Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 4,745 : : Positions : : 2,224 2,839 666 241 895 330 192 0 264 534 0 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 34,291 : : Positions : : 22,249 28,769 3,135 700 2,490 477 325 675 4,315 402 930 : : : : Changes from: December 21, 2020 : : 565 -90 -95 195 35 -450 25 285 50 -60 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 83.9 9.1 2.0 7.3 1.4 0.9 2.0 12.6 1.2 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 32,231 : : Positions : : 25,528 24,086 0 4,147 1,238 290 0 300 3,840 1,425 1,035 : : : : Changes from: December 21, 2020 : : 680 425 0 145 -60 -150 0 100 -100 -140 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 74.7 0.0 12.9 3.8 0.9 0.0 0.9 11.9 4.4 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 0 . . . 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 135,935 : : Positions : : 96,378 101,466 2,017 15,319 11,725 17,531 1,610 643 5,415 2,741 1,906 : : : : Changes from: December 21, 2020 : : 758 869 550 874 1,119 265 -100 -70 57 -317 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 74.6 1.5 11.3 8.6 12.9 1.2 0.5 4.0 2.0 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 33 . 4 6 7 4 4 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,230 : : Positions : : 47,008 42,990 1,735 10,514 4,079 3,669 280 120 1,676 254 1,943 : : : : Changes from: December 21, 2020 : : 381 57 15 -15 75 53 -40 -50 -334 113 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 71.4 2.9 17.5 6.8 6.1 0.5 0.2 2.8 0.4 3.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 24 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 33,687 : : Positions : : 31,974 25,660 699 5,304 564 0 555 0 300 1,454 150 : : : : Changes from: December 21, 2020 : : 0 225 0 -225 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 76.2 2.1 15.7 1.7 0.0 1.6 0.0 0.9 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 50,258 : : Positions : : 28,169 18,433 2,562 21,515 3,274 13,886 0 50 632 5,364 1,287 : : : : Changes from: December 21, 2020 : : -112 1,118 100 -782 -216 -30 0 0 128 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 36.7 5.1 42.8 6.5 27.6 0.0 0.1 1.3 10.7 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . 4 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 65,502 : : Positions : : 37,674 22,657 1,992 31,872 3,647 18,870 750 50 966 4,253 1,903 : : : : Changes from: December 21, 2020 : : -117 930 430 -642 -209 -46 -25 0 -80 10 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 34.6 3.0 48.7 5.6 28.8 1.1 0.1 1.5 6.5 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 . 5 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 64,558 : : Positions : : 46,804 34,420 10,165 23,561 4,030 0 50 0 1,364 673 1,824 : : : : Changes from: December 21, 2020 : : 511 137 128 500 0 0 0 0 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 53.3 15.7 36.5 6.2 0.0 0.1 0.0 2.1 1.0 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 84,403 : : Positions : : 60,416 35,846 18,626 44,040 1,314 0 50 0 1,485 907 2,186 : : : : Changes from: December 21, 2020 : : -127 -16 731 585 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 42.5 22.1 52.2 1.6 0.0 0.1 0.0 1.8 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 21 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 36,485 : : Positions : : 25,014 32,217 8,715 705 2,669 0 0 0 75 195 0 : : : : Changes from: December 21, 2020 : : 275 325 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 88.3 23.9 1.9 7.3 0.0 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,716 : : Positions : : 24,725 15,714 0 10,162 2,080 0 600 0 1,560 150 0 : : : : Changes from: December 21, 2020 : : 40 142 0 -60 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 54.7 0.0 35.4 7.2 0.0 2.1 0.0 5.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 26,188 : : Positions : : 18,051 23,241 3,970 600 1,915 0 0 0 1,875 132 300 : : : : Changes from: December 21, 2020 : : 400 -200 -600 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 88.7 15.2 2.3 7.3 0.0 0.0 0.0 7.2 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 101,129 : : Positions : : 79,538 79,097 285 8,564 7,486 7,146 802 217 3,947 2,795 2,036 : : : : Changes from: December 21, 2020 : : 509 1,442 0 -526 -483 -16 23 11 204 -220 306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 78.2 0.3 8.5 7.4 7.1 0.8 0.2 3.9 2.8 2.