COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 15,265: 12,391 8,379 314 1,278 721 0 48 1 294 3,035 855: 689 948 Old : 15,265: 12,391 8,379 314 1,278 721 0 48 1 294 3,035 855: 689 948 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 664: 451 553 148 -30 107 0 0 0 8 41 -45: -5 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 54.9 2.1 8.4 4.7 0.0 0.3 0.0 1.9 19.9 5.6: 4.5 6.2 Old : 100.0: 81.2 54.9 2.1 8.4 4.7 0.0 0.3 0.0 1.9 19.9 5.6: 4.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 9 . . . 0 . . . 4 .: Old : 21: 11 9 . . . 0 . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 54.0 82.8 76.6 37.2 36.3 49.5 49.9 Old : 63.9 54.0 82.8 76.6 37.2 36.3 49.5 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 34,864: 23,517 27,312 2,692 1,433 3,172 303 200 799 2,870 317 1,511: 0 120 Old : 34,864: 23,517 27,312 2,692 1,433 3,172 303 200 799 2,870 317 1,511: 0 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 376: 210 280 33 100 -25 19 -50 21 -77 -205 195: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 78.3 7.7 4.1 9.1 0.9 0.6 2.3 8.2 0.9 4.3: 0.0 0.3 Old : 100.0: 67.5 78.3 7.7 4.1 9.1 0.9 0.6 2.3 8.2 0.9 4.3: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 23 . . . . . . 7 . 7: Old : 41: 22 23 . . . . . . 7 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 51.7 63.8 73.3 32.3 41.6 47.0 51.7 Old : 39.6 51.7 63.8 73.3 32.3 41.6 47.0 51.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MWh for about 368 Hours) : : : Positions : All : 31,969: 27,233 24,262 0 3,507 1,690 0 65 510 915 315 1,620: 1 0 Old : 31,969: 27,233 24,262 0 3,507 1,690 0 65 510 915 315 1,620: 1 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 57: -3 -153 0 125 25 0 -50 50 -90 -15 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 75.9 0.0 11.0 5.3 0.0 0.2 1.6 2.9 1.0 5.1: 0.0 0.0 Old : 100.0: 85.2 75.9 0.0 11.0 5.3 0.0 0.2 1.6 2.9 1.0 5.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 20 0 . . 0 . . . 4 4: Old : 34: 20 20 0 . . 0 . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 64.6 72.5 83.0 48.0 54.0 63.4 69.7 Old : 49.7 64.6 72.5 83.0 48.0 54.0 63.4 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 1Megawatt for 368 Hours) : : : Positions : All : 130,694: 91,455 94,057 1,011 17,469 12,324 16,344 1,730 762 6,778 2,721 1,364: 656 267 Old : 130,694: 91,455 94,057 1,011 17,469 12,324 16,344 1,730 762 6,778 2,721 1,364: 656 267 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -1,990: 2,792 -3,964 950 4,994 -2,630 -285 70 240 -3,028 -735 5: -34 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 72.0 0.8 13.4 9.4 12.5 1.3 0.6 5.2 2.1 1.0: 0.5 0.2 Old : 100.0: 70.0 72.0 0.8 13.4 9.4 12.5 1.3 0.6 5.2 2.1 1.0: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 29 34 . 5 5 7 . . 7 5 7: Old : 63: 29 34 . 5 5 7 . . 7 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 37.6 63.6 59.6 40.5 29.5 51.0 45.3 Old : 46.5 37.6 63.6 59.6 40.5 29.5 51.0 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 55,787: 42,743 37,826 1,485 10,997 3,611 5,390 100 5 778 1,423 1,760: 15 65 Old : 55,787: 42,743 37,826 1,485 10,997 3,611 5,390 100 5 778 1,423 1,760: 15 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 89: -388 109 0 38 37 656 -115 5 54 267 -255: -20 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 67.8 2.7 19.7 6.5 9.7 0.2 0.0 1.4 2.6 3.2: 0.0 0.1 Old : 100.0: 76.6 67.8 2.7 19.7 6.5 9.7 0.2 0.0 1.4 2.6 3.2: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 20 21 . . . 5 . . 4 4 7: Old : 43: 20 21 . . . 5 . . 4 4 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 72.9 81.1 88.2 63.3 58.6 71.6 70.2 Old : 63.9 72.9 81.1 88.2 63.3 58.6 71.6 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 30,926: 28,275 23,970 559 3,880 1,161 0 580 0 675 1,079 256: 0 0 Old : 30,926: 28,275 23,970 559 3,880 1,161 0 580 0 675 1,079 256: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 60: -75 450 95 -325 -60 0 0 0 100 -5 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 77.5 1.8 12.5 3.8 0.0 1.9 0.0 2.2 3.5 0.8: 0.0 0.0 Old : 100.0: 91.4 77.5 1.8 12.5 3.8 0.0 1.9 0.0 2.2 3.5 0.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 15 . . . 0 . 0 . . 4: Old : 30: 15 15 . . . 0 . 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.7 79.0 93.1 89.9 70.8 63.5 77.2 72.6 Old : 77.7 79.0 93.1 89.9 70.8 63.5 77.2 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 49,319: 29,048 18,515 1,964 20,204 3,440 13,390 162 0 187 5,675 972: 318 351 Old : 49,319: 29,048 18,515 1,964 20,204 3,440 13,390 162 0 187 5,675 972: 318 351 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,383: 1,212 1,377 15 -28 55 0 0 0 122 0 -21: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 37.5 4.0 41.0 7.0 27.1 0.3 0.0 0.4 11.5 2.0: 0.6 0.7 Old : 100.0: 58.9 37.5 4.0 41.0 7.0 27.1 0.3 0.0 0.4 11.5 2.0: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 15 19 . 4 5 . . 0 . . .: Old : 34: 15 19 . 4 5 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 66.9 74.4 81.0 51.3 59.6 63.5 69.9 Old : 54.4 66.9 74.4 81.0 51.3 59.6 63.5 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 61,657: 36,910 22,288 1,151 28,304 3,360 17,498 1,079 30 220 4,787 1,540: 948 269 Old : 61,657: 36,910 22,288 1,151 28,304 3,360 17,498 1,079 30 220 4,787 1,540: 948 269 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 246: 148 413 -3 -196 -29 127 66 -21 74 80 -38: -12 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 36.1 1.9 45.9 5.4 28.4 1.8 0.0 0.4 7.8 2.5: 1.5 0.4 Old : 100.0: 59.9 36.1 1.9 45.9 5.4 28.4 1.8 0.0 0.4 7.8 2.5: 1.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 20 20 . 4 4 . 5 . . 4 .: Old : 44: 20 20 . 4 4 . 5 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 62.2 75.4 80.4 57.2 54.6 69.0 67.8 Old : 58.2 62.2 75.4 80.4 57.2 54.6 69.0 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 63,733: 45,134 32,552 12,261 23,910 2,991 0 25 0 1,389 2,880 1,375: 583 0 Old : 63,733: 45,134 32,552 12,261 23,910 2,991 0 25 0 1,389 2,880 1,375: 583 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,235: 1,425 -190 -200 225 0 0 0 0 10 1,200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 51.1 19.2 37.5 4.7 0.0 0.0 0.0 2.2 4.5 2.2: 0.9 0.0 Old : 100.0: 70.8 51.1 19.2 37.5 4.7 0.0 0.0 0.0 2.2 4.5 2.2: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 18 4 . 4 0 . 0 . . .: Old : 40: 20 18 4 . 