COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, March 02, 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 : 14,037: 11,480 7,943 390 849 641 0 48 1 96 3,162 520: 909 873 Old : 14,037: 11,480 7,943 390 849 641 0 48 1 96 3,162 520: 909 873 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -1,153: -895 -274 39 -498 -43 0 0 0 -178 109 -350: 274 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 56.6 2.8 6.0 4.6 0.0 0.3 0.0 0.7 22.5 3.7: 6.5 6.2 Old : 100.0: 81.8 56.6 2.8 6.0 4.6 0.0 0.3 0.0 0.7 22.5 3.7: 6.5 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 : 20: 10 9 . . . 0 . . . 4 .: Old : 20: 10 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 : 61.6 56.4 79.8 77.2 34.7 40.8 48.7 50.4 Old : 61.6 56.4 79.8 77.2 34.7 40.8 48.7 50.4 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, March 02, 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 : 33,419: 22,132 27,017 2,387 711 3,194 75 218 900 3,590 117 1,141: 0 121 Old : 33,419: 22,132 27,017 2,387 711 3,194 75 218 900 3,590 117 1,141: 0 121 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -1,290: -1,285 -295 -341 -587 40 -45 68 -82 753 -105 -330: 0 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 80.8 7.1 2.1 9.6 0.2 0.7 2.7 10.7 0.4 3.4: 0.0 0.4 Old : 100.0: 66.2 80.8 7.1 2.1 9.6 0.2 0.7 2.7 10.7 0.4 3.4: 0.0 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 : 41: 22 22 . . . . . . 6 . 7: Old : 41: 22 22 . . . . . . 6 . 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 : 39.8 49.7 65.2 74.7 32.4 40.6 44.9 49.8 Old : 39.8 49.7 65.2 74.7 32.4 40.6 44.9 49.8 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, March 02, 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 : 29,988: 25,243 23,274 0 2,461 1,740 0 148 455 1,275 635 1,275: 0 0 Old : 29,988: 25,243 23,274 0 2,461 1,740 0 148 455 1,275 635 1,275: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -1,994: -1,853 -1,191 0 -656 -25 0 58 -55 410 345 -470: -1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 77.6 0.0 8.2 5.8 0.0 0.5 1.5 4.3 2.1 4.3: 0.0 0.0 Old : 100.0: 84.2 77.6 0.0 8.2 5.8 0.0 0.5 1.5 4.3 2.1 4.3: 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 17 0 . . 0 . . 4 . 4: Old : 34: 20 17 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 : 50.0 62.4 71.9 82.4 47.5 53.6 60.2 68.4 Old : 50.0 62.4 71.9 82.4 47.5 53.6 60.2 68.4 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, March 02, 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 : 134,464: 97,463 95,071 561 19,529 11,709 16,644 1,925 554 5,292 3,833 1,170: 1,071 673 Old : 134,464: 97,463 95,071 561 19,529 11,709 16,644 1,925 554 5,292 3,833 1,170: 1,071 673 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,042: 1,279 -150 469 824 -527 150 195 -58 -490 549 -181: 400 390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 70.7 0.4 14.5 8.7 12.4 1.4 0.4 3.9 2.9 0.9: 0.8 0.5 Old : 100.0: 72.5 70.7 0.4 14.5 8.7 12.4 1.4 0.4 3.9 2.9 0.9: 0.8 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 : 63: 28 32 . 5 5 7 4 . 5 8 8: Old : 63: 28 32 . 5 5 7 4 . 5 8 8: 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 37.8 65.1 60.2 44.0 29.5 53.7 45.0 Old : 48.6 37.8 65.1 60.2 44.0 29.5 53.7 45.0 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, March 02, 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 : 56,280: 43,505 37,526 1,485 11,385 3,017 5,249 0 257 1,268 2,570 1,469: 30 56 Old : 56,280: 43,505 37,526 1,485 11,385 3,017 5,249 0 257 1,268 2,570 1,469: 30 56 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,405: 1,506 550 0 437 -345 -19 0 126 153 695 -16: 0 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 66.7 2.6 20.2 5.4 9.3 0.0 0.5 2.3 4.6 2.6: 0.1 0.1 Old : 100.0: 77.3 66.7 2.6 20.2 5.4 9.3 0.0 0.5 2.3 4.6 2.6: 0.1 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 : 45: 21 22 . . . 6 0 . 4 4 7: Old : 45: 21 22 . . . 6 0 . 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 : 63.4 70.5 80.3 85.7 62.8 56.6 71.7 68.6 Old : 63.4 70.5 80.3 85.7 62.8 56.6 71.7 68.6 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, March 02, 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 : 32,311: 28,618 24,820 1,494 3,887 975 0 639 50 803 1,569 371: 0 0 Old : 32,311: 28,618 24,820 1,494 3,887 975 0 639 50 803 1,569 371: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 702: 138 675 350 -418 -36 0 56 50 175 350 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 76.8 4.6 12.0 3.0 0.0 2.0 0.2 2.5 4.9 1.1: 0.0 0.0 Old : 100.0: 88.6 76.8 4.6 12.0 3.0 0.0 2.0 0.2 2.5 4.9 1.1: 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 : 30: 16 16 . . . 0 . . . 4 5: Old : 30: 16 16 . . . 0 . . . 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 : 74.3 78.4 91.3 88.8 67.6 64.5 76.8 73.5 Old : 74.3 78.4 91.3 88.8 67.6 64.5 76.8 73.5 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, March 02, 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 : 50,535: 30,191 18,827 1,898 20,931 3,392 13,390 162 0 188 5,719 962: 514 542 Old : 50,535: 30,191 18,827 1,898 20,931 3,392 13,390 162 0 188 5,719 962: 514 542 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 298: 293 -446 -56 629 -75 0 0 0 1 -30 29: 106 191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 37.3 3.8 41.4 6.7 26.5 0.3 0.0 0.4 11.3 1.9: 1.0 1.1 Old : 100.0: 59.7 37.3 3.8 41.4 6.7 26.5 0.3 0.0 0.4 11.3 1.9: 1.0 1.1 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 : 34: 16 18 . 4 5 . . 0 . . .: Old : 34: 16 18 . 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 : 56.3 66.5 75.3 82.4 54.0 59.5 65.2 69.0 Old : 56.3 66.5 75.3 82.4 54.0 59.5 65.2 69.0 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, March 02, 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 : 62,950: 38,642 22,458 1,091 29,706 3,001 17,432 1,056 10 220 4,817 1,494: 1,060 408 Old : 62,950: 38,642 22,458 1,091 29,706 3,001 17,432 1,056 10 220 4,817 1,494: 1,060 408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 433: 336 -182 -50 603 -37 20 -91 0 0 -55 55: 109 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 35.7 1.7 47.2 4.8 27.7 1.7 0.0 0.3 7.7 2.4: 1.7 0.6 Old : 100.0: 61.4 35.7 1.7 47.2 4.8 27.7 1.7 0.0 0.3 7.7 2.4: 1.7 0.6 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 : 42: 18 20 . 4 4 . 6 . . 4 .: Old : 42: 18 20 . 4 4 . 6 . . 