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 32 . . . 5 5 . 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439S Open Interest is 17,475 : : Positions : : 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 14,932 : : Positions : : 10,931 12,841 2,223 650 816 0 0 0 50 25 0 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 26,253 : : Positions : : 19,928 21,123 3,133 50 2,987 25 2,068 0 0 25 0 : : : : Changes from: December 21, 2020 : : 24 -26 -50 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 80.5 11.9 0.2 11.4 0.1 7.9 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 25,940 : : Positions : : 19,395 21,033 3,576 50 2,764 25 2,068 0 0 25 0 : : : : Changes from: December 21, 2020 : : 24 -26 -50 0 -284 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 81.1 13.8 0.2 10.7 0.1 8.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 63,317 : : Positions : : 55,502 48,994 0 8,220 3,545 2,368 0 0 1,460 1,725 150 : : : : Changes from: December 21, 2020 : : 525 1,175 0 -650 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 77.4 0.0 13.0 5.6 3.7 0.0 0.0 2.3 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,350 : : Positions : : 30,783 35,375 5,909 735 3,389 0 0 0 225 135 0 : : : : Changes from: December 21, 2020 : : 578 695 250 120 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 87.7 14.6 1.8 8.4 0.0 0.0 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,347 : : Positions : : 37,338 26,929 0 9,202 3,269 292 1,520 0 10 390 20 : : : : Changes from: December 21, 2020 : : -86 -51 0 -5 55 10 -20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 65.1 0.0 22.3 7.9 0.7 3.7 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 . . . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 57,448 : : Positions : : 44,076 54,073 7,801 520 2,500 0 0 0 2,163 0 85 : : : : Changes from: December 21, 2020 : : 360 466 36 30 140 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 94.1 13.6 0.9 4.4 0.0 0.0 0.0 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 61,352 : : Positions : : 48,945 54,001 6,463 4,125 2,655 0 125 0 2,478 0 261 : : : : Changes from: December 21, 2020 : : 400 772 240 -80 200 0 0 0 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 88.0 10.5 6.7 4.3 0.0 0.2 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 14 . 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 90,003 : : Positions : : 71,235 80,544 12,134 4,294 2,036 0 690 0 2,128 77 2,302 : : : : Changes from: December 21, 2020 : : 225 107 285 0 0 0 106 0 -347 0 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 89.5 13.5 4.8 2.3 0.0 0.8 0.0 2.4 0.1 2.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 106,596 : : Positions : : 82,962 93,713 13,347 4,220 3,225 395 969 150 2,695 825 3,396 : : : : Changes from: December 21, 2020 : : 971 -24 170 758 108 61 24 -58 -431 -48 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 87.9 12.5 4.0 3.0 0.4 0.9 0.1 2.5 0.8 3.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 29 6 . 5 . 5 . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 56,622 : : Positions : : 37,089 50,443 17,325 292 995 0 4,423 0 1,016 247 177 : : : : Changes from: December 21, 2020 : : 1,383 405 -50 -25 25 0 806 0 -70 77 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 89.1 30.6 0.5 1.8 0.0 7.8 0.0 1.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,970 : : Positions : : 30,796 44,035 14,515 76 209 0 225 0 300 1,275 150 : : : : Changes from: December 21, 2020 : : 150 75 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 95.8 31.6 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 55,452 : : Positions : : 34,608 43,971 11,126 421 8,717 150 470 70 472 1,516 199 : : : : Changes from: December 21, 2020 : : 486 -141 -443 0 77 -100 40 0 -66 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 79.3 20.1 0.8 15.7 0.3 0.8 0.1 0.9 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 6 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 62,629 : : Positions : : 43,953 47,837 11,767 4,233 4,505 265 4,017 0 936 1,433 296 : : : : Changes from: December 21, 2020 : : 310 -424 168 800 -402 -75 0 0 -70 -48 