       20       26                  
 
 
ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV                   Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       34,253
COMMITMENTS
   1,691    2,889        0   31,496   29,520   33,187   32,409    1,066    1,844

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,418)
     801      403        0    1,577    2,077    2,378    2,480       40      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      8.4      0.0     92.0     86.2     96.9     94.6      3.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       12       12       14       14                  
 
 
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV                          Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,226
COMMITMENTS
     739        0        0   57,294   55,717   58,033   55,717    9,193   11,509

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        183)
      90        0        0     -151      153      -61      153      244       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     85.2     82.9     86.3     82.9     13.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       16       14       16                  
 
 
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV                             Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      297,490
COMMITMENTS
   7,077   20,520    2,843  279,006  269,356  288,926  292,719    8,564    4,771

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      7,621)
   1,498    3,270      833    5,527    3,529    7,858    7,632     -237      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      6.9      1.0     93.8     90.5     97.1     98.4      2.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        6        2       42       42       48       48                  
 
 
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV                           Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,312
COMMITMENTS
       0    5,246      508  116,330  116,040  116,838  121,794   10,474    5,518

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,321)
       0    1,353      478    2,505     -149    2,983    1,682     -662      639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.1      0.4     91.4     91.1     91.8     95.7      8.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       21       18       23       22                  
 
 
NWP SUMAS BASIS - ICE FUTURES ENERGY DIV                             Code-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,990
COMMITMENTS
       0    1,932        0   84,544   85,686   84,544   87,618   10,446    7,372

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        691)
       0      338        0      552      121      552      459      139      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     89.0     90.2     89.0     92.2     11.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       17       13       17       14                  
 
 
NWP Rockies Index - ICE FUTURES ENERGY DIV                           Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,854
COMMITMENTS
       0    9,722       93   25,054   16,252   25,147   26,067    3,707    2,787

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,054)
       0    1,085        0      651     -279      651      806      403      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     33.7      0.3     86.8     56.3     87.2     90.3     12.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        1       15       11       16       15                  
 
 
MALIN (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,887
COMMITMENTS
       0      818      462  119,696  116,517  120,158  117,797    4,729    7,090

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,669)
       0       91      -30    2,637    2,515    2,607    2,576       62       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.4     95.8     93.3     96.2     94.3      3.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       16       14       17       16                  
 
 
PANHANDLE BASIS - ICE FUTURES ENERGY DIV                             Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,531
COMMITMENTS
   2,919    3,849    2,384  105,661  112,769  110,964  119,002   17,567    9,529

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -871)
  -3,947       -5    1,706    3,475   -1,127    1,234      574   -2,105   -1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.0      1.9     82.2     87.7     86.3     92.6     13.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       28       24       31       29                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,860
COMMITMENTS
   1,488    1,519      155   42,980   46,328   44,623   48,002    6,237    2,858

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        248)
     -93      -62      155      707      492      769      585     -521     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.0      0.3     84.5     91.1     87.7     94.4     12.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       15       12       18       15                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,266
COMMITMENTS
     620    2,046        0   23,505   22,653   24,125   24,699    2,141    1,567

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        835)
     248      310        0      525      277      773      587       62      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      7.8      0.0     89.5     86.2     91.8     94.0      8.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        0       14       14       15       18                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       67,603
COMMITMENTS
   1,440        0        0   59,810   63,622   61,250   63,622    6,353    3,981

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         58)
     -90        0        0       31        3      -59        3      117       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     88.5     94.1     90.6     94.1      9.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       16       18       19       18                  
 
 
SOCAL CITYGATE FINANCIAL INDEX - ICE FUTURES ENERGY DIV              Code-0233BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Contracts Size will be expressed as "lot             OPEN INTEREST:       16,865
COMMITMENTS
   1,859      651        0   13,135   14,369   14,994   15,020    1,871    1,845

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,023)
     527      248        0      558    1,263    1,085    1,511      -62     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      3.9      0.0     77.9     85.2     88.9     89.1     11.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        7       12        9       13                  
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,825
COMMITMENTS
   4,059        0        0   59,353   69,283   63,412   69,283    8,413    2,542

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,546)
       0        0        0    4,320    3,671    4,320    3,671     -774     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      0.0     82.6     96.5     88.3     96.5     11.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       17       19       17                  
 