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 : 60.9 62.6 76.8 82.2 59.6 55.8 71.4 68.6 Old : 60.9 62.6 76.8 82.2 59.6 55.8 71.4 68.6 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, March 02, 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 : 64,773: 45,473 33,253 13,792 22,675 1,931 0 25 0 1,377 5,280 1,411: 789 198 Old : 64,773: 45,473 33,253 13,792 22,675 1,931 0 25 0 1,377 5,280 1,411: 789 198 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 469: -199 -209 1,508 -900 -1,045 0 0 0 -25 2,400 25: 205 198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 51.3 21.3 35.0 3.0 0.0 0.0 0.0 2.1 8.2 2.2: 1.2 0.3 Old : 100.0: 70.2 51.3 21.3 35.0 3.0 0.0 0.0 0.0 2.1 8.2 2.2: 1.2 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 : 40: 21 18 4 . 5 0 . 0 . . .: Old : 40: 21 18 4 . 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 : 43.9 58.3 70.6 83.2 43.0 58.2 64.1 80.4 Old : 43.9 58.3 70.6 83.2 43.0 58.2 64.1 80.4 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, March 02, 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 : 84,368: 58,965 34,482 20,713 41,401 810 45 0 5 1,210 5,479 1,966: 654 225 Old : 84,368: 58,965 34,482 20,713 41,401 810 45 0 5 1,210 5,479 1,966: 654 225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,288: 55 107 1,541 -900 -480 0 0 0 0 2,376 0: 172 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 40.9 24.6 49.1 1.0 0.1 0.0 0.0 1.4 6.5 2.3: 0.8 0.3 Old : 100.0: 69.9 40.9 24.6 49.1 1.0 0.1 0.0 0.0 1.4 6.5 2.3: 0.8 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 : 44: 25 19 4 . 4 . 0 . . . .: Old : 44: 25 19 4 . 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 : 42.5 63.4 68.4 83.7 42.1 63.3 65.8 82.1 Old : 42.5 63.4 68.4 83.7 42.1 63.3 65.8 82.1 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, March 02, 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 : 33,305: 23,046 29,877 7,994 330 2,016 0 0 0 0 327 0: 249 755 Old : 33,305: 23,046 29,877 7,994 330 2,016 0 0 0 0 327 0: 249 755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 560: 535 460 0 -25 25 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 89.7 24.0 1.0 6.1 0.0 0.0 0.0 0.0 1.0 0.0: 0.7 2.3 Old : 100.0: 69.2 89.7 24.0 1.0 6.1 0.0 0.0 0.0 0.0 1.0 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: 13 8 . . . 0 0 0 0 . 0: Old : 22: 13 8 . . . 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 : 75.6 80.9 89.9 93.4 69.1 77.1 81.8 81.6 Old : 75.6 80.9 89.9 93.4 69.1 77.1 81.8 81.6 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, March 02, 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 : 30,749: 27,583 15,735 0 12,921 1,465 0 550 0 1,385 68 0: 316 10 Old : 30,749: 27,583 15,735 0 12,921 1,465 0 550 0 1,385 68 0: 316 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -140: -140 110 0 -250 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 51.2 0.0 42.0 4.8 0.0 1.8 0.0 4.5 0.2 0.0: 1.0 0.0 Old : 100.0: 89.7 51.2 0.0 42.0 4.8 0.0 1.8 0.0 4.5 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 : 63.4 60.6 81.0 86.0 41.8 47.4 54.1 57.3 Old : 63.4 60.6 81.0 86.0 41.8 47.4 54.1 57.3 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, March 02, 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 Peak Hour : : : Positions : All : 103,381: 81,775 78,617 200 10,956 6,575 6,326 260 282 4,192 3,035 3,531: 500 125 Old : 103,381: 81,775 78,617 200 10,956 6,575 6,326 260 282 4,192 3,035 3,531: 500 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 249: -432 -438 0 -415 -101 -96 20 100 415 725 363: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 76.0 0.2 10.6 6.4 6.1 0.3 0.3 4.1 2.9 3.4: 0.5 0.1 Old : 100.0: 79.1 76.0 0.2 10.6 6.4 6.1 0.3 0.3 4.1 2.9 3.4: 0.5 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 : 70: 37 35 . 4 . 7 . . 10 5 11: Old : 70: 37 35 . 4 . 7 . . 10 5 11: 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 39.4 60.7 64.5 34.8 29.6 43.9 46.4 Old : 44.7 39.4 60.7 64.5 34.8 29.6 43.9 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S Disaggregated Commitments of Traders - Futures Only, March 02, 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 per Peak Hour : : : 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 23, 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, March 02, 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 23, 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, March 02, 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 per peak hour : : : Positions : All : 30,187: 24,366 23,157 2,279 0 3,422 0 3,608 0 0 0 0: 120 0 Old : 30,187: 24,366 23,157 2,279 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 23, 2021 : : 95: -60 95 155 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 76.7 7.5 0.0 11.3 0.0 12.0 0.0 0.0 0.0 0.0: 0.4 0.0 Old : 100.0: 80.7 76.7 7.5 0.0 11.3 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 : 74.1 45.4 91.1 76.4 56.7 42.2 65.7 61.4 Old : 74.1 45.4 91.1 76.4 56.7 42.2 65.7 61.4 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, March 02, 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 per Off-Peak Hour : : : Positions : All : 29,897: 23,838 23,017 2,667 0 3,272 0 3,608 0 0 0 0: 120 0 Old : 29,897: 23,838 23,017 2,667 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 23, 2021 : : 95: -60 95 155 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 77.0 8.9 0.0 10.9 0.0 12.1 0.0 0.0 0.0 0.0: 0.4 0.0 Old : 100.0: 79.7 77.0 8.9 0.0 10.9 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 : 75.5 44.9 92.7 73.8 57.2 42.8 65.6 59.2 Old : 75.5 44.9 92.7 73.8 57.2 42.8 65.6 59.2 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, March 02, 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 per Off-Peak Hour : : : Positions : All : 65,177: 55,599 48,949 0 9,607 3,724 3,858 0 0 1,150 1,715 400: 446 782 Old : 65,177: 55,599 48,949 0 9,607 3,724 3,858 0 0 1,150 1,715 400: 446 782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 495: 315 460 0 -145 180 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 75.1 0.0 14.7 5.7 5.9 0.0 0.0 1.8 2.6 0.6: 0.7 1.2 Old : 100.0: 85.3 75.1 0.0 14.7 5.7 5.9 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: 20 20 0 4 . . 