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 76.4 18.8 6.8 7.2 0.4 6.4 0.0 1.5 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,396 : : Positions : : 11,687 20,643 12,284 307 868 0 2,514 0 50 773 164 : : : : Changes from: December 21, 2020 : : 10 5 -26 -2 2 0 2 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 81.3 48.4 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 22,781 : : Positions : : 10,175 20,326 11,396 390 727 0 495 0 50 805 0 : : : : Changes from: December 21, 2020 : : -25 -9 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 89.2 50.0 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,118 : : Positions : : 22,567 19,404 2,260 5,800 353 476 215 100 988 824 748 : : : : Changes from: December 21, 2020 : : 130 9 -10 7 25 0 0 0 -5 99 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 69.0 8.0 20.6 1.3 1.7 0.8 0.4 3.5 2.9 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,950 : : Positions : : 14,166 15,798 1,866 290 73 0 75 120 671 994 315 : : : : Changes from: December 21, 2020 : : 0 0 -10 0 0 0 0 0 -10 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.7 5.5 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 53,249 : : Positions : : 39,834 25,425 6,819 18,466 750 2,615 5,246 155 1,791 2,055 1,134 : : : : Changes from: December 21, 2020 : : -391 53 21 0 10 65 10 0 197 -110 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 47.7 12.8 34.7 1.4 4.9 9.9 0.3 3.4 3.9 2.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 4 . 4 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 32,177 : : Positions : : 26,474 10,471 1,974 15,941 1,005 700 2,970 0 605 481 1,037 : : : : Changes from: December 21, 2020 : : -80 60 90 10 0 0 0 0 30 -8 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 32.5 6.1 49.5 3.1 2.2 9.2 0.0 1.9 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,306 : : Positions : : 4,837 16,727 10,231 0 310 33 0 67 1,698 75 100 : : : : Changes from: December 21, 2020 : : 90 290 -75 0 0 -3 0 3 303 25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 96.7 59.1 0.0 1.8 0.2 0.0 0.4 9.8 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 22,225 : : Positions : : 6,187 22,125 13,225 0 0 0 0 0 2,685 0 100 : : : : Changes from: December 21, 2020 : : 40 -10 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 99.6 59.5 0.0 0.0 0.0 0.0 0.0 12.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,629 : : Positions : : 5,763 6,680 2,335 1,975 1,209 75 50 10 700 400 205 : : : : Changes from: December 21, 2020 : : 150 0 300 100 0 0 50 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 62.8 22.0 18.6 11.4 0.7 0.5 0.1 6.6 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 9 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,866 : : Positions : : 5,154 5,830 2,303 2,025 1,241 60 50 0 520 300 310 : : : : Changes from: December 21, 2020 : : 150 0 300 100 0 0 50 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 59.1 23.3 20.5 12.6 0.6 0.5 0.0 5.3 3.0 3.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 9 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 51,255 : : Positions : : 18,700 47,425 26,865 30 1,340 50 0 0 1,650 0 2,450 : : : : Changes from: December 21, 2020 : : 85 215 130 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 92.5 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,645 : : Positions : : 19,420 47,890 26,530 30 1,340 75 0 0 1,705 0 2,375 : : : : Changes from: December 21, 2020 : : 85 215 130 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 92.7 51.4 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,375 : : Positions : : 86,046 87,559 20,364 11,279 6,239 0 1,754 935 1,370 7,524 1,048 : : : : Changes from: December 21, 2020 : : 430 514 290 150 0 0 0 0 -120 -74 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 75.2 17.5 9.7 5.4 0.0 1.5 0.8 1.2 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 5 . 5 0 4 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 124,595 : : Positions : : 91,743 96,684 19,618 8,346 7,965 425 1,510 1,775 1,383 6,699 1,557 : : : : Changes from: December 21, 2020 : : 334 811 355 135 15 0 -130 120 98 -48 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.6 15.7 6.7 6.4 0.3 1.2 1.4 1.1 5.4 1.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 30 5 . 7 . 