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