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 60.3 70.5 82.4 44.2 60.2 63.6 78.4 Old : 45.0 60.3 70.5 82.4 44.2 60.2 63.6 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 10,100: 8,500 6,250 0 2,950 50 500 500 150 250 200 0: 650 0 Old : 10,100: 8,500 6,250 0 2,950 50 500 500 150 250 200 0: 650 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 61.9 0.0 29.2 0.5 5.0 5.0 1.5 2.5 2.0 0.0: 6.4 0.0 Old : 100.0: 84.2 61.9 0.0 29.2 0.5 5.0 5.0 1.5 2.5 2.0 0.0: 6.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 4 0 . . . . . . . 0: Old : 23: 13 4 0 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 80.2 80.7 98.0 59.9 78.7 78.7 94.6 Old : 60.9 80.2 80.7 98.0 59.9 78.7 78.7 94.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 82,061: 58,170 33,019 18,888 42,601 1,348 25 0 25 1,159 3,062 1,966: 480 40 Old : 82,061: 58,170 33,019 18,888 42,601 1,348 25 0 25 1,159 3,062 1,966: 480 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,262: 1,391 -171 -147 225 8 0 0 0 10 1,200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 40.2 23.0 51.9 1.6 0.0 0.0 0.0 1.4 3.7 2.4: 0.6 0.0 Old : 100.0: 70.9 40.2 23.0 51.9 1.6 0.0 0.0 0.0 1.4 3.7 2.4: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 24 19 4 . 4 . 0 . . 4 .: Old : 44: 24 19 4 . 4 . 0 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 65.2 67.7 83.3 42.0 65.2 64.4 81.5 Old : 42.1 65.2 67.7 83.3 42.0 65.2 64.4 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 32,940: 22,708 29,312 7,994 655 1,991 0 0 0 0 227 0: 247 755 Old : 32,940: 22,708 29,312 7,994 655 1,991 0 0 0 0 227 0: 247 755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -26: -125 0 0 -125 99 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 89.0 24.3 2.0 6.0 0.0 0.0 0.0 0.0 0.7 0.0: 0.7 2.3 Old : 100.0: 68.9 89.0 24.3 2.0 6.0 0.0 0.0 0.0 0.0 0.7 0.0: 0.7 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 9 . . . 0 0 0 0 . 0: Old : 22: 12 9 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 79.2 90.6 93.3 70.2 74.9 82.2 81.7 Old : 76.8 79.2 90.6 93.3 70.2 74.9 82.2 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 30,564: 27,348 15,600 0 12,871 1,465 0 550 0 1,435 68 0: 316 10 Old : 30,564: 27,348 15,600 0 12,871 1,465 0 550 0 1,435 68 0: 316 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 2,800: 2,200 875 0 1,325 600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.5 51.0 0.0 42.1 4.8 0.0 1.8 0.0 4.7 0.2 0.0: 1.0 0.0 Old : 100.0: 89.5 51.0 0.0 42.1 4.8 0.0 1.8 0.0 4.7 0.2 0.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 15 0 . . 0 . 0 . . 0: Old : 24: 16 15 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 60.4 80.1 86.0 40.9 47.5 53.8 57.8 Old : 62.4 60.4 80.1 86.0 40.9 47.5 53.8 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 103,453: 81,031 80,696 200 10,591 6,970 6,585 150 62 5,138 1,788 2,911: 556 285 Old : 103,453: 81,031 80,696 200 10,591 6,970 6,585 150 62 5,138 1,788 2,911: 556 285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 590: -1,823 1,427 -19 126 -426 1,826 -560 -74 817 -236 164: 125 169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 78.0 0.2 10.2 6.7 6.4 0.1 0.1 5.0 1.7 2.8: 0.5 0.3 Old : 100.0: 78.3 78.0 0.2 10.2 6.7 6.4 0.1 0.1 5.0 1.7 2.8: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 69: 37 37 . 4 . 7 . . 10 . 10: Old : 69: 37 37 . 4 . 7 . . 10 . 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 39.2 60.6 66.1 34.1 29.5 42.7 47.2 Old : 44.7 39.2 60.6 66.1 34.1 29.5 42.7 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 21,154: 13,952 18,263 5,019 1,250 861 0 0 0 375 0 0: 947 780 Old : 21,154: 13,952 18,263 5,019 1,250 861 0 0 0 375 0 0: 947 780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 86.3 23.7 5.9 4.1 0.0 0.0 0.0 1.8 0.0 0.0: 4.5 3.7 Old : 100.0: 66.0 86.3 23.7 5.9 4.1 0.0 0.0 0.0 1.8 0.0 0.0: 4.5 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 10 . . . 0 0 0 . 0 0: Old : 21: 10 10 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 68.6 87.2 87.7 63.3 68.6 76.0 77.9 Old : 70.5 68.6 87.2 87.7 63.3 68.6 76.0 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,474: 12,059 16,640 4,819 1,250 584 0 0 0 350 0 0: 662 0 Old : 18,474: 12,059 16,640 4,819 1,250 584 0 0 0 350 0 0: 662 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 90.1 26.1 6.8 3.2 0.0 0.0 0.0 1.9 0.0 0.0: 3.6 0.0 Old : 100.0: 65.3 90.1 26.1 6.8 3.2 0.0 0.0 0.0 1.9 0.0 0.0: 3.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 10 . . . 0 0 0 . 0 0: Old : 21: 11 10 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 69.0 83.7 89.7 56.5 69.0 72.4 80.7 Old : 62.8 69.0 83.7 89.7 56.5 69.0 72.4 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 30,067: 24,426 23,037 2,099 0 3,422 0 3,608 0 0 0 0: 120 0 Old : 30,067: 24,426 23,037 2,099 0 3,422 0 3,608 0 0 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 900 -600 -1,020 0 0 0 600 0 0 0 0: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 76.6 7.0 0.0 11.4 0.0 12.0 0.0 0.0 0.0 0.0: 0.4 0.0 Old : 100.0: 81.2 76.6 7.0 0.0 11.4 0.0 12.0 0.0 0.0 0.0 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 13 . 0 . 0 . 0 0 0 0: Old : 20: 12 13 . 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.0 45.5 91.1 76.6 57.4 42.4 66.4 61.5 Old : 74.0 45.5 91.1 76.6 57.4 42.4 66.4 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 29,777: 23,898 22,897 2,487 0 3,272 0 3,608 0 0 0 0: 120 0 Old : 29,777: 23,898 22,897 2,487 0 3,272 0 3,608 0 0 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 900 -600 -1,020 0 0 0 600 0 0 0 0: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 76.9 8.4 0.0 11.0 0.0 12.1 0.0 0.0 0.0 0.0: 0.4 0.0 Old : 100.0: 80.3 76.9 8.4 0.0 11.0 0.0 12.1 0.0 0.0 0.0 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 13 . 0 . 0 . 0 0 0 0: Old : 20: 12 13 . 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.4 45.1 92.6 74.0 57.9 43.0 65.8 59.3 Old : 75.4 45.1 92.6 74.0 57.9 43.0 65.8 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 18,262: 15,640 14,713 0 0 0 144 376 0 88 392 352: 2,038 2,429 Old : 18,262: 15,640 14,713 0 0 0 144 376 0 88 392 352: 2,038 2,429 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 80.6 0.0 0.0 0.0 0.8 2.1 0.0 0.5 2.1 1.9: 11.2 13.3 Old : 100.0: 85.6 80.6 0.0 0.0 0.0 0.8 2.1 0.0 0.5 2.1 1.9: 11.2 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 10 0 0 0 . . 0 . . .: Old : 20: 13 10 0 0 0 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 71.0 81.7 83.2 60.6 61.3 70.6 69.0 Old : 65.3 71.0 81.7 83.2 60.6 61.3 70.6 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 64,672: 55,259 48,519 0 9,727 3,544 3,858 0 0 1,150 1,685 415: 446 782 Old : 64,672: 55,259 48,519 0 9,727 3,544 3,858 0 0 1,150 1,685 415: 446 782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -21: -845 855 0 -1,120 124 700 0 0 0 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 75.0 0.0 15.0 5.5 6.0 0.0 0.0 1.8 2.6 0.6: 0.7 1.2 Old : 100.0: 85.4 75.0 0.0 15.0 5.5 6.0 0.0 0.0 1.8 2.6 0.6: 0.