0 0 . . .: Old : 36: 20 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 : 51.1 50.9 71.2 74.4 44.8 40.0 59.0 58.4 Old : 51.1 50.9 71.2 74.4 44.8 40.0 59.0 58.4 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, March 02, 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 : 37,675: 28,984 35,183 6,859 25 1,659 0 0 0 150 286 0: 23 522 Old : 37,675: 28,984 35,183 6,859 25 1,659 0 0 0 150 286 0: 23 522 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 455: 455 520 0 -25 0 0 0 0 0 0 0: 0 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 93.4 18.2 0.1 4.4 0.0 0.0 0.0 0.4 0.8 0.0: 0.1 1.4 Old : 100.0: 76.9 93.4 18.2 0.1 4.4 0.0 0.0 0.0 0.4 0.8 0.0: 0.1 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 : 32: 18 16 . . . 0 0 0 . . 0: Old : 32: 18 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 : 61.3 78.8 81.9 92.7 54.2 72.7 68.7 76.3 Old : 61.3 78.8 81.9 92.7 54.2 72.7 68.7 76.3 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, March 02, 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 : 44,518: 41,626 26,814 0 13,790 1,766 655 1,760 0 50 313 50: 371 25 Old : 44,518: 41,626 26,814 0 13,790 1,766 655 1,760 0 50 313 50: 371 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -290: -740 280 0 -670 50 300 0 0 50 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.5 60.2 0.0 31.0 4.0 1.5 4.0 0.0 0.1 0.7 0.1: 0.8 0.1 Old : 100.0: 93.5 60.2 0.0 31.0 4.0 1.5 4.0 0.0 0.1 0.7 0.1: 0.8 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: 18 19 0 . . . 4 0 . . .: Old : 33: 18 19 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 : 63.8 64.6 81.6 83.2 51.5 58.3 63.7 69.5 Old : 63.8 64.6 81.6 83.2 51.5 58.3 63.7 69.5 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, March 02, 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 : 54,458: 40,342 51,393 8,221 325 2,470 0 0 0 2,292 0 35: 1,098 235 Old : 54,458: 40,342 51,393 8,221 325 2,470 0 0 0 2,292 0 35: 1,098 235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 785: -32 785 471 0 0 0 0 0 104 0 0: 242 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 94.4 15.1 0.6 4.5 0.0 0.0 0.0 4.2 0.0 0.1: 2.0 0.4 Old : 100.0: 74.1 94.4 15.1 0.6 4.5 0.0 0.0 0.0 4.2 0.0 0.1: 2.0 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 : 31: 18 13 . . . 0 0 0 4 0 .: Old : 31: 18 13 . . . 0 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 : 50.8 92.2 74.2 97.7 49.4 89.3 71.6 89.9 Old : 50.8 92.2 74.2 97.7 49.4 89.3 71.6 89.9 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, March 02, 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 : 60,470: 46,116 53,390 8,034 4,265 2,420 0 180 0 3,110 0 35: 755 180 Old : 60,470: 46,116 53,390 8,034 4,265 2,420 0 180 0 3,110 0 35: 755 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,662: 367 1,640 1,000 0 0 0 22 0 95 0 0: 200 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 88.3 13.3 7.1 4.0 0.0 0.3 0.0 5.1 0.0 0.1: 1.2 0.3 Old : 100.0: 76.3 88.3 13.3 7.1 4.0 0.0 0.3 0.0 5.1 0.0 0.1: 1.2 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 : 33: 17 13 . 4 5 0 . 0 4 0 .: Old : 33: 17 13 . 4 5 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 : 46.2 87.0 70.3 93.9 43.0 84.1 66.3 87.6 Old : 46.2 87.0 70.3 93.9 43.0 84.1 66.3 87.6 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, March 02, 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 : 88,589: 70,282 79,647 11,996 4,316 1,787 0 443 0 1,984 60 2,174: 366 162 Old : 88,589: 70,282 79,647 11,996 4,316 1,787 0 443 0 1,984 60 2,174: 366 162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 571: 268 728 149 -300 8 0 10 0 4 0 145: -3 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 89.9 13.5 4.9 2.0 0.0 0.5 0.0 2.2 0.1 2.5: 0.4 0.2 Old : 100.0: 79.3 89.9 13.5 4.9 2.0 0.0 0.5 0.0 2.2 0.1 2.5: 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 : 40: 19 23 5 . 4 0 . 0 4 . .: Old : 40: 19 23 5 . 4 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 : 57.8 62.4 74.6 85.9 55.5 60.4 71.9 80.5 Old : 57.8 62.4 74.6 85.9 55.5 60.4 71.9 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, March 02, 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 : 104,653: 81,883 91,620 12,816 4,762 2,898 0 1,360 236 3,494 639 2,702: 624 436 Old : 104,653: 81,883 91,620 12,816 4,762 2,898 0 1,360 236 3,494 639 2,702: 624 436 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 670: 936 501 -197 70 -10 0 -40 10 -87 102 -8: 26 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 87.5 12.2 4.6 2.8 0.0 1.3 0.2 3.3 0.6 2.6: 0.6 0.4 Old : 100.0: 78.2 87.5 12.2 4.6 2.8 0.0 1.3 0.2 3.3 0.6 2.6: 0.6 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 : 52: 23 27 5 . 5 0 6 . 4 . 6: Old : 52: 23 27 5 . 5 0 6 . 4 . 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 : 58.4 54.5 73.2 76.4 56.9 54.5 69.7 71.7 Old : 58.4 54.5 73.2 76.4 56.9 54.5 69.7 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, March 02, 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 : 62,258: 43,795 54,799 15,237 468 1,287 0 4,322 3 692 110 1,224: 20 45 Old : 62,258: 43,795 54,799 15,237 468 1,287 0 4,322 3 692 110 1,224: 20 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 2,148: 1,993 1,735 50 134 -197 0 410 -9 236 0 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 88.0 24.5 0.8 2.1 0.0 6.9 0.0 1.1 0.2 2.0: 0.0 0.1 Old : 100.0: 70.3 88.0 24.5 0.8 2.1 0.0 6.9 0.0 1.1 0.2 2.0: 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 : 34: 18 13 . . . 0 . . 5 . 5: Old : 34: 18 13 . . . 0 . . 5 . 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 : 79.2 84.6 87.9 92.8 76.9 82.9 84.7 87.6 Old : 79.2 84.6 87.9 92.8 76.9 82.9 84.7 87.6 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, March 02, 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 : 42,777: 27,769 38,380 13,595 89 368 0 450 0 395 2,840 650: 0 0 Old : 42,777: 27,769 38,380 13,595 89 368 0 450 0 395 2,840 650: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -300: -250 -325 0 50 -50 0 0 0 -25 0 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 89.7 31.8 0.2 0.9 0.0 1.1 0.0 0.9 6.6 1.5: 0.0 0.0 Old : 100.0: 64.9 89.7 31.8 0.2 0.9 0.0 1.1 0.0 0.9 6.6 1.5: 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 : 27: 14 11 . . . 0 . 0 . 4 .: Old : 27: 14 11 . . . 