 
TETCO M3 INDEX - ICE FUTURES ENERGY DIV                              Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,405
COMMITMENTS
   4,092    2,941        0   66,019   65,655   70,111   68,596    1,294    2,809

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,503)
   1,550    1,147        0      705      651    2,255    1,798      248      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      4.1      0.0     92.5     91.9     98.2     96.1      1.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        0       20       15       24       20                  
 
 
TETCO M3 BASIS - ICE FUTURES ENERGY DIV                              Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      208,906
COMMITMENTS
   5,049    7,527    1,927  193,165  190,686  200,141  200,140    8,765    8,766

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      5,915)
   1,201   -2,178       81    4,283    7,014    5,565    4,917      350      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      3.6      0.9     92.5     91.3     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        3       30       30       36       35                  
 
 
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV                            Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      250,243
COMMITMENTS
       0      889        0  242,710  244,069  242,710  244,958    7,533    5,285

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,377)
       0        0        0    1,397      853    1,397      853      -20      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     97.0     97.5     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       24       23       24       24                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       23,935
COMMITMENTS
   1,891      373       92   18,908   21,796   20,891   22,261    3,044    1,674

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,643)
     248     -248        0    1,240    1,981    1,488    1,733      155      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      1.6      0.4     79.0     91.1     87.3     93.0     12.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       14       17       17       18                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      332,276
COMMITMENTS
   4,125   24,171    4,139  313,518  298,739  321,782  327,049   10,494    5,227

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,255)
    -817    2,254      417    3,221      194    2,821    2,865      434      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      7.3      1.2     94.4     89.9     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        6        6       33       31       40       38                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       58,580
COMMITMENTS
   1,677    1,195    2,108   52,881   54,724   56,666   58,027    1,914      553

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,736)
     424      434        0    1,147      996    1,571    1,430      165      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.0      3.6     90.3     93.4     96.7     99.1      3.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       11       18       13       20                  
 
 
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV              Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      218,646
COMMITMENTS
   9,591    2,346    1,370  197,734  208,141  208,695  211,857    9,951    6,789

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      9,782)
     402      577      430    7,609    8,263    8,441    9,270    1,341      512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.1      0.6     90.4     95.2     95.4     96.9      4.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        4       37       38       42       43                  
 
 
WAHA INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,805
COMMITMENTS
       0    8,559        0   76,401   71,417   76,401   79,976    4,404      829

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,114)
       0      207     -248    3,721    2,789    3,473    2,748     -359      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.6      0.0     94.5     88.4     94.5     99.0      5.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        4        0       29       19       29       23                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      426,543
COMMITMENTS
  13,079    9,294    1,808  400,498  413,573  415,385  424,675   11,158    1,868

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,408)
     660    1,535     -245    3,051    1,543    3,466    2,833      -58      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.2      0.4     93.9     97.0     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        6        4       33       27       38       34                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       60,902
COMMITMENTS
       0    1,685        0   53,856   55,427   53,856   57,112    7,046    3,790

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,340)
       0        0        0    1,400    1,280    1,400    1,280      -60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.0     88.4     91.0     88.4     93.8     11.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       14       18       15                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       30,474
COMMITMENTS
     744        0        0   27,696   29,829   28,440   29,829    2,034      645

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,122)
     124        0        0    3,936    4,091    4,060    4,091       62       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.0     90.9     97.9     93.3     97.9      6.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       13       15       14       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      250,052
COMMITMENTS
  35,571    3,081    1,243  207,401  240,626  244,215  244,950    5,837    5,102

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      7,184)
   1,195      932      146    7,474    4,847    8,815    5,925   -1,631    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      1.2      0.5     82.9     96.2     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        4       27       30       32       36                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       39,761
COMMITMENTS
   4,557        0      403   34,494   38,959   39,454   39,362      307      399

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      7,523)
   2,139        0        0    5,232    7,217    7,371    7,217      152      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.0      1.0     86.8     98.0     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       17       21       19       22                  
 
 
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV                  Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      158,127
COMMITMENTS
  11,186      682        0  136,907  151,732  148,093  152,414   10,034    5,713