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 20 0 4 . . 0 0 . . .: Old : 36: 19 20 0 4 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 50.9 72.1 74.7 46.2 41.4 60.5 60.4 Old : 52.6 50.9 72.1 74.7 46.2 41.4 60.5 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 37,375: 29,114 33,348 6,279 1,270 1,909 0 0 0 50 286 0: 23 562 Old : 37,375: 29,114 33,348 6,279 1,270 1,909 0 0 0 50 286 0: 23 562 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -270: -370 55 300 -125 -200 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 89.2 16.8 3.4 5.1 0.0 0.0 0.0 0.1 0.8 0.0: 0.1 1.5 Old : 100.0: 77.9 89.2 16.8 3.4 5.1 0.0 0.0 0.0 0.1 0.8 0.0: 0.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 14 . . . 0 0 0 . . 0: Old : 30: 19 14 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 74.7 82.3 91.7 54.9 67.5 68.5 73.7 Old : 62.1 74.7 82.3 91.7 54.9 67.5 68.5 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 42,910: 40,473 26,218 0 13,050 1,716 350 1,640 0 0 251 0: 371 35 Old : 42,910: 40,473 26,218 0 13,050 1,716 350 1,640 0 0 251 0: 371 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 2,365: 1,765 630 0 1,045 600 0 100 0 0 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 61.1 0.0 30.4 4.0 0.8 3.8 0.0 0.0 0.6 0.0: 0.9 0.1 Old : 100.0: 94.3 61.1 0.0 30.4 4.0 0.8 3.8 0.0 0.0 0.6 0.0: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 18 0 . . . 4 0 0 . 0: Old : 32: 19 18 0 . . . 4 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 64.8 83.3 82.7 53.7 59.8 65.4 70.6 Old : 65.8 64.8 83.3 82.7 53.7 59.8 65.4 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 53,488: 40,083 50,423 7,990 325 2,470 0 0 0 2,094 0 35: 816 235 Old : 53,488: 40,083 50,423 7,990 325 2,470 0 0 0 2,094 0 35: 816 235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 600: 380 650 175 -25 0 0 0 0 60 0 -25: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 94.3 14.9 0.6 4.6 0.0 0.0 0.0 3.9 0.0 0.1: 1.5 0.4 Old : 100.0: 74.9 94.3 14.9 0.6 4.6 0.0 0.0 0.0 3.9 0.0 0.1: 1.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 12 . . . 0 0 0 . 0 .: Old : 30: 18 12 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 93.0 75.8 98.1 50.7 90.1 72.7 90.7 Old : 52.1 93.0 75.8 98.1 50.7 90.1 72.7 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 57,292: 45,437 50,254 6,114 4,265 2,420 0 138 0 2,746 0 35: 540 180 Old : 57,292: 45,437 50,254 6,114 4,265 2,420 0 138 0 2,746 0 35: 540 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 645: 795 705 -200 -35 0 0 0 0 70 0 -25: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 87.7 10.7 7.4 4.2 0.0 0.2 0.0 4.8 0.0 0.1: 0.9 0.3 Old : 100.0: 79.3 87.7 10.7 7.4 4.2 0.0 0.2 0.0 4.8 0.0 0.1: 0.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 13 . 4 5 0 . 0 5 0 .: Old : 34: 17 13 . 4 5 0 . 0 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 87.2 71.0 94.4 43.3 84.1 66.8 87.9 Old : 46.2 87.2 71.0 94.4 43.3 84.1 66.8 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 368 Hours) : : : Positions : All : 87,034: 69,512 78,027 11,722 4,931 1,464 0 363 0 1,905 0 2,057: 374 192 Old : 87,034: 69,512 78,027 11,722 4,931 1,464 0 363 0 1,905 0 2,057: 374 192 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -277: -245 -305 40 0 0 0 5 0 -118 0 26: 20 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 89.7 13.5 5.7 1.7 0.0 0.4 0.0 2.2 0.0 2.4: 0.4 0.2 Old : 100.0: 79.9 89.7 13.5 5.7 1.7 0.0 0.4 0.0 2.2 0.0 2.4: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 19 22 5 . 4 0 . 0 4 0 .: Old : 39: 19 22 5 . 4 0 . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 61.4 75.1 85.8 55.9 59.4 72.3 80.5 Old : 58.4 61.4 75.1 85.8 55.9 59.4 72.3 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 102,698: 80,712 90,020 12,815 5,116 2,486 0 1,620 226 3,155 251 2,693: 611 286 Old : 102,698: 80,712 90,020 12,815 5,116 2,486 0 1,620 226 3,155 251 2,693: 611 286 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 461: 120 396 28 25 17 0 -16 7 345 97 -11: -45 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 87.7 12.5 5.0 2.4 0.0 1.6 0.2 3.1 0.2 2.6: 0.6 0.3 Old : 100.0: 78.6 87.7 12.5 5.0 2.4 0.0 1.6 0.2 3.1 0.2 2.6: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 24 26 5 . 5 0 7 . 4 . 5: Old : 52: 24 26 5 . 5 0 7 . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 54.2 73.1 76.1 55.8 54.2 69.0 71.7 Old : 57.3 54.2 73.1 76.1 55.8 54.2 69.0 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 59,768: 41,022 52,944 15,412 409 1,472 0 3,882 12 836 0 994: 20 55 Old : 59,768: 41,022 52,944 15,412 409 1,472 0 3,882 12 836 0 994: 20 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,006: 631 825 125 47 -50 0 9 0 95 -30 205: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 88.6 25.8 0.7 2.5 0.0 6.5 0.0 1.4 0.0 1.7: 0.0 0.1 Old : 100.0: 68.6 88.6 25.8 0.7 2.5 0.0 6.5 0.0 1.4 0.0 1.7: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 16 . . . 0 . . 6 0 6: Old : 33: 17 16 . . . 0 . . 6 0 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.8 85.4 88.0 92.7 76.3 83.3 83.5 87.4 Old : 78.8 85.4 88.0 92.7 76.3 83.3 83.5 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 42,592: 28,244 38,360 13,145 54 478 0 400 0 300 2,875 425: 0 0 Old : 42,592: 28,244 38,360 13,145 54 478 0 400 0 300 2,875 425: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 270: 0 180 0 -180 120 0 0 0 0 0 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 90.1 30.9 0.1 1.1 0.0 0.9 0.0 0.7 6.8 1.0: 0.0 0.0 Old : 100.0: 66.3 90.1 30.9 0.1 1.1 0.0 0.9 0.0 0.7 6.8 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 12 . . . 0 . 0 . 5 .: Old : 28: 13 12 . . . 0 . 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.4 90.7 93.9 95.3 81.4 89.2 92.2 92.9 Old : 81.4 90.7 93.9 95.3 81.4 89.2 92.2 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 54,461: 33,660 43,901 11,028 275 8,498 0 240 0 235 1,322 170: 870 55 Old : 54,461: 33,660 43,901 11,028 275 8,498 0 240 0 235 1,322 170: 870 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,771: 261 1,775 1,432 -18 18 0 0 0 5 -60 60: -5 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 80.6 20.2 0.5 15.6 0.0 0.4 0.0 0.4 2.4 0.3: 1.6 0.1 Old : 100.0: 61.8 80.6 20.2 0.5 15.6 0.0 0.4 0.0 0.4 2.4 0.3: 1.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 17 5 . . 0 . 0 . . .: Old : 31: 18 17 5 . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 79.1 77.3 90.2 43.9 60.4 57.3 64.8 Old : 54.1 79.1 77.3 90.2 43.9 60.4 57.3 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 64,013: 43,830 50,012 11,546 2,870 5,477 1,323 3,517 0 206 1,421 120: 1,511 596 Old : 64,013: 43,830 50,012 11,546 2,870 5,477 1,323 3,517 0 206 1,421 120: 1,511 596 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 2,190: 928 2,062 432 -770 704 10 120 0 0 0 0: 116 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 78.1 18.0 4.5 8.6 2.1 5.5 0.0 0.3 2.2 0.2: 2.4 0.9 Old : 100.0: 68.5 78.1 18.0 4.5 8.6 2.1 5.5 0.0 0.3 2.2 0.2: 2.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 17 . . . . . 0 . . .: Old : 34: 18 17 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 77.9 79.0 89.5 53.2 65.2 71.8 72.7 Old : 54.6 77.9 79.0 89.5 53.2 65.2 71.8 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,424: 10,418 19,163 11,215 22 839 262 2,273 0 0 598 410: 280 119 Old : 23,424: 10,418 19,163 11,215 22 839 262 2,273 0 0 598 410: 280 119 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 28: 25 -25 -50 0 48 5 5 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 81.8 47.9 0.1 3.6 1.1 9.7 0.0 0.0 2.6 1.8: 1.2 0.5 Old : 100.0: 44.5 81.8 47.9 0.1 3.6 1.1 9.7 0.0 0.0 2.6 1.8: 1.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 12 . . . . . 0 0 . .: Old : 25: 13 12 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 70.5 87.3 87.8 71.1 68.0 83.9 83.2 Old : 71.2 70.5 87.3 87.8 71.1 68.0 83.9 83.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 20,753: 9,392 18,348 10,242 260 717 0 480 0 51 910 0: 351 38 Old : 20,753: 9,392 18,348 10,242 260 717 0 480 0 51 910 0: 351 38 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 88.4 49.4 1.3 3.5 0.0 2.3 0.0 0.2 4.4 0.0: 1.7 0.2 Old : 100.0: 45.3 88.4 49.4 1.3 3.5 0.0 2.3 0.0 0.2 4.4 0.0: 1.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 9 4 . . 0 . 0 . . 0: Old : 22: 11 9 4 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 78.2 90.1 94.4 71.6 76.1 88.6 91.2 Old : 73.0 78.2 90.1 94.4 71.6 76.1 88.6 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 26,354: 21,078 17,989 1,985 5,662 332 217 35 319 1,040 897 669: 714 451 Old : 26,354: 21,078 17,989 1,985 5,662 332 217 35 319 1,040 897 669: 714 451 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 317: 300 285 5 -20 20 -19 0 19 0 16 0: -8 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 68.3 7.5 21.5 1.3 0.8 0.1 1.2 3.9 3.4 2.5: 2.7 1.7 Old : 100.0: 80.0 68.3 7.5 21.5 1.3 0.8 0.1 1.2 3.9 3.4 2.5: 2.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 14 . . . . . . . . .: Old : 26: 13 14 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 68.4 83.0 86.3 64.0 65.5 80.1 80.6 Old : 66.0 68.4 83.0 86.3 64.0 65.5 80.1 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 368 Hours) : : : Positions : All : 17,123: 13,356 15,027 2,017 300 65 0 0 0 650 1,208 280: 755 243 Old : 17,123: 13,356 15,027 2,017 300 65 0 0 0 650 1,208 280: 755 243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,100: 1,110 800 50 0 0 0 0 0 -65 300 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 87.8 11.8 1.8 0.4 0.0 0.0 0.0 3.8 7.1 1.6: 4.4 1.4 Old : 100.0: 78.0 87.8 11.8 1.8 0.4 0.0 0.0 0.0 3.8 7.1 1.6: 4.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 10 . . . 0 0 0 . . .: Old : 23: 12 10 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 84.6 81.2 94.8 62.9 84.0 80.5 92.5 Old : 62.9 84.6 81.2 94.8 62.9 84.0 80.5 92.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 48,811: 34,257 21,064 6,066 17,951 840 2,251 5,378 209 3,449 1,605 1,514: 225 250 Old : 48,811: 34,257 21,064 6,066 17,951 840 2,251 5,378 209 3,449 1,605 1,514: 225 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 507: -1,392 -45 226 291 5 -40 6 50 1,625 -15 0: 33 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 43.2 12.4 36.8 1.7 4.6 11.0 0.4 7.1 3.3 3.1: 0.5 0.5 Old : 100.0: 70.2 43.2 12.4 36.8 1.7 4.6 11.0 0.4 7.1 3.3 3.1: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 20 19 . . 4 . 4 . . 4 .: Old : 41: 20 19 . . 4 . 4 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 71.0 67.0 83.7 43.1 56.3 60.2 66.6 Old : 48.2 71.0 67.0 83.7 43.1 56.3 60.2 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 368 Hours) : : : Positions : All : 29,402: 23,910 8,758 1,358 14,750 1,137 700 2,835 0 587 266 1,413: 297 243 Old : 29,402: 23,910 8,758 1,358 14,750 1,137 700 2,835 0 587 266 1,413: 297 243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 246: 241 106 -15 235 15 0 25 0 5 -135 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 29.8 4.6 50.2 3.9 2.4 9.6 0.0 2.0 0.9 4.8: 1.0 0.8 Old : 100.0: 81.3 29.8 4.6 50.2 3.9 2.4 9.6 0.0 2.0 0.9 4.8: 1.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 15 . . 4 . . 0 . . .: Old : 32: 16 15 . . 4 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.7 74.1 78.4 84.6 60.1 72.1 70.6 80.2 Old : 65.7 74.1 78.4 84.6 60.1 72.1 70.6 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 17,023: 5,213 16,320 9,860 0 95 0 316 0 1,733 150 100: 22 42 Old : 17,023: 5,213 16,320 9,860 0 95 0 316 0 1,733 150 100: 22 42 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 356: 356 350 0 0 0 0 6 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 95.9 57.9 0.0 0.6 0.0 1.9 0.0 10.2 0.9 0.6: 0.1 0.2 Old : 100.0: 30.6 95.9 57.9 0.0 0.6 0.0 1.9 0.0 10.2 0.9 0.6: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 14 . 0 . 0 . 0 . . .: Old : 28: 15 14 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 83.2 88.6 94.9 67.7 78.9 87.7 89.5 Old : 68.5 83.2 88.6 94.9 67.7 78.9 87.7 89.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 20,396: 6,237 20,396 11,879 0 0 0 0 0 2,250 0 0: 30 0 Old : 20,396: 6,237 20,396 11,879 0 0 0 0 0 2,250 0 0: 30 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 100.0 58.2 0.0 0.0 0.0 0.0 0.0 11.0 0.0 0.0: 0.1 0.0 Old : 100.0: 30.6 100.0 58.2 0.0 0.0 0.0 0.0 0.0 11.0 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 11 . 0 0 0 0 0 5 0 0: Old : 25: 12 11 . 0 0 0 0 0 5 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 92.6 88.8 98.8 68.7 89.9 88.5 95.6 Old : 69.0 92.6 88.8 98.8 68.7 89.9 88.5 95.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 8,979: 4,923 5,497 1,570 1,750 1,322 40 25 5 740 200 100: 279 80 Old : 8,979: 4,923 5,497 1,570 1,750 1,322 40 25 5 740 200 100: 279 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.8 61.2 17.5 19.5 14.7 0.4 0.3 0.1 8.2 2.2 1.1: 3.1 0.9 Old : 100.0: 54.8 61.2 17.5 19.5 14.7 0.4 0.3 0.1 8.2 2.2 1.1: 3.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 8 . . 4 . . . . . .: Old : 24: 11 8 . . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 58.9 79.3 87.0 42.7 53.6 64.4 74.1 Old : 56.2 58.9 79.3 87.0 42.7 53.6 64.4 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 8,287: 4,341 4,700 1,508 1,750 1,377 45 25 0 560 150 205: 251 80 Old : 8,287: 4,341 4,700 1,508 1,750 1,377 45 25 0 560 150 205: 251 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 56.7 18.2 21.1 16.6 0.5 0.3 0.0 6.8 1.8 2.5: 3.0 1.0 Old : 100.0: 52.4 56.7 18.2 21.1 16.6 0.5 0.3 0.0 6.8 1.8 2.5: 3.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 8 . . 4 . . 0 . . .: Old : 24: 10 8 . . 4 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 66.1 77.7 89.5 43.1 60.8 61.4 70.8 Old : 56.1 66.1 77.7 89.5 43.1 60.8 61.4 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,268: 16,595 46,008 26,865 145 1,140 600 50 0 1,975 0 1,920: 173 5 Old : 49,268: 16,595 46,008 26,865 145 1,140 600 50 0 1,975 0 1,920: 173 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -200: -25 -200 -175 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 93.4 54.5 0.3 2.3 1.2 0.1 0.0 4.0 0.0 3.9: 0.4 0.0 Old : 100.0: 33.7 93.4 54.5 0.3 2.3 1.2 0.1 0.0 4.0 0.0 3.9: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 15 12 . . . . . 0 4 0 .: Old : 31: 15 12 . . . . . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 77.7 88.8 91.3 70.9 76.5 80.5 86.6 Old : 76.8 77.7 88.8 91.3 70.9 76.5 80.5 86.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,708: 17,335 46,493 26,615 145 1,125 600 25 25 1,935 0 1,890: 183 5 Old : 49,708: 17,335 46,493 26,615 145 1,125 600 25 25 1,935 0 1,890: 183 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -215: -25 -200 -175 0 -15 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 93.5 53.5 0.3 2.3 1.2 0.1 0.1 3.9 0.0 3.8: 0.4 0.0 Old : 100.0: 34.9 93.5 53.5 0.3 2.3 1.2 0.1 0.1 3.9 0.0 3.8: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 14 11 . . . . . . 5 0 .: Old : 31: 14 11 . . . . . . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.0 77.3 87.3 91.6 69.7 76.1 80.0 86.5 Old : 75.0 77.3 87.3 91.6 69.7 76.1 80.0 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 115,046: 85,048 93,672 20,801 9,058 5,419 185 1,925 630 1,546 3,321 997: 420 24 Old : 115,046: 85,048 93,672 20,801 9,058 5,419 185 1,925 630 1,546 3,321 997: 420 24 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 2,926: 345 8,243 1,855 -2,795 -297 180 -105 105 0 -2,967 742: -4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 81.4 18.1 7.9 4.7 0.2 1.7 0.5 1.3 2.9 0.9: 0.4 0.0 Old : 100.0: 73.9 81.4 18.1 7.9 4.7 0.2 1.7 0.5 1.3 2.9 0.9: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 31 27 4 . 5 . . . . 6 .: Old : 57: 31 27 4 . 5 . . . . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 58.8 69.1 76.4 49.2 55.6 64.0 69.7 Old : 50.9 58.8 69.1 76.4 49.2 55.6 64.0 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 120,880: 87,441 99,839 20,661 5,842 7,498 43 1,862 1,490 1,947 2,634 1,606: 194 109 Old : 120,880: 87,441 99,839 20,661 5,842 7,498 43 1,862 1,490 1,947 2,634 1,606: 194 109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 2,706: 50 8,408 1,565 -3,575 111 43 -365 365 -115 -2,925 687: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 82.6 17.1 4.8 6.2 0.0 1.5 1.2 1.6 2.2 1.3: 0.2 0.1 Old : 100.0: 72.3 82.6 17.1 4.8 6.2 0.0 1.5 1.2 1.6 2.2 1.3: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 34 29 6 . 6 . . . 5 7 6: Old : 64: 34 29 6 . 6 . . . 5 7 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 57.7 64.9 74.0 40.8 56.1 54.8 64.7 Old : 43.8 57.7 64.9 74.0 40.8 56.1 54.8 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 256,154: 169,522 190,175 12,690 13,982 15,439 19,319 4,464 10,298 18,460 11,575 9,907: 519 314 Old : 256,154: 169,522 190,175 12,690 13,982 15,439 19,319 4,464 10,298 18,460 11,575 9,907: 519 314 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -3,023: 3,288 -4,138 -2,432 2,326 -301 -280 -743 421 -3,623 -487 -116: 20 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 74.2 5.0 5.5 6.0 7.5 1.7 4.0 7.2 4.5 3.9: 0.2 0.1 Old : 100.0: 66.2 74.2 5.0 5.5 6.0 7.5 1.7 4.0 7.2 4.5 3.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 105: 42 41 4 5 6 12 9 12 15 12 17: Old : 105: 42 41 4 5 6 12 9 12 15 12 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 36.0 53.1 56.5 23.0 24.4 30.9 34.2 Old : 33.6 36.0 53.1 56.5 23.0 24.4 30.9 34.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,575: 9,010 12,850 1,425 395 1,580 900 550 115 1,760 0 0: 785 85 Old : 15,575: 9,010 12,850 1,425 395 1,580 900 550 115 1,760 0 0: 785 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 82.5 9.1 2.5 10.1 5.8 3.5 0.7 11.3 0.0 0.0: 5.0 0.5 Old : 100.0: 57.8 82.5 9.1 2.5 10.1 5.8 3.5 0.7 11.3 0.0 0.0: 5.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 10 . . . . . . . 0 0: Old : 25: 11 10 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 75.3 77.6 94.0 50.8 66.8 70.0 78.6 Old : 51.7 75.3 77.6 94.0 50.8 66.8 70.0 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,149: 7,099 9,975 1,475 844 1,570 300 550 140 1,760 0 0: 805 70 Old : 13,149: 7,099 9,975 1,475 844 1,570 300 550 140 1,760 0 0: 805 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 75.9 11.2 6.4 11.9 2.3 4.2 1.1 13.4 0.0 0.0: 6.1 0.5 Old : 100.0: 54.0 75.9 11.2 6.4 11.9 2.3 4.2 1.1 13.4 0.0 0.0: 6.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 10 10 . . 4 . . . . 0 0: Old : 25: 10 10 . . 4 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 71.2 79.1 92.7 48.3 59.0 67.0 73.9 Old : 49.5 71.2 79.1 92.7 48.3 59.0 67.0 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 8,045: 5,635 5,005 110 0 240 200 1,560 100 845 345 445: 470 350 Old : 8,045: 5,635 5,005 110 0 240 200 1,560 100 845 345 445: 470 350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 62.2 1.4 0.0 3.0 2.5 19.4 1.2 10.5 4.3 5.5: 5.8 4.4 Old : 100.0: 70.0 62.2 1.4 0.0 3.0 2.5 19.4 1.2 10.5 4.3 5.5: 5.8 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 25 . 0 . . . . 4 4 4: Old : 40: 24 25 . 0 . . . . 4 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 35.5 55.3 53.8 34.2 34.1 48.7 50.0 Old : 37.7 35.5 55.3 53.8 34.2 34.1 48.7 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 352 Hours) : : : Positions : All : 10,465: 8,713 9,838 480 98 252 0 0 0 835 100 145: 40 32 Old : 10,465: 8,713 9,838 480 98 252 0 0 0 835 100 145: 40 32 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 306: 316 106 0 0 0 0 0 0 -100 100 100: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 94.0 4.6 0.9 2.4 0.0 0.0 0.0 8.0 1.0 1.4: 0.4 0.3 Old : 100.0: 83.3 94.0 4.6 0.9 2.4 0.0 0.0 0.0 8.0 1.0 1.4: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 18 . . . 