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 : 83.2 90.3 93.7 95.2 83.2 88.8 91.4 92.5 Old : 83.2 90.3 93.7 95.2 83.2 88.8 91.4 92.5 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, March 02, 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 : 55,914: 33,894 45,370 12,019 275 8,198 0 240 0 205 1,416 170: 1,428 245 Old : 55,914: 33,894 45,370 12,019 275 8,198 0 240 0 205 1,416 170: 1,428 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,132: 289 1,255 572 0 -300 0 0 0 0 0 0: 571 177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 81.1 21.5 0.5 14.7 0.0 0.4 0.0 0.4 2.5 0.3: 2.6 0.4 Old : 100.0: 60.6 81.1 21.5 0.5 14.7 0.0 0.4 0.0 0.4 2.5 0.3: 2.6 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 : 29: 17 15 4 . . 0 . 0 . . .: Old : 29: 17 15 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 : 55.0 79.6 78.3 90.1 46.6 62.4 59.4 66.7 Old : 55.0 79.6 78.3 90.1 46.6 62.4 59.4 66.7 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, March 02, 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 : 63,333: 43,701 49,282 11,298 2,875 5,537 1,345 3,492 0 45 1,519 120: 1,287 508 Old : 63,333: 43,701 49,282 11,298 2,875 5,537 1,345 3,492 0 45 1,519 120: 1,287 508 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -203: -454 -206 327 0 65 22 0 0 0 0 0: -163 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 77.8 17.8 4.5 8.7 2.1 5.5 0.0 0.1 2.4 0.2: 2.0 0.8 Old : 100.0: 69.0 77.8 17.8 4.5 8.7 2.1 5.5 0.0 0.1 2.4 0.2: 2.0 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 : 35: 18 15 . . 4 . . 0 . . .: Old : 35: 18 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 : 54.2 77.4 79.1 89.5 52.6 65.0 71.9 72.9 Old : 54.2 77.4 79.1 89.5 52.6 65.0 71.9 72.9 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, March 02, 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 : 23,644: 10,115 19,143 11,394 22 839 100 2,273 0 0 603 410: 786 354 Old : 23,644: 10,115 19,143 11,394 22 839 100 2,273 0 0 603 410: 786 354 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -40: -303 -280 -57 0 0 -162 0 0 0 5 0: 482 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 81.0 48.2 0.1 3.5 0.4 9.6 0.0 0.0 2.6 1.7: 3.3 1.5 Old : 100.0: 42.8 81.0 48.2 0.1 3.5 0.4 9.6 0.0 0.0 2.6 1.7: 3.3 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 : 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 : 70.6 70.3 86.0 87.1 70.6 67.7 82.6 82.9 Old : 70.6 70.3 86.0 87.1 70.6 67.7 82.6 82.9 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, March 02, 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 : 21,002: 9,231 18,347 10,381 260 717 0 480 0 51 910 0: 622 288 Old : 21,002: 9,231 18,347 10,381 260 717 0 480 0 51 910 0: 622 288 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -11: -161 -261 -97 0 0 0 0 0 0 0 0: 247 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 87.4 49.4 1.2 3.4 0.0 2.3 0.0 0.2 4.3 0.0: 3.0 1.4 Old : 100.0: 44.0 87.4 49.4 1.2 3.4 0.0 2.3 0.0 0.2 4.3 0.0: 3.0 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: 11 10 4 . . 0 . 0 . . 0: Old : 23: 11 10 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 : 72.4 77.5 89.0 92.5 71.0 75.5 87.5 89.1 Old : 72.4 77.5 89.0 92.5 71.0 75.5 87.5 89.1 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, March 02, 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 : 26,922: 21,703 18,860 1,970 5,692 322 217 35 319 1,055 1,070 601: 735 23 Old : 26,922: 21,703 18,860 1,970 5,692 322 217 35 319 1,055 1,070 601: 735 23 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 159: 231 479 -10 30 -10 0 0 0 -15 102 -72: 35 -370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 70.1 7.3 21.1 1.2 0.8 0.1 1.2 3.9 4.0 2.2: 2.7 0.1 Old : 100.0: 80.6 70.1 7.3 21.1 1.2 0.8 0.1 1.2 3.9 4.0 2.2: 2.7 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: 16 15 . . . . . . . . .: Old : 31: 16 15 . . . . . . . . .: 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 69.3 80.7 87.1 62.0 66.5 77.8 81.6 Old : 63.9 69.3 80.7 87.1 62.0 66.5 77.8 81.6 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, March 02, 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 : 17,268: 13,513 15,151 2,068 300 46 0 0 0 620 1,258 270: 751 243 Old : 17,268: 13,513 15,151 2,068 300 46 0 0 0 620 1,258 270: 751 243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 59: 102 84 -14 0 0 0 0 0 -30 -25 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 87.7 12.0 1.7 0.3 0.0 0.0 0.0 3.6 7.3 1.6: 4.3 1.4 Old : 100.0: 78.3 87.7 12.0 1.7 0.3 0.0 0.0 0.0 3.6 7.3 1.6: 4.3 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: 13 10 . . . 0 0 0 . . .: Old : 23: 13 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 : 63.4 84.7 81.4 94.6 63.3 83.5 81.0 92.4 Old : 63.4 84.7 81.4 94.6 63.3 83.5 81.0 92.4 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, March 02, 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 : 48,412: 34,980 22,039 6,286 17,322 765 2,266 5,216 184 2,111 1,021 1,779: 41 86 Old : 48,412: 34,980 22,039 6,286 17,322 765 2,266 5,216 184 2,111 1,021 1,779: 41 86 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 700: 445 998 190 281 -10 -14 -171 -21 41 -456 253: -184 -174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 45.5 13.0 35.8 1.6 4.7 10.8 0.4 4.4 2.1 3.7: 0.1 0.2 Old : 100.0: 72.3 45.5 13.0 35.8 1.6 4.7 10.8 0.4 4.4 2.1 3.7: 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 : 41: 21 19 . . 4 . 4 . . . .: Old : 41: 21 19 . . 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 : 48.8 69.9 67.2 84.5 43.0 54.7 59.2 66.1 Old : 48.8 69.9 67.2 84.5 43.0 54.7 59.2 66.1 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, March 02, 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 : 30,060: 24,167 9,495 1,440 14,867 1,033 700 2,835 0 902 201 1,386: 432 243 Old : 30,060: 24,167 9,495 1,440 14,867 1,033 700 2,835 0 902 201 1,386: 432 243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 649: 142 656 106 147 -102 0 0 0 395 -25 -27: 135 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 31.6 4.8 49.5 3.4 2.3 9.4 0.0 3.0 0.7 4.6: 1.4 0.8 Old : 100.0: 80.4 31.6 4.8 49.5 3.4 2.3 9.4 0.0 3.0 0.7 4.6: 1.4 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 16 . . 4 . . 0 . . .: Old : 32: 16 16 . . 