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,053)
   1,391      -31     -302    1,143    3,113    2,232    2,780      821      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.4      0.0     86.6     96.0     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        1        0       29       26       36       27                  
 
 
TRANSCO ZONE 5 SOUTH INDEX - ICE FUTURES ENERGY DIV                  Code-0233FK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       23,352
COMMITMENTS
   3,109      465       62   17,439   21,465   20,610   21,992    2,742    1,360

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,364)
    -110        0       62    1,116    1,023    1,068    1,085      296      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      2.0      0.3     74.7     91.9     88.3     94.2     11.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       13       12       17       14                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       24,848
COMMITMENTS
     818      781       41   23,853   23,769   24,712   24,591      136      257

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        407)
     -82      -83       -1      485      491      402      407        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.1      0.2     96.0     95.7     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        2       26       28       32       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       16,552
COMMITMENTS
     321        0       25   16,191   16,500   16,537   16,525       15       27

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        345)
     -34        0        0      374      340      340      340        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.2     97.8     99.7     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        1       25       26       29       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      248,966
COMMITMENTS
  78,349   12,446   25,952  143,553  209,038  247,854  247,436    1,112    1,530

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        824)
   2,794   -4,411     -312   -1,675    5,048      807      325       17      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      5.0     10.4     57.7     84.0     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       16       20       40       40       69       67                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       95,039
COMMITMENTS
     406   12,838    7,369   86,636   74,166   94,411   94,373      628      666

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        761)
     -26      481      142      643      137      759      760        2        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     13.5      7.8     91.2     78.0     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5       13       11       29       29       42       45                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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:       82,870
COMMITMENTS
     430   14,061    5,114   77,015   63,524   82,559   82,699      311      171

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -419)
     150    1,371     -924      353     -864     -421     -417        2       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     17.0      6.2     92.9     76.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        4       24       21       30       27                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       51,638
COMMITMENTS
   9,432    7,429    2,959   38,863   41,112   51,254   51,500      384      138

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,417)
     105    1,923      -64    1,371     -409    1,412    1,450        5      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     14.4      5.7     75.3     79.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        6       27       27       37       36                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       62,394
COMMITMENTS
   1,152   16,396    2,815   57,872   42,724   61,839   61,935      555      459

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,518)
    -286    3,162     -207    3,039     -656    2,546    2,299      -28      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     26.3      4.5     92.8     68.5     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       11        6       29       29       37       43                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,743
COMMITMENTS
   2,198   12,593      170   49,740   39,753   52,108   52,516      635      227

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,026)
     306      932      -76      796      170    1,026    1,026        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     23.9      0.3     94.3     75.4     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        2       31       26       36       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,255
COMMITMENTS
   2,585   13,012      239   57,961   47,872   60,785   61,123      470      132

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,366)
     465    1,280     -141    1,292      247    1,616    1,386     -250      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     21.2      0.4     94.6     78.2     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        5       33       26       40       35                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,793
COMMITMENTS
       0    1,396       30   23,590   22,285   23,620   23,711      173       82

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -25)
       0        5        0      -20      -10      -20       -5       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      0.1     99.1     93.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       18       19       19       22                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       30,242
COMMITMENTS
   3,035    4,404      355   26,383   25,089   29,773   29,848      469      394

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        845)
     635      330        0      229      520      864      850      -19       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     14.6      1.2     87.2     83.0     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        3       18       18       22       22                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       30,473
COMMITMENTS
   2,942    1,640      580   26,569   28,186   30,091   30,406      382       67

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      5.4      1.9     87.2     92.5     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        1       19       13       24       16                  
 
 
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV              Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,989
COMMITMENTS
   3,092      200      580   24,635   28,112   28,307   28,892      682       97

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      0.7      2.0     85.0     97.0     97.6     99.7      2.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        1       17       13       23       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      227,100
COMMITMENTS
  58,108   28,863   17,186  150,428  180,664  225,722  226,713    1,378      387

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,210)
     408      187       64      789      934    1,261    1,185      -51       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     12.7      7.6     66.2     79.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       17       24       41       39       70       68                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       34,332
COMMITMENTS
      50    6,040      560   33,512   27,732   34,122   34,332      210        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     17.6      1.6     97.6     80.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       14       16       16       19                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,936
COMMITMENTS
       0    6,115      560   31,046   25,261   31,606   31,936      330        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     19.1      1.8     97.2     79.1     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       13       14       14       17                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       30,529
COMMITMENTS
     506    4,051      540   28,906   25,680   29,952   30,271      577      258