0 0 0 4 . .: Old : 34: 19 18 . . . 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 64.1 78.5 80.9 44.3 50.0 59.0 62.6 Old : 56.7 64.1 78.5 80.9 44.3 50.0 59.0 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 87,583: 64,171 55,025 11,930 14,916 935 0 9,626 0 3,495 0 0: 7,052 7,081 Old : 87,583: 64,171 55,025 11,930 14,916 935 0 9,626 0 3,495 0 0: 7,052 7,081 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 140: 60 140 80 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 62.8 13.6 17.0 1.1 0.0 11.0 0.0 4.0 0.0 0.0: 8.1 8.1 Old : 100.0: 73.3 62.8 13.6 17.0 1.1 0.0 11.0 0.0 4.0 0.0 0.0: 8.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 15 . . . 0 . 0 . 0 0: Old : 25: 16 15 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.5 56.8 85.4 83.0 72.8 55.6 83.3 78.2 Old : 73.5 56.8 85.4 83.0 72.8 55.6 83.3 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,607: 52,546 43,326 9,420 13,790 650 0 8,281 0 3,440 0 0: 7,551 7,560 Old : 73,607: 52,546 43,326 9,420 13,790 650 0 8,281 0 3,440 0 0: 7,551 7,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 15: -35 15 50 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 58.9 12.8 18.7 0.9 0.0 11.3 0.0 4.7 0.0 0.0: 10.3 10.3 Old : 100.0: 71.4 58.9 12.8 18.7 0.9 0.0 11.3 0.0 4.7 0.0 0.0: 10.3 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 16 16 . . . 0 . 0 . 0 0: Old : 23: 16 16 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 59.2 83.6 81.7 71.8 58.1 79.7 77.7 Old : 72.8 59.2 83.6 81.7 71.8 58.1 79.7 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,006: 11,050 14,841 4,890 0 5,825 175 1,175 200 250 0 0: 4,616 4,965 Old : 27,006: 11,050 14,841 4,890 0 5,825 175 1,175 200 250 0 0: 4,616 4,965 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 200: 30 480 10 -290 -10 150 0 0 0 0 0: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 55.0 18.1 0.0 21.6 0.6 4.4 0.7 0.9 0.0 0.0: 17.1 18.4 Old : 100.0: 40.9 55.0 18.1 0.0 21.6 0.6 4.4 0.7 0.9 0.0 0.0: 17.1 18.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 12 . 0 . . . . . 0 0: Old : 20: 10 12 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 51.0 78.5 72.0 43.0 39.6 50.2 48.7 Old : 65.8 51.0 78.5 72.0 43.0 39.6 50.2 48.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 42,487: 26,880 11,306 4,031 18,421 10 4,235 6,270 2,335 1,440 869 0: 3,556 3,276 Old : 42,487: 26,880 11,306 4,031 18,421 10 4,235 6,270 2,335 1,440 869 0: 3,556 3,276 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -6,094: 136 -6,094 420 0 0 -6,650 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 26.6 9.5 43.4 0.0 10.0 14.8 5.5 3.4 2.0 0.0: 8.4 7.7 Old : 100.0: 63.3 26.6 9.5 43.4 0.0 10.0 14.8 5.5 3.4 2.0 0.0: 8.4 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 15 . . . . . . . . 0: Old : 27: 17 15 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 65.8 67.2 80.5 29.0 60.4 47.3 67.2 Old : 44.1 65.8 67.2 80.5 29.0 60.4 47.3 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 32,232: 21,749 9,847 6,339 10,215 0 250 8,110 720 50 269 336: 2,788 2,735 Old : 32,232: 21,749 9,847 6,339 10,215 0 250 8,110 720 50 269 336: 2,788 2,735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -204: 1,466 -204 1,680 0 0 -1,560 1,790 -1,790 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 30.6 19.7 31.7 0.0 0.8 25.2 2.2 0.2 0.8 1.0: 8.6 8.5 Old : 100.0: 67.5 30.6 19.7 31.7 0.0 0.8 25.2 2.2 0.2 0.8 1.0: 8.6 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 13 . . 0 . . . . . .: Old : 24: 15 13 . . 0 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 65.6 73.9 82.0 42.8 59.9 57.9 64.4 Old : 51.3 65.6 73.9 82.0 42.8 59.9 57.9 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,260: 9,965 8,720 6,975 0 250 545 8,650 55 75 0 0: 1,395 1,585 Old : 19,260: 9,965 8,720 6,975 0 250 545 8,650 55 75 0 0: 1,395 1,585 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -7,550: -7,550 -650 0 0 0 0 -6,900 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 45.3 36.2 0.0 1.3 2.8 44.9 0.3 0.4 0.0 0.0: 7.2 8.2 Old : 100.0: 51.7 45.3 36.2 0.0 1.3 2.8 44.9 0.3 0.4 0.0 0.0: 7.2 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 . 0 . . . . . 0 0: Old : 20: 12 12 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 72.2 80.1 86.8 45.2 67.1 68.6 73.8 Old : 48.6 72.2 80.1 86.8 45.2 67.1 68.6 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 83,102: 45,767 28,347 8,995 36,635 2,750 11,825 1,140 0 60 460 1,085: 12,620 12,685 Old : 83,102: 45,767 28,347 8,995 36,635 2,750 11,825 1,140 0 60 460 1,085: 12,620 12,685 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 325: 310 -55 0 350 0 0 0 0 -15 0 15: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 34.1 10.8 44.1 3.3 14.2 1.4 0.0 0.1 0.6 1.3: 15.2 15.3 Old : 100.0: 55.1 34.1 10.8 44.1 3.3 14.2 1.4 0.0 0.1 0.6 1.3: 15.2 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 18 . . . . . 0 . . .: Old : 30: 16 18 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 57.1 74.2 72.4 48.7 55.8 62.5 63.2 Old : 53.3 57.1 74.2 72.4 48.7 55.8 62.5 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 79,862: 43,014 28,452 8,408 32,335 3,160 12,450 990 35 0 2,085 315: 12,480 12,490 Old : 79,862: 43,014 28,452 8,408 32,335 3,160 12,450 990 35 0 2,085 315: 12,480 12,490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 350: 325 -40 0 350 0 0 0 0 0 0 0: 25 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 35.6 10.5 40.5 4.0 15.6 1.2 0.0 0.0 2.6 0.4: 15.6 15.6 Old : 100.0: 53.9 35.6 10.5 40.5 4.0 15.6 1.2 0.0 0.0 2.6 0.4: 15.6 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 17 . . . . . . 0 . .: Old : 29: 14 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 53.2 74.0 71.0 48.6 53.2 59.3 62.6 Old : 52.6 53.2 74.0 71.0 48.6 53.2 59.3 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,596: 19,095 5,104 1,629 185 797 0 10,860 700 700 5,525 350: 4,325 4,075 Old : 27,596: 19,095 5,104 1,629 185 797 0 10,860 700 700 5,525 350: 4,325 4,075 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 18.5 5.9 0.7 2.9 0.0 39.4 2.5 2.5 20.0 1.3: 15.7 14.8 Old : 100.0: 69.2 18.5 5.9 0.7 2.9 0.0 39.4 2.5 2.5 20.0 1.3: 15.7 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 9 . . . 