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 : 65.1 74.0 78.5 84.2 59.6 72.1 69.8 79.9 Old : 65.1 74.0 78.5 84.2 59.6 72.1 69.8 79.9 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, March 02, 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 : 16,971: 5,304 15,987 9,417 0 70 0 347 250 1,783 150 125: 22 42 Old : 16,971: 5,304 15,987 9,417 0 70 0 347 250 1,783 150 125: 22 42 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 80: 48 -190 -28 0 -40 0 60 250 -150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 94.2 55.5 0.0 0.4 0.0 2.0 1.5 10.5 0.9 0.7: 0.1 0.2 Old : 100.0: 31.3 94.2 55.5 0.0 0.4 0.0 2.0 1.5 10.5 0.9 0.7: 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 : 27: 15 14 . 0 . 0 . . . . .: Old : 27: 15 14 . 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 : 66.4 83.0 87.9 95.4 65.7 77.7 86.1 87.7 Old : 66.4 83.0 87.9 95.4 65.7 77.7 86.1 87.7 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, March 02, 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 : 21,091: 5,427 21,091 11,774 0 0 0 0 0 3,820 0 0: 70 0 Old : 21,091: 5,427 21,091 11,774 0 0 0 0 0 3,820 0 0: 70 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -860: -335 -860 -375 0 0 0 0 0 -150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 100.0 55.8 0.0 0.0 0.0 0.0 0.0 18.1 0.0 0.0: 0.3 0.0 Old : 100.0: 25.7 100.0 55.8 0.0 0.0 0.0 0.0 0.0 18.1 0.0 0.0: 0.3 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: 11 12 . 0 0 0 0 0 5 0 0: Old : 25: 11 12 . 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 : 68.0 92.4 91.2 98.8 67.7 91.3 91.0 97.6 Old : 68.0 92.4 91.2 98.8 67.7 91.3 91.0 97.6 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, March 02, 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 : 9,168: 5,293 5,161 1,555 1,475 1,362 0 60 20 740 400 100: 98 590 Old : 9,168: 5,293 5,161 1,555 1,475 1,362 0 60 20 740 400 100: 98 590 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 150: 122 -300 10 -250 -10 0 0 0 0 200 0: 28 510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 56.3 17.0 16.1 14.9 0.0 0.7 0.2 8.1 4.4 1.1: 1.1 6.4 Old : 100.0: 57.7 56.3 17.0 16.1 14.9 0.0 0.7 0.2 8.1 4.4 1.1: 1.1 6.4 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 : 27: 13 9 . . 4 0 . . . . .: Old : 27: 13 9 . . 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 : 55.0 54.3 78.4 79.4 43.2 48.3 64.4 66.7 Old : 55.0 54.3 78.4 79.4 43.2 48.3 64.4 66.7 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, March 02, 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 : 8,551: 4,763 4,589 1,493 1,475 1,417 0 55 20 560 350 205: 93 440 Old : 8,551: 4,763 4,589 1,493 1,475 1,417 0 55 20 560 350 205: 93 440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 150: 122 -150 10 -250 -10 0 0 0 0 200 0: 28 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 53.7 17.5 17.2 16.6 0.0 0.6 0.2 6.5 4.1 2.4: 1.1 5.1 Old : 100.0: 55.7 53.7 17.5 17.2 16.6 0.0 0.6 0.2 6.5 4.1 2.4: 1.1 5.1 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 : 27: 12 10 . . 4 0 . . . . .: Old : 27: 12 10 . . 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 : 53.8 60.5 75.5 82.0 40.8 54.4 59.2 65.8 Old : 53.8 60.5 75.5 82.0 40.8 54.4 59.2 65.8 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, March 02, 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 : 49,023: 16,485 45,478 26,470 145 1,295 600 50 0 1,975 0 1,920: 278 135 Old : 49,023: 16,485 45,478 26,470 145 1,295 600 50 0 1,975 0 1,920: 278 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -70: -80 -180 -75 0 -20 0 0 0 0 0 0: 105 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 92.8 54.0 0.3 2.6 1.2 0.1 0.0 4.0 0.0 3.9: 0.6 0.3 Old : 100.0: 33.6 92.8 54.0 0.3 2.6 1.2 0.1 0.0 4.0 0.0 3.9: 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 : 30: 15 12 . . . . . 0 4 0 .: Old : 30: 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 : 76.3 76.9 88.4 90.5 70.3 75.7 79.9 85.4 Old : 76.3 76.9 88.4 90.5 70.3 75.7 79.9 85.4 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, March 02, 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 : 49,543: 17,215 46,038 25,510 145 1,295 600 25 25 1,935 0 1,890: 1,073 125 Old : 49,543: 17,215 46,038 25,510 145 1,295 600 25 25 1,935 0 1,890: 1,073 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -55: -105 -170 -835 0 -5 0 0 0 0 0 0: 890 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 92.9 51.5 0.3 2.6 1.2 0.1 0.1 3.9 0.0 3.8: 2.2 0.3 Old : 100.0: 34.7 92.9 51.5 0.3 2.6 1.2 0.1 0.1 3.9 0.0 3.8: 2.2 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 : 31: 15 11 . . . . . . 5 0 .: Old : 31: 15 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 : 72.8 76.5 85.4 90.8 67.5 75.3 77.6 85.3 Old : 72.8 76.5 85.4 90.8 67.5 75.3 77.6 85.3 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, March 02, 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 : 123,463: 93,323 102,718 19,568 7,865 5,539 260 1,925 605 1,561 2,385 1,357: 1,250 1,069 Old : 123,463: 93,323 102,718 19,568 7,865 5,539 260 1,925 605 1,561 2,385 1,357: 1,250 1,069 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 4,055: 4,280 2,144 -793 1,506 -430 0 0 0 35 -268 133: 830 970 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 83.2 15.8 6.4 4.5 0.2 1.6 0.5 1.3 1.9 1.1: 1.0 0.9 Old : 100.0: 75.6 83.2 15.8 6.4 4.5 0.2 1.6 0.5 1.3 1.9 1.1: 1.0 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 : 57: 31 27 4 . 5 . . . 4 5 4: Old : 57: 31 27 4 . 5 . . . 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 : 47.9 57.7 67.6 75.1 46.3 49.0 60.1 64.3 Old : 47.9 57.7 67.6 75.1 46.3 49.0 60.1 64.3 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, March 02, 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 : 131,475: 96,451 109,204 18,979 4,470 8,117 135 1,797 1,585 2,211 1,932 2,613: 1,384 1,757 Old : 131,475: 96,451 109,204 18,979 4,470 8,117 135 1,797 1,585 2,211 1,932 2,613: 1,384 1,757 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 4,126: 4,289 1,498 -899 1,614 -790 17 -20 45 195 5 100: 1,169 1,674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 83.1 14.4 3.4 6.2 0.1 1.4 1.2 1.7 1.5 2.0: 1.1 1.3 Old : 100.0: 73.4 83.1 14.4 3.4 6.2 0.1 1.4 1.2 1.7 1.5 2.0: 1.1 1.3 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 : 64: 34 29 5 . 6 . . . 7 5 6: Old : 64: 34 29 5 . 6 . . . 