CHANGES FROM 07/23/24 (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     13.3      1.8     94.7     84.1     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       19       15       22       18                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       29,134
COMMITMENTS
     506    4,051      540   27,571   24,285   28,617   28,876      517      258

CHANGES FROM 07/23/24 (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     13.9      1.9     94.6     83.4     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       18       15       21       18                  
 
 
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV              Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,600
COMMITMENTS
   3,200   27,900      100   26,100    1,350   29,400   29,350      200      250

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     -3,000)
  -1,600   -1,750     -150   -1,400   -1,050   -3,150   -2,950      150      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     94.3      0.3     88.2      4.6     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        2       10        1       16        8                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:      141,955
COMMITMENTS
  21,500    4,949    6,058  113,840  130,110  141,398  141,117      557      838

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,110)
     600      -30      150      360      990    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      3.5      4.3     80.2     91.7     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       10       11       24       25       35       38                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,850
COMMITMENTS
     387    2,762      325   27,724   25,695   28,436   28,782      414       68

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        182)
     -70     -105      195       46      122      171      212       11      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      9.6      1.1     96.1     89.1     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        4        4       23       23       29       29                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       36,187
COMMITMENTS
   3,829    7,773       25   31,529   27,962   35,383   35,760      804      427

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        677)
     625      418       25       42       63      692      506      -15      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     21.5      0.1     87.1     77.3     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        4        1       19       20       24       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,895
COMMITMENTS
   3,167    3,002        0   26,263   25,923   29,430   28,925      465      970

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -32)
      -2      215     -180      131      -67      -51      -32       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     10.0      0.0     87.9     86.7     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        0       19       18       20       23                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,793
COMMITMENTS
   3,414    3,088        0   29,828   29,866   33,242   32,954      551      839

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        415)
      42      252        0      371      193      413      445        2      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      9.1      0.0     88.3     88.4     98.4     97.5      1.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        0       23       20       25       24                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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:       79,171
COMMITMENTS
     632    6,797    2,590   75,697   69,379   78,919   78,766      252      405

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,217)
    -114      248       79    1,238      976    1,203    1,303       14      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      8.6      3.3     95.6     87.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       11        6       33       34       41       47                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      111,892
COMMITMENTS
   5,433   11,956    4,542  101,432   94,670  111,407  111,168      485      724

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        973)
    -770     -411      297    1,438    1,087      965      973        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     10.7      4.1     90.7     84.6     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13       12       13       34       35       56       51                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       47,243
COMMITMENTS
     354    2,859    1,630   45,152   42,572   47,136   47,061      107      182

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        725)
      93      478       77      546      206      716      761        9      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      6.1      3.5     95.6     90.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        2       20       21       24       27                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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:       46,487
COMMITMENTS
      75    5,447      675   45,737   40,320   46,487   46,442        0       45

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -63)
       0     -163        0      -63       70      -63      -93        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     11.7      1.5     98.4     86.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        2       17       14       20       18                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| 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:       65,678
COMMITMENTS
  26,212    3,006    1,263   37,382   61,113   64,857   65,382      821      296

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        218)
     753      639     -185     -346     -198      222      256       -4      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9      4.6      1.9     56.9     93.0     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        5        4       20       24       27       31                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       63,112
COMMITMENTS
   5,624    1,850    2,761   53,748   57,807   62,133   62,418      979      694

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -14)
     522     -364      404     -978     -476      -52     -436       38      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      2.9      4.4     85.2     91.6     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        5        8       25       24       34       33                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,070
COMMITMENTS
       0        0        0   11,658   12,000   11,658   12,000      412       70

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         -1)
       0        0        0        0       -1        0       -1       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     99.4     96.6     99.4      3.4      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 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       10,608
COMMITMENTS
     210        0        0   10,077   10,398   10,287   10,398      321      210

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     95.0     98.0     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       17       15       19       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       38,929
COMMITMENTS
   3,281    1,789      388   34,602   36,138   38,271   38,315      658      614