0 . . . . .: Old : 25: 14 9 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 58.5 67.1 75.5 48.9 54.7 62.1 65.9 Old : 51.1 58.5 67.1 75.5 48.9 54.7 62.1 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,346: 19,095 5,144 1,294 185 1,058 0 10,860 700 700 5,150 425: 4,074 3,824 Old : 27,346: 19,095 5,144 1,294 185 1,058 0 10,860 700 700 5,150 425: 4,074 3,824 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 18.8 4.7 0.7 3.9 0.0 39.7 2.6 2.6 18.8 1.6: 14.9 14.0 Old : 100.0: 69.8 18.8 4.7 0.7 3.9 0.0 39.7 2.6 2.6 18.8 1.6: 14.9 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 9 . . . 0 . . . . .: Old : 25: 14 9 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 57.9 67.3 75.2 48.7 53.8 61.7 65.2 Old : 51.3 57.9 67.3 75.2 48.7 53.8 61.7 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 61,860: 19,935 50,730 17,195 8,550 130 15,810 0 120 6,515 0 0: 2,155 2,330 Old : 61,860: 19,935 50,730 17,195 8,550 130 15,810 0 120 6,515 0 0: 2,155 2,330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 82.0 27.8 13.8 0.2 25.6 0.0 0.2 10.5 0.0 0.0: 3.5 3.8 Old : 100.0: 32.2 82.0 27.8 13.8 0.2 25.6 0.0 0.2 10.5 0.0 0.0: 3.5 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 . . . . 0 . . 0 0: Old : 22: 11 11 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.0 85.7 94.4 92.1 73.2 85.1 91.9 90.3 Old : 75.0 85.7 94.4 92.1 73.2 85.1 91.9 90.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,310: 20,310 53,745 19,405 7,330 165 15,810 0 120 5,690 0 0: 1,810 1,950 Old : 63,310: 20,310 53,745 19,405 7,330 165 15,810 0 120 5,690 0 0: 1,810 1,950 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 84.9 30.7 11.6 0.3 25.0 0.0 0.2 9.0 0.0 0.0: 2.9 3.1 Old : 100.0: 32.1 84.9 30.7 11.6 0.3 25.0 0.0 0.2 9.0 0.0 0.0: 2.9 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 11 . . . . 0 . . 0 0: Old : 21: 12 11 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.6 89.5 94.9 95.0 73.8 88.9 92.4 92.3 Old : 75.6 89.5 94.9 95.0 73.8 88.9 92.4 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,543: 19,080 43,978 5,648 1,570 1,945 4,660 0 0 15,890 50 165: 3,155 2,835 Old : 50,543: 19,080 43,978 5,648 1,570 1,945 4,660 0 0 15,890 50 165: 3,155 2,835 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,100: 300 1,225 300 0 0 0 0 0 600 0 0: -100 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 87.0 11.2 3.1 3.8 9.2 0.0 0.0 31.4 0.1 0.3: 6.2 5.6 Old : 100.0: 37.8 87.0 11.2 3.1 3.8 9.2 0.0 0.0 31.4 0.1 0.3: 6.2 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 9 . . . . 0 0 . . .: Old : 26: 15 9 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 83.4 72.9 92.6 51.4 83.2 69.2 88.2 Old : 54.9 83.4 72.9 92.6 51.4 83.2 69.2 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 43,923: 17,810 37,503 6,213 1,900 1,340 4,660 0 0 10,565 50 515: 2,820 2,615 Old : 43,923: 17,810 37,503 6,213 1,900 1,340 4,660 0 0 10,565 50 515: 2,820 2,615 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,100: 300 1,225 300 0 0 0 0 0 600 0 0: -100 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 85.4 14.1 4.3 3.1 10.6 0.0 0.0 24.1 0.1 1.2: 6.4 6.0 Old : 100.0: 40.5 85.4 14.1 4.3 3.1 10.6 0.0 0.0 24.1 0.1 1.2: 6.4 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 9 . . . . 0 0 . . .: Old : 26: 15 9 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 81.2 72.4 91.4 48.3 81.0 68.5 87.3 Old : 51.9 81.2 72.4 91.4 48.3 81.0 68.5 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 68,148: 31,185 48,257 9,067 0 2,973 4,575 10,665 713 14,200 625 1,225: 4,210 3,690 Old : 68,148: 31,185 48,257 9,067 0 2,973 4,575 10,665 713 14,200 625 1,225: 4,210 3,690 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 275: 0 300 300 0 0 0 0 0 0 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.8 70.8 13.3 0.0 4.4 6.7 15.6 1.0 20.8 0.9 1.8: 6.2 5.4 Old : 100.0: 45.8 70.8 13.3 0.0 4.4 6.7 15.6 1.0 20.8 0.9 1.8: 6.2 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 10 . 0 . . . . 4 . .: Old : 31: 17 10 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 67.1 75.8 83.2 51.1 65.7 70.5 79.4 Old : 56.0 67.1 75.8 83.2 51.1 65.7 70.5 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 65,883: 30,450 46,302 10,097 0 3,263 4,255 10,665 713 12,510 625 1,225: 3,370 3,090 Old : 65,883: 30,450 46,302 10,097 0 3,263 4,255 10,665 713 12,510 625 1,225: 3,370 3,090 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 600: 300 600 300 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.2 70.3 15.3 0.0 5.0 6.5 16.2 1.1 19.0 0.9 1.9: 5.1 4.7 Old : 100.0: 46.2 70.3 15.3 0.0 5.0 6.5 16.2 1.1 19.0 0.9 1.9: 5.1 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 11 . 0 . . . . 4 . .: Old : 31: 17 11 . 0 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 68.2 76.5 83.0 51.1 66.5 69.4 77.7 Old : 56.7 68.2 76.5 83.0 51.1 66.5 69.4 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 61,839: 34,444 30,127 0 12,707 300 17,365 180 2,275 0 8,840 1,300: 6,155 6,110 Old : 61,839: 34,444 30,127 0 12,707 300 17,365 180 2,275 0 8,840 1,300: 6,155 6,110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 485: 485 -475 0 360 0 0 0 0 0 600 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 48.7 0.0 20.5 0.5 28.1 0.3 3.7 0.0 14.3 2.1: 10.0 9.9 Old : 100.0: 55.7 48.7 0.0 20.5 0.5 28.1 0.3 3.7 0.0 14.3 2.1: 10.0 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 10 0 . . . . . 0 . .: Old : 32: 21 10 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 68.5 73.9 83.0 57.1 64.6 69.9 76.3 Old : 57.2 68.5 73.9 83.0 57.1 64.6 69.9 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 52,835: 30,364 26,952 0 10,322 385 12,630 205 2,275 0 5,645 1,355: 5,826 5,696 Old : 52,835: 30,364 26,952 0 10,322 385 12,630 205 2,275 0 5,645 1,355: 5,826 5,696 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 600: 600 -300 0 300 0 0 0 0 0 600 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 51.0 0.0 19.5 0.7 23.9 0.4 4.3 0.0 10.7 2.6: 11.0 10.8 Old : 100.0: 57.5 51.0 0.0 19.5 0.7 23.9 0.4 4.3 0.0 10.7 2.6: 11.0 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 21 9 0 . . . . . 0 . .: Old : 31: 21 9 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 64.3 72.4 81.9 53.9 59.4 67.3 73.8 Old : 57.3 64.3 72.4 81.9 53.9 59.4 67.3 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 191,026: 115,895 82,506 13,014 2,035 8,125 0 30,500 1,320 865 14,688 2,245: 49,562 49,607 Old : 191,026: 115,895 82,506 13,014 2,035 8,125 0 30,500 1,320 865 14,688 2,245: 49,562 49,607 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,500: 1,110 1,070 360 0 90 0 75 0 240 3,878 -240: -60 -3,373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 43.2 6.8 1.1 4.3 0.0 16.0 0.7 0.5 7.7 1.2: 25.9 26.0 Old : 100.0: 60.7 43.2 6.8 1.1 4.3 0.0 16.0 0.7 0.5 7.7 1.2: 25.9 26.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 25 . . . 0 4 . . . 4: Old : 44: 25 25 . . . 