7 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 : 41.7 56.2 62.1 71.2 38.3 49.6 51.1 59.5 Old : 41.7 56.2 62.1 71.2 38.3 49.6 51.1 59.5 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, March 02, 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 : 262,500: 178,591 189,071 4,621 8,918 21,428 18,041 6,295 11,658 16,660 12,855 9,905: 1,596 2,370 Old : 262,500: 178,591 189,071 4,621 8,918 21,428 18,041 6,295 11,658 16,660 12,855 9,905: 1,596 2,370 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,601: 1,415 -1,755 -2,109 -1,384 367 -626 1,501 962 855 384 -449: 1,186 1,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 72.0 1.8 3.4 8.2 6.9 2.4 4.4 6.3 4.9 3.8: 0.6 0.9 Old : 100.0: 68.0 72.0 1.8 3.4 8.2 6.9 2.4 4.4 6.3 4.9 3.8: 0.6 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 : 105: 41 40 4 5 6 11 12 14 12 14 17: Old : 105: 41 40 4 5 6 11 12 14 12 14 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 : 37.0 32.6 55.6 52.7 22.6 23.5 30.3 31.2 Old : 37.0 32.6 55.6 52.7 22.6 23.5 30.3 31.2 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, March 02, 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 : 15,935: 8,840 12,785 2,190 995 1,160 900 550 115 1,760 0 0: 970 330 Old : 15,935: 8,840 12,785 2,190 995 1,160 900 550 115 1,760 0 0: 970 330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -65: -220 -175 -535 -600 470 0 0 0 0 0 0: 220 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 80.2 13.7 6.2 7.3 5.6 3.5 0.7 11.0 0.0 0.0: 6.1 2.1 Old : 100.0: 55.5 80.2 13.7 6.2 7.3 5.6 3.5 0.7 11.0 0.0 0.0: 6.1 2.1 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: 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 : 53.5 76.7 77.6 94.0 53.4 67.2 73.2 81.3 Old : 53.5 76.7 77.6 94.0 53.4 67.2 73.2 81.3 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, March 02, 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 : 13,559: 6,929 9,810 2,140 1,444 1,300 300 550 140 1,760 0 0: 990 315 Old : 13,559: 6,929 9,810 2,140 1,444 1,300 300 550 140 1,760 0 0: 990 315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -75: -210 -175 -535 -600 460 0 0 0 0 0 0: 210 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 72.4 15.8 10.6 9.6 2.2 4.1 1.0 13.0 0.0 0.0: 7.3 2.3 Old : 100.0: 51.1 72.4 15.8 10.6 9.6 2.2 4.1 1.0 13.0 0.0 0.0: 7.3 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 : 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 : 52.0 71.9 78.3 91.7 51.0 61.1 69.8 76.1 Old : 52.0 71.9 78.3 91.7 51.0 61.1 69.8 76.1 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, March 02, 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 : 10,895: 9,143 10,268 480 98 252 0 0 0 835 100 145: 40 32 Old : 10,895: 9,143 10,268 480 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 23, 2021 : : 305: 305 305 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 94.2 4.4 0.9 2.3 0.0 0.0 0.0 7.7 0.9 1.3: 0.4 0.3 Old : 100.0: 83.9 94.2 4.4 0.9 2.3 0.0 0.0 0.0 7.7 0.9 1.3: 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 : 33: 21 18 . . . 0 0 0 4 . .: Old : 33: 21 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 : 48.7 65.0 69.7 81.7 41.2 53.1 56.7 61.6 Old : 48.7 65.0 69.7 81.7 41.2 53.1 56.7 61.6 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, March 02, 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 : 90,023: 65,541 57,465 13,000 14,916 935 0 9,626 0 3,495 0 0: 7,052 7,081 Old : 90,023: 65,541 57,465 13,000 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 23, 2021 : : 600: 0 600 600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 63.8 14.4 16.6 1.0 0.0 10.7 0.0 3.9 0.0 0.0: 7.8 7.9 Old : 100.0: 72.8 63.8 14.4 16.6 1.0 0.0 10.7 0.0 3.9 0.0 0.0: 7.8 7.9 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 : 27: 17 16 . . . 0 . 0 . 0 0: Old : 27: 17 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 : 73.3 58.0 85.8 83.4 72.6 56.9 83.7 78.8 Old : 73.3 58.0 85.8 83.4 72.6 56.9 83.7 78.8 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, March 02, 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 : 74,577: 51,671 42,671 10,310 14,340 1,550 0 8,281 0 3,320 0 0: 7,726 7,735 Old : 74,577: 51,671 42,671 10,310 14,340 1,550 0 8,281 0 3,320 0 0: 7,726 7,735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,720: 220 570 600 250 900 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.3 57.2 13.8 19.2 2.1 0.0 11.1 0.0 4.5 0.0 0.0: 10.4 10.4 Old : 100.0: 69.3 57.2 13.8 19.2 2.1 0.0 11.1 0.0 4.5 0.0 0.0: 10.4 10.4 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 : 24: 16 17 . . . 0 . 0 . 0 0: Old : 24: 16 17 . . . 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 : 73.0 61.6 83.3 81.6 72.1 59.3 79.3 77.1 Old : 73.0 61.6 83.3 81.6 72.1 59.3 79.3 77.1 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, March 02, 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 : 28,781: 11,125 18,216 8,190 0 4,650 175 1,175 200 250 0 0: 4,191 4,540 Old : 28,781: 11,125 18,216 8,190 0 4,650 175 1,175 200 250 0 0: 4,191 4,540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,300: -275 1,300 1,575 0 -10 0 0 0 0 0 0: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 63.3 28.5 0.0 16.2 0.6 4.1 0.7 0.9 0.0 0.0: 14.6 15.8 Old : 100.0: 38.7 63.3 28.5 0.0 16.2 0.6 4.1 0.7 0.9 0.0 0.0: 14.6 15.8 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 : 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 : 70.2 59.6 82.1 76.5 49.5 49.7 59.1 58.3 Old : 70.2 59.6 82.1 76.5 49.5 49.7 59.1 58.3 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, March 02, 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 : 44,814: 28,953 13,784 5,311 18,421 10 3,260 6,170 2,335 1,440 869 0: 3,505 3,225 Old : 44,814: 28,953 13,784 5,311 18,421 10 3,260 6,170 2,335 1,440 869 0: 3,505 3,225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 2,302: 1,808 2,453 560 0 0 -15 -100 0 0 0 0: -51 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 30.8 11.9 41.1 0.0 7.3 13.8 5.2 3.2 1.9 0.0: 7.8 7.2 Old : 100.0: 64.6 30.8 11.9 41.1 0.0 7.3 13.8 5.2 3.2 1.9 0.0: 7.8 7.2 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: 18 15 . . . . . . . . 