4 4 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 524,980 : : Positions : : 324,454 359,815 23,822 7,515 83,921 16,680 11,327 27,818 20,885 7,212 27,019 : : : : Changes from: December 21, 2020 : : 8,020 5,715 -1,775 653 1,630 -3,811 -1,166 783 -1,222 259 912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 68.5 4.5 1.4 16.0 3.2 2.2 5.3 4.0 1.4 5.1 : : : : Number of Traders in Each Category Total Traders: 107 : : 43 45 4 5 7 10 11 8 18 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,220 : : Positions : : 9,870 12,215 885 795 1,435 725 600 95 2,080 0 0 : : : : Changes from: December 21, 2020 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 80.3 5.8 5.2 9.4 4.8 3.9 0.6 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 12,806 : : Positions : : 7,835 9,100 620 1,360 1,511 435 600 95 2,080 0 0 : : : : Changes from: December 21, 2020 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 71.1 4.8 10.6 11.8 3.4 4.7 0.7 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 9,480 : : Positions : : 7,807 9,050 455 117 283 0 0 0 925 0 0 : : : : Changes from: December 21, 2020 : : 0 35 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 95.5 4.8 1.2 3.0 0.0 0.0 0.0 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 91,472 : : Positions : : 66,605 59,179 12,145 13,426 1,955 0 9,862 0 3,690 0 0 : : : : Changes from: December 21, 2020 : : -125 -220 -10 -450 150 0 535 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 64.7 13.3 14.7 2.1 0.0 10.8 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 77,572 : : Positions : : 54,466 47,020 10,009 11,700 2,305 0 9,332 0 3,550 0 0 : : : : Changes from: December 21, 2020 : : -202 -517 -40 -300 0 0 575 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 60.6 12.9 15.1 3.0 0.0 12.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,986 : : Positions : : 8,317 14,571 6,358 0 5,555 550 915 0 525 0 0 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 56.1 24.5 0.0 21.4 2.1 3.5 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 54,462 : : Positions : : 31,557 18,130 4,188 20,356 0 10,775 8,990 2,510 1,575 874 50 : : : : Changes from: December 21, 2020 : : 30 -270 240 540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 33.3 7.7 37.4 0.0 19.8 16.5 4.6 2.9 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 36,775 : : Positions : : 23,198 12,742 5,956 11,610 44 1,625 6,550 2,800 75 324 336 : : : : Changes from: December 21, 2020 : : 460 210 290 540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 34.6 16.2 31.6 0.1 4.4 17.8 7.6 0.2 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,385 : : Positions : : 18,805 10,295 6,795 0 845 475 15,575 375 75 0 0 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 36.3 23.9 0.0 3.0 1.7 54.9 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 86,904 : : Positions : : 50,294 29,504 3,005 35,740 3,530 14,010 1,055 50 75 1,030 1,070 : : : : Changes from: December 21, 2020 : : -130 -130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 34.0 3.5 41.1 4.1 16.1 1.2 0.1 0.1 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 83,114 : : Positions : : 46,219 28,454 3,020 31,670 3,985 14,740 975 65 0 2,965 315 : : : : Changes from: December 21, 2020 : : -130 -130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 34.2 3.6 38.1 4.8 17.7 1.2 0.1 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 30,013 : : Positions : : 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 29,803 : : Positions : : 20,785 5,472 1,392 300 1,049 0 11,970 1,225 725 5,410 420 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 18.4 4.7 1.0 3.5 0.0 40.2 4.1 2.4 18.2 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 70,125 : : Positions : : 20,120 59,290 20,415 8,085 60 19,575 0 240 7,485 0 0 : : : : Changes from: December 21, 2020 : : 775 1,335 440 1,080 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 84.5 29.1 11.5 0.1 27.9 0.0 0.3 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 68,355 : : Positions : : 20,530 58,775 19,490 7,155 70 19,575 0 240 6,610 0 0 : : : : Changes from: December 21, 2020 : : 775 1,445 550 1,080 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 86.0 28.5 10.5 0.1 28.6 0.0 0.4 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,363 : : Positions : : 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 46,593 : : Positions : : 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,150 : : Positions : : 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,790 : : Positions : : 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 66,910 : : Positions : : 33,120 38,310 1,325 705 4,880 4,610 15,310 240 15,515 800 1,225 : : : : Changes from: December 21, 2020 : : 0 -15 0 50 0 20 -30 30 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 57.3 2.0 1.1 7.3 6.9 22.9 0.4 23.2 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 61,940 : : Positions : : 31,510 34,555 1,610 0 5,705 4,315 15,325 225 12,945 800 1,225 : : : : Changes from: December 21, 2020 : : 15 0 -50 0 50 0 -50 50 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 55.8 2.6 0.0 9.2 7.0 24.7 0.4 20.9 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 59,344 : : Positions : : 32,626 22,900 0 17,526 70 18,710 305 3,745 0 10,630 1,355 : : : : Changes from: December 21, 2020 : : 34 209 0 0 0 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 38.6 0.0 29.5 0.1 31.5 0.5 6.3 0.0 17.9 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,509 : : Positions : : 28,530 20,155 0 14,865 70 13,815 330 3,720 0 7,130 1,490 : : : : Changes from: December 21, 2020 : : 34 209 0 0 0 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 39.9 0.0 29.4 0.1 27.4 0.7 7.4 0.0 14.1 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 187,279 : : Positions : : 101,420 80,735 18,817 1,275 7,184 70 28,988 7,390 800 10,205 2,845 : : : : Changes from: December 21, 2020 : : 1,060 700 -100 0 0 -50 225 0 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 43.1 10.0 0.7 3.8 0.0 15.5 3.9 0.4 5.4 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 156,164 : : Positions : : 79,004 66,466 16,929 60 6,034 0 23,088 7,220 800 7,260 3,700 : : : : Changes from: December 21, 2020 : : 1,080 720 -150 0 0 -30 195 -20 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 42.6 10.8 0.0 3.9 0.0 14.8 4.6 0.5 4.6 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 62,811 : : Positions : : 23,310 34,760 18,206 6,221 7,945 1,270 0 7,450 0 1,865 0 : : : : Changes from: December 21, 2020 : : -175 -300 0 75 -75 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 55.3 29.0 9.9 12.6 2.0 0.0 11.9 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 54,245 : : Positions : : 22,420 29,530 11,281 4,316 6,029 1,455 0 7,625 0 1,490 0 : : : : Changes from: December 21, 2020 : : -230 -280 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 54.4 20.8 8.0 11.1 2.7 0.0 14.1 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 45,745 : : Positions : : 25,285 21,855 250 6,320 4,715 4,450 3,620 4,985 1,540 0 140 : : : : Changes from: December 21, 2020 : : 1,495 675 0 -330 0 -1,200 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 47.8 0.5 13.8 10.3 9.7 7.9 10.9 3.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 55,225 : : Positions : : 21,035 32,365 0 6,725 5,420 19,475 3,230 3,675 1,540 0 140 : : : : Changes from: December 21, 2020 : : 1,170 190 0 -170 350 -1,200 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 58.6 0.0 12.2 9.8 35.3 5.8 6.7 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 204,606 : : Positions : : 110,586 133,581 3,902 9,010 25,897 30,300 150 4,905 100 2,167 913 : : : : Changes from: December 21, 2020 : : 1,385 3,184 -1,466 595 122 3,675 -50 -850 0 75 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 65.3 1.9 4.4 12.7 14.8 0.1 2.4 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 156,145 : : Positions : : 79,415 102,280 722 3,330 22,597 27,365 50 6,035 0 1,727 475 : : : : Changes from: December 21, 2020 : : -120 2,190 300 1,630 -1,050 3,675 -50 -835 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 65.5 0.5 2.1 14.5 17.5 0.0 3.9 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 26 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,225 : : Positions : : 20,510 15,450 1,155 9,150 2,070 2,550 300 160 670 0 255 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,815 : : Positions : : 20,810 14,850 445 8,685 2,475 2,600 300 100 0 35 550 : : : : Changes from: December 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 04, 2021