0 4 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 29.5 59.2 47.7 39.8 28.6 47.6 41.9 Old : 45.9 29.5 59.2 47.7 39.8 28.6 47.6 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 165,018: 101,802 73,366 7,017 665 8,786 0 24,645 1,258 825 11,018 2,945: 42,385 42,335 Old : 165,018: 101,802 73,366 7,017 665 8,786 0 24,645 1,258 825 11,018 2,945: 42,385 42,335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 1,050: 510 1,010 225 0 89 0 0 0 0 2,079 -240: 466 -1,888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 44.5 4.3 0.4 5.3 0.0 14.9 0.8 0.5 6.7 1.8: 25.7 25.7 Old : 100.0: 61.7 44.5 4.3 0.4 5.3 0.0 14.9 0.8 0.5 6.7 1.8: 25.7 25.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 23 27 . . . 0 4 . . . .: Old : 43: 23 27 . . . 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 33.4 57.4 50.5 39.9 32.3 47.2 43.0 Old : 45.1 33.4 57.4 50.5 39.9 32.3 47.2 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,216: 21,275 31,140 18,531 8,731 5,160 1,400 0 3,000 0 1,410 0: 4,850 4,775 Old : 54,216: 21,275 31,140 18,531 8,731 5,160 1,400 0 3,000 0 1,410 0: 4,850 4,775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : -235: 220 -905 -560 600 -40 0 0 0 0 0 0: 145 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 57.4 34.2 16.1 9.5 2.6 0.0 5.5 0.0 2.6 0.0: 8.9 8.8 Old : 100.0: 39.2 57.4 34.2 16.1 9.5 2.6 0.0 5.5 0.0 2.6 0.0: 8.9 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 12 . . . . 0 . 0 . 0: Old : 26: 14 12 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 48.2 76.4 74.5 50.0 43.4 58.8 60.2 Old : 59.4 48.2 76.4 74.5 50.0 43.4 58.8 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 45,830: 19,790 26,577 13,021 6,949 3,521 1,665 0 2,750 0 1,135 0: 5,083 4,898 Old : 45,830: 19,790 26,577 13,021 6,949 3,521 1,665 0 2,750 0 1,135 0: 5,083 4,898 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 340: 375 -250 -60 600 -200 0 0 0 0 0 0: 225 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 58.0 28.4 15.2 7.7 3.6 0.0 6.0 0.0 2.5 0.0: 11.1 10.7 Old : 100.0: 43.2 58.0 28.4 15.2 7.7 3.6 0.0 6.0 0.0 2.5 0.0: 11.1 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 . . . . 0 . 0 . 0: Old : 25: 16 13 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 49.9 69.3 74.4 46.6 43.4 55.3 57.8 Old : 53.1 49.9 69.3 74.4 46.6 43.4 55.3 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,870: 19,945 23,515 1,810 670 6,045 4,075 3,480 0 1,565 0 0: 4,430 4,160 Old : 37,870: 19,945 23,515 1,810 670 6,045 4,075 3,480 0 1,565 0 0: 4,430 4,160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 470: -510 2,390 600 -2,300 360 0 0 0 0 0 0: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 62.1 4.8 1.8 16.0 10.8 9.2 0.0 4.1 0.0 0.0: 11.7 11.0 Old : 100.0: 52.7 62.1 4.8 1.8 16.0 10.8 9.2 0.0 4.1 0.0 0.0: 11.7 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 13 . . . . . 0 . 0 0: Old : 27: 15 13 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 48.1 71.5 73.9 33.9 36.4 46.0 49.0 Old : 44.2 48.1 71.5 73.9 33.9 36.4 46.0 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 47,285: 15,670 30,790 0 2,980 5,770 19,245 3,130 75 1,565 0 0: 4,960 4,540 Old : 47,285: 15,670 30,790 0 2,980 5,770 19,245 3,130 75 1,565 0 0: 4,960 4,540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 400: -100 500 0 -600 0 0 0 0 0 0 0: 500 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 65.1 0.0 6.3 12.2 40.7 6.6 0.2 3.3 0.0 0.0: 10.5 9.6 Old : 100.0: 33.1 65.1 0.0 6.3 12.2 40.7 6.6 0.2 3.3 0.0 0.0: 10.5 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 16 0 . . . . . . 0 0: Old : 22: 12 16 0 . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 55.1 82.0 75.9 56.3 40.2 60.0 55.2 Old : 67.9 55.1 82.0 75.9 56.3 40.2 60.0 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 190,182: 107,774 121,642 1,643 11,714 20,728 26,315 75 2,280 50 2,342 1,138: 30,254 30,263 Old : 190,182: 107,774 121,642 1,643 11,714 20,728 26,315 75 2,280 50 2,342 1,138: 30,254 30,263 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 2,755: 5,665 675 0 4,355 -2,175 0 0 0 0 635 -240: -495 -495 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 64.0 0.9 6.2 10.9 13.8 0.0 1.2 0.0 1.2 0.6: 15.9 15.9 Old : 100.0: 56.7 64.0 0.9 6.2 10.9 13.8 0.0 1.2 0.0 1.2 0.6: 15.9 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 25 25 . . 4 . . . . 5 .: Old : 43: 25 25 . . 4 . . . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 44.4 63.8 65.6 41.7 37.2 53.1 49.9 Old : 45.2 44.4 63.8 65.6 41.7 37.2 53.1 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 177,975: 105,150 124,990 3,667 2,940 21,453 20,975 0 3,970 0 1,933 955: 21,805 21,734 Old : 177,975: 105,150 124,990 3,667 2,940 21,453 20,975 0 3,970 0 1,933 955: 21,805 21,734 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 22,913: 20,595 20,310 -50 -440 1,150 0 0 0 0 675 -305: 1,523 1,523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 70.2 2.1 1.7 12.1 11.8 0.0 2.2 0.0 1.1 0.5: 12.3 12.2 Old : 100.0: 59.1 70.2 2.1 1.7 12.1 11.8 0.0 2.2 0.0 1.1 0.5: 12.3 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 23 22 . . 4 . 0 . 0 5 .: Old : 37: 23 22 . . 4 . 0 . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 47.6 67.4 65.0 38.6 39.9 47.9 47.6 Old : 48.0 47.6 67.4 65.0 38.6 39.9 47.9 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,205: 21,530 16,755 790 8,180 1,935 2,295 300 0 625 0 225: 1,805 1,810 Old : 29,205: 21,530 16,755 790 8,180 1,935 2,295 300 0 625 0 225: 1,805 1,810 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 57.4 2.7 28.0 6.6 7.9 1.0 0.0 2.1 0.0 0.8: 6.2 6.2 Old : 100.0: 73.7 57.4 2.7 28.0 6.6 7.9 1.0 0.0 2.1 0.0 0.8: 6.2 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 6 . . . . . 0 . 0 .: Old : 20: 10 6 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 88.4 85.5 93.3 64.0 83.7 78.4 85.9 Old : 65.6 88.4 85.5 93.3 64.0 83.7 78.4 85.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Futures Only, February 16, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,685: 21,730 15,960 285 7,965 2,160 2,295 300 0 0 80 475: 1,740 1,745 Old : 28,685: 21,730 15,960 285 7,965 2,160 2,295 300 0 0 80 475: 1,740 1,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 55.6 1.0 27.8 7.5 8.0 1.0 0.0 0.0 0.3 1.7: 6.1 6.1 Old : 100.0: 75.8 55.6 1.0 27.8 7.5 8.0 1.0 0.0 0.0 0.3 1.7: 6.1 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 5 . . . . . 0 0 . .: Old : 20: 10 5 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 87.8 88.0 93.5 68.0 81.8 80.5 84.3 Old : 68.6 87.8 88.0 93.5 68.0 81.8 80.5 84.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2021