0: Old : 28: 18 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 : 44.2 63.0 65.4 81.2 28.6 59.7 46.2 68.5 Old : 44.2 63.0 65.4 81.2 28.6 59.7 46.2 68.5 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, March 02, 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 : 33,416: 22,018 11,086 7,309 10,215 0 225 8,085 720 50 269 336: 2,758 2,705 Old : 33,416: 22,018 11,086 7,309 10,215 0 225 8,085 720 50 269 336: 2,758 2,705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,059: 804 1,114 310 0 0 -25 -25 0 0 0 0: -30 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 33.2 21.9 30.6 0.0 0.7 24.2 2.2 0.1 0.8 1.0: 8.3 8.1 Old : 100.0: 65.9 33.2 21.9 30.6 0.0 0.7 24.2 2.2 0.1 0.8 1.0: 8.3 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 : 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 : 49.6 64.1 72.5 83.9 44.2 60.3 58.8 65.0 Old : 49.6 64.1 72.5 83.9 44.2 60.3 58.8 65.0 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, March 02, 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 : 20,385: 10,960 9,670 7,140 0 60 0 8,130 550 0 25 75: 1,600 1,875 Old : 20,385: 10,960 9,670 7,140 0 60 0 8,130 550 0 25 75: 1,600 1,875 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 40: 150 -10 -75 0 0 0 85 -50 0 0 0: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.8 47.4 35.0 0.0 0.3 0.0 39.9 2.7 0.0 0.1 0.4: 7.8 9.2 Old : 100.0: 53.8 47.4 35.0 0.0 0.3 0.0 39.9 2.7 0.0 0.1 0.4: 7.8 9.2 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: 12 12 . 0 . 0 . . 0 . .: Old : 21: 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 : 48.7 68.0 78.0 85.9 47.6 65.6 74.7 77.2 Old : 48.7 68.0 78.0 85.9 47.6 65.6 74.7 77.2 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, March 02, 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 : 87,302: 44,897 32,062 10,450 36,335 2,505 14,825 1,295 0 60 460 1,085: 13,480 13,560 Old : 87,302: 44,897 32,062 10,450 36,335 2,505 14,825 1,295 0 60 460 1,085: 13,480 13,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 2,720: -495 2,815 -300 -600 0 3,000 -25 0 0 0 0: 515 530 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 36.7 12.0 41.6 2.9 17.0 1.5 0.0 0.1 0.5 1.2: 15.4 15.5 Old : 100.0: 51.4 36.7 12.0 41.6 2.9 17.0 1.5 0.0 0.1 0.5 1.2: 15.4 15.5 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: 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 : 55.0 56.9 74.5 72.4 51.5 56.7 63.8 64.2 Old : 55.0 56.9 74.5 72.4 51.5 56.7 63.8 64.2 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, March 02, 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 : 84,082: 42,486 32,452 9,886 32,105 2,635 15,450 1,170 5 0 2,085 315: 13,305 13,315 Old : 84,082: 42,486 32,452 9,886 32,105 2,635 15,450 1,170 5 0 2,085 315: 13,305 13,315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 2,805: -200 3,100 -300 -600 0 3,000 0 0 0 0 0: 305 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 38.6 11.8 38.2 3.1 18.4 1.4 0.0 0.0 2.5 0.4: 15.8 15.8 Old : 100.0: 50.5 38.6 11.8 38.2 3.1 18.4 1.4 0.0 0.0 2.5 0.4: 15.8 15.8 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 : 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 : 54.7 54.3 74.4 71.1 51.5 54.3 61.4 63.6 Old : 54.7 54.3 74.4 71.1 51.5 54.3 61.4 63.6 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, March 02, 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 : 28,656: 20,410 5,654 274 0 2,250 0 10,860 700 1,120 5,525 350: 3,552 3,317 Old : 28,656: 20,410 5,654 274 0 2,250 0 10,860 700 1,120 5,525 350: 3,552 3,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,045: 650 900 -355 -185 535 0 0 0 420 0 0: -205 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 19.7 1.0 0.0 7.9 0.0 37.9 2.4 3.9 19.3 1.2: 12.4 11.6 Old : 100.0: 71.2 19.7 1.0 0.0 7.9 0.0 37.9 2.4 3.9 19.3 1.2: 12.4 11.6 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 : 25: 14 9 . 0 . 0 . . . . .: Old : 25: 14 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 : 50.8 57.8 66.8 75.4 48.7 52.6 60.1 63.9 Old : 50.8 57.8 66.8 75.4 48.7 52.6 60.1 63.9 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, March 02, 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 : 28,406: 20,410 5,694 90 151 2,385 0 10,860 700 1,120 5,150 425: 3,276 3,041 Old : 28,406: 20,410 5,694 90 151 2,385 0 10,860 700 1,120 5,150 425: 3,276 3,041 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,045: 650 900 -204 -34 384 0 0 0 420 0 0: -205 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 20.0 0.3 0.5 8.4 0.0 38.2 2.5 3.9 18.1 1.5: 11.5 10.7 Old : 100.0: 71.9 20.0 0.3 0.5 8.4 0.0 38.2 2.5 3.9 18.1 1.5: 11.5 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: 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 58.3 67.2 76.0 49.1 51.8 60.8 63.0 Old : 51.1 58.3 67.2 76.0 49.1 51.8 60.8 63.0 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, March 02, 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 : 63,545: 20,000 53,530 18,465 7,410 130 15,810 25 120 6,815 0 0: 2,205 2,330 Old : 63,545: 20,000 53,530 18,465 7,410 130 15,810 25 120 6,815 0 0: 2,205 2,330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 1,015: 25 1,290 640 -300 0 0 25 0 300 0 0: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 84.2 29.1 11.7 0.2 24.9 0.0 0.2 10.7 0.0 0.0: 3.5 3.7 Old : 100.0: 31.5 84.2 29.1 11.7 0.2 24.9 0.0 0.2 10.7 0.0 0.0: 3.5 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 : 23: 11 11 . . . . . . . 0 0: Old : 23: 11 11 . . . . . . . 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 : 75.5 86.1 94.4 92.4 73.8 85.6 91.9 90.4 Old : 75.5 86.1 94.4 92.4 73.8 85.6 91.9 90.4 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, March 02, 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 : 64,735: 20,310 56,310 20,520 6,190 165 15,810 0 120 5,990 0 0: 1,820 1,950 Old : 64,735: 20,310 56,310 20,520 6,190 165 15,810 0 120 5,990 0 0: 1,820 1,950 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 725: 0 1,025 415 -300 0 0 0 0 300 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 87.0 31.7 9.6 0.3 24.4 0.0 0.2 9.3 0.0 0.0: 2.8 3.0 Old : 100.0: 31.4 87.0 31.7 9.6 0.3 24.4 0.0 0.2 9.3 0.0 0.0: 2.8 3.0 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: 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 : 76.1 89.7 95.0 95.1 74.3 89.2 92.6 92.4 Old : 76.1 89.7 95.0 95.1 74.3 89.2 92.6 92.4 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, March 02, 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 : 51,303: 19,425 44,648 5,648 1,695 1,820 4,460 0 0 16,490 50 115: 3,345 2,975 Old : 51,303: 19,425 44,648 5,648 1,695 1,820 4,460 0 0 16,490 50 115: 3,345 2,975 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 610: 185 560 0 125 -125 -150 0 0 600 0 -50: 150 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 87.0 11.0 3.3 3.5 8.7 0.0 0.0 32.1 0.1 0.2: 6.5 5.8 Old : 100.0: 37.9 87.0 11.0 3.3 3.5 8.7 0.0 0.0 32.1 0.1 0.2: 6.5 5.8 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: 15 10 . . . . 