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         10)
       0     -140      120     -110       57       10       37        0      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      4.6      1.0     88.9     92.8     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        2       23       22       28       24                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       33,836
COMMITMENTS
   2,872      597      329   29,604   32,280   32,805   33,206    1,031      630

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:         71)
       0        2        0       71       69       71       71        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      1.8      1.0     87.5     95.4     97.0     98.1      3.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       18       18       21       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,558
COMMITMENTS
     299    3,243    1,088   30,891   27,797   32,278   32,128      280      430

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        117)
     -67     -403       71      172      406      176       74      -59       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     10.0      3.3     94.9     85.4     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        8        4       26       27       31       36                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       24,853
COMMITMENTS
      71    1,638      139   23,976   22,773   24,186   24,550      667      303

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        304)
      36       55       -5      274      254      305      304       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.6      0.6     96.5     91.6     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        6        2       24       24       27       31                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       12,293
COMMITMENTS
     494      232      100   11,562   11,946   12,156   12,278      137       15

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        455)
       5      -30       20      380      465      405      455       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      1.9      0.8     94.1     97.2     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       22       16       26       19                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:        9,118
COMMITMENTS
      50       75        0    8,788    9,043    8,838    9,118      280        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      170      170      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.8      0.0     96.4     99.2     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15        9       16       10                  
 
 
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV              Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,209
COMMITMENTS
   1,025        0        0   30,991   32,209   32,016   32,209      193        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -10)
     150        0        0     -160      -10      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.0     96.2    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        0       19       14       24       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,152
COMMITMENTS
   1,085        0        0   31,907   33,152   32,992   33,152      160        0

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        -30)
     150        0        0     -180      -30      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     96.2    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        0       20       13       25       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,724
COMMITMENTS
  19,893   15,293    1,501   64,161   67,869   85,555   84,663      169    1,061

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,298)
     -67    2,119      306    2,049     -459    2,288    1,966       10      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     17.8      1.8     74.8     79.2     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7       13        9       37       38       49       57                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:       93,762
COMMITMENTS
  21,560   12,784    2,801   68,869   77,333   93,230   92,918      532      844

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,608)
     351    1,902      614    1,653     -210    2,618    2,306      -10      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     13.6      3.0     73.5     82.5     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7       15        9       37       39       50       57                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      530,666
COMMITMENTS
  98,620   18,497  147,792  282,697  362,707  529,109  528,996    1,557    1,670

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      5,414)
   4,377      453   -2,628    3,321    7,298    5,070    5,123      344      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      3.5     27.9     53.3     68.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      40       25       42       53       54      107      107                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,342
COMMITMENTS
   1,121    1,005      200    9,424   10,065   10,745   11,270      597       72

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        250)
     250      280        0        0        0      250      280        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      8.9      1.8     83.1     88.7     94.7     99.4      5.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        1       14       10       18       14                  
 
 
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV              Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,308
COMMITMENTS
     571      425      325    9,107    9,472   10,003   10,222      305       86

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      4.1      3.2     88.3     91.9     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       12       19       15                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       41,516
COMMITMENTS
  17,425    8,815    5,231   18,240   26,830   40,896   40,876      620      640

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,981)
   6,075    2,945   -1,154       95    2,980    5,016    4,771      -35      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.0     21.2     12.6     43.9     64.6     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       12       13       33       32       55       50                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       77,608
COMMITMENTS
   2,658    9,837    7,586   67,118   59,836   77,362   77,259      246      349

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,558)
       0       64      -57    1,610    1,551    1,553    1,558        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     12.7      9.8     86.5     77.1     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        8        8       30       30       42       41                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       74,397
COMMITMENTS
  10,532    5,568    5,703   57,368   62,870   73,603   74,141      794      256

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        828)
      12      -39        0      827      869      839      830      -11       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      7.5      7.7     77.1     84.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        7        8       27       27       41       36                  
 
 
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV              Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       18,150
COMMITMENTS
   4,200        0        0   13,950   17,940   18,150   17,940        0      210

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      0.0      0.0     76.9     98.8    100.0     98.8      0.0      1.2

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 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       17,579
COMMITMENTS
     920    2,490    1,415   15,244   13,434   17,579   17,339        0      240

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        309)
      50        0      -50      309      359      309      309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     14.2      8.0     86.7     76.4    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        3       19       19       23       25                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        7,737
COMMITMENTS
   2,175    2,096    1,059    3,833    3,970    7,067    7,125      670      612

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        619)
     145      341       54      360      261      559      656       60      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     27.1     13.7     49.5     51.3     91.3     92.1      8.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       11       17       30       31       50       54                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:       14,732
COMMITMENTS
   1,258    1,019    2,606    9,710   10,064   13,574   13,689    1,158    1,043

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        452)
     180      166     -117      307      294      370      343       82      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      6.9     17.7     65.9     68.3     92.1     92.9      7.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      16        6       17       45       46       65       66                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       60,018
COMMITMENTS
   7,214    2,541    7,795   44,952   49,382   59,961   59,718       57      300

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,598)
     -63      215      655    3,166    2,940    3,758    3,810     -159     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      4.2     13.0     74.9     82.3     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        6        7       41       40       52       49                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,280
COMMITMENTS
     308    2,225    2,249   13,580   11,431   16,137   15,905      143      375

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        513)
     -10      295      -64      567      282      493      513       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     13.7     13.8     83.4     70.2     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       23       24       27       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       41,676
COMMITMENTS
   6,941    1,048    4,662   29,915   35,489   41,518   41,199      158      477

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,454)
     -75      277      250    1,279      927    1,454    1,454        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      2.5     11.2     71.8     85.2     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      13        3       11       55       55       70       67                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        9,093
COMMITMENTS
     122       88      102    8,443    8,283    8,667    8,473      426      620

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        667)
       0       30        0      598      562      598      592       69       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.0      1.1     92.9     91.1     95.3     93.2      4.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       17       19       19                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       68,173
COMMITMENTS
  46,079    1,986    1,671   20,360   64,253   68,110   67,910       63      263

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,580)
    -230      232      165    1,690    1,096    1,625    1,493      -45       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.6      2.9      2.5     29.9     94.2     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        5        6       30       39       38       47                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:      142,762
COMMITMENTS
  20,411   51,916    7,861  114,079   82,544  142,351  142,321      411      441

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,325)
    -291     -390      641    2,964    2,941    3,314    3,192       11      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     36.4      5.5     79.9     57.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      17       15       24       88       85      116      114                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        4,069
COMMITMENTS
     661      179      322    2,151    2,977    3,134    3,478      935      591

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        279)
      15       31       38       28      105       81      174      198      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      4.4      7.9     52.9     73.2     77.0     85.5     23.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        5       18       18       26       25                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       34,785
COMMITMENTS
   1,355      630      245   33,160   33,895   34,760   34,770       25       15

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -10,720)
      -5      330      -70  -10,645  -10,980  -10,720  -10,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.8      0.7     95.3     97.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       29       25       33       28                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       47,591
COMMITMENTS
     600       50       40   46,831   47,496   47,471   47,586      120        5

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      2,225)
     300       30        0    1,865    2,195    2,165    2,225       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.1      0.1     98.4     99.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        1       32       26       34       27                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       15,489
COMMITMENTS
       0       10       20   15,469   15,410   15,489   15,440        0       49

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        645)
       0       10       20      625      650      645      680        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.1     99.9     99.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       13       17       14       18                  
 
 
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV              Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       18,728
COMMITMENTS
       0        0        0   18,697   18,630   18,697   18,630       31       98

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,467)
       0        0        0    1,452    1,467    1,452    1,467       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       22,269
COMMITMENTS
   4,199    2,069    1,532   14,959   14,507   20,690   18,108    1,579    4,161

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      3,469)
    -242       42      659    2,514    2,817    2,931    3,518      538      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      9.3      6.9     67.2     65.1     92.9     81.3      7.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        4       12       11       17       16                  
 
 
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV               Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Barrels                                        OPEN INTEREST:        6,833
COMMITMENTS
     100      881      253    6,403    5,689    6,756    6,823       77       10

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        252)
       0      120      -30      287      172      257      262       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     12.9      3.7     93.7     83.3     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        1       15       13       19       16                  



Updated August 02, 2024