0 0 . . .: Old : 26: 15 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 : 54.9 83.8 72.8 92.6 51.6 83.6 69.3 88.8 Old : 54.9 83.8 72.8 92.6 51.6 83.6 69.3 88.8 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, March 02, 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 : 44,663: 18,135 38,153 6,213 2,025 1,215 4,460 0 0 11,165 50 465: 3,010 2,755 Old : 44,663: 18,135 38,153 6,213 2,025 1,215 4,460 0 0 11,165 50 465: 3,010 2,755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 600: 175 550 0 125 -125 -150 0 0 600 0 -50: 150 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 85.4 13.9 4.5 2.7 10.0 0.0 0.0 25.0 0.1 1.0: 6.7 6.2 Old : 100.0: 40.6 85.4 13.9 4.5 2.7 10.0 0.0 0.0 25.0 0.1 1.0: 6.7 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 : 26: 15 10 . . . . 0 0 . . .: Old : 26: 15 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 : 52.1 81.8 72.3 91.5 48.6 81.5 68.6 88.0 Old : 52.1 81.8 72.3 91.5 48.6 81.5 68.6 88.0 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, March 02, 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 : 68,296: 31,310 48,225 8,935 0 2,955 4,550 10,865 738 14,400 625 1,225: 4,183 3,663 Old : 68,296: 31,310 48,225 8,935 0 2,955 4,550 10,865 738 14,400 625 1,225: 4,183 3,663 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 125: 120 -55 -150 0 0 -25 200 25 200 0 0: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.8 70.6 13.1 0.0 4.3 6.7 15.9 1.1 21.1 0.9 1.8: 6.1 5.4 Old : 100.0: 45.8 70.6 13.1 0.0 4.3 6.7 15.9 1.1 21.1 0.9 1.8: 6.1 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 75.7 83.2 51.1 65.6 70.4 79.2 Old : 56.0 67.1 75.7 83.2 51.1 65.6 70.4 79.2 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, March 02, 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 : 66,131: 30,630 46,325 9,965 0 3,245 4,230 10,865 738 12,710 625 1,225: 3,388 3,108 Old : 66,131: 30,630 46,325 9,965 0 3,245 4,230 10,865 738 12,710 625 1,225: 3,388 3,108 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 225: 175 0 -150 0 0 -25 200 25 200 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 70.1 15.1 0.0 4.9 6.4 16.4 1.1 19.2 0.9 1.9: 5.1 4.7 Old : 100.0: 46.3 70.1 15.1 0.0 4.9 6.4 16.4 1.1 19.2 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 : 56.5 68.2 76.3 83.0 51.0 66.5 69.2 77.7 Old : 56.5 68.2 76.3 83.0 51.0 66.5 69.2 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, March 02, 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 : 67,481: 38,082 35,125 0 12,647 375 17,010 205 2,755 1,080 8,240 1,300: 6,879 6,834 Old : 67,481: 38,082 35,125 0 12,647 375 17,010 205 2,755 1,080 8,240 1,300: 6,879 6,834 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 4,442: 3,218 4,138 0 -1,160 75 -355 25 480 240 100 0: 784 784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 52.1 0.0 18.7 0.6 25.2 0.3 4.1 1.6 12.2 1.9: 10.2 10.1 Old : 100.0: 56.4 52.1 0.0 18.7 0.6 25.2 0.3 4.1 1.6 12.2 1.9: 10.2 10.1 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 : 34: 21 10 0 . . . . . . . .: Old : 34: 21 10 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 : 57.9 70.5 73.6 83.9 57.8 66.8 69.5 76.1 Old : 57.9 70.5 73.6 83.9 57.8 66.8 69.5 76.1 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, March 02, 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 : 57,557: 33,617 31,065 0 9,437 585 12,250 230 2,755 0 5,745 1,355: 6,995 6,385 Old : 57,557: 33,617 31,065 0 9,437 585 12,250 230 2,755 0 5,745 1,355: 6,995 6,385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 4,312: 3,083 4,003 0 -1,185 200 -380 25 480 0 100 0: 929 689 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 54.0 0.0 16.4 1.0 21.3 0.4 4.8 0.0 10.0 2.4: 12.2 11.1 Old : 100.0: 58.4 54.0 0.0 16.4 1.0 21.3 0.4 4.8 0.0 10.0 2.4: 12.2 11.1 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: 21 8 0 . . . . . 0 . .: Old : 32: 21 8 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 : 59.0 67.1 73.0 83.4 55.8 62.2 67.4 73.8 Old : 59.0 67.1 73.0 83.4 55.8 62.2 67.4 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, March 02, 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 : 204,724: 121,913 87,336 18,940 2,035 7,472 0 30,765 1,310 725 21,218 1,575: 52,789 53,013 Old : 204,724: 121,913 87,336 18,940 2,035 7,472 0 30,765 1,310 725 21,218 1,575: 52,789 53,013 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 7,738: 4,195 3,100 1,769 0 -477 0 -1,535 340 100 4,330 -310: 2,121 2,290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 42.7 9.3 1.0 3.6 0.0 15.0 0.6 0.4 10.4 0.8: 25.8 25.9 Old : 100.0: 59.5 42.7 9.3 1.0 3.6 0.0 15.0 0.6 0.4 10.4 0.8: 25.8 25.9 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 : 44: 26 25 . . . 0 4 . . 4 4: Old : 44: 26 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 : 48.4 28.1 61.1 47.0 41.7 27.5 49.4 41.8 Old : 48.4 28.1 61.1 47.0 41.7 27.5 49.4 41.8 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, March 02, 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 : 178,340: 108,462 77,858 10,430 595 7,657 0 24,885 1,248 925 16,378 3,065: 46,553 46,654 Old : 178,340: 108,462 77,858 10,430 595 7,657 0 24,885 1,248 925 16,378 3,065: 46,553 46,654 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 7,745: 4,470 2,400 656 0 -287 0 -1,560 340 -20 4,160 -20: 2,606 2,712 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 43.7 5.8 0.3 4.3 0.0 14.0 0.7 0.5 9.2 1.7: 26.1 26.2 Old : 100.0: 60.8 43.7 5.8 0.3 4.3 0.0 14.0 0.7 0.5 9.2 1.7: 26.1 26.2 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 : 44: 25 27 . . . 0 4 . . 4 4: Old : 44: 25 27 . . . 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 : 46.6 31.6 58.1 48.4 39.7 30.6 48.3 43.0 Old : 46.6 31.6 58.1 48.4 39.7 30.6 48.3 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, March 02, 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 : 52,336: 21,345 28,850 16,771 9,331 4,825 1,400 0 3,000 0 1,410 0: 4,995 4,920 Old : 52,336: 21,345 28,850 16,771 9,331 4,825 1,400 0 3,000 0 1,410 0: 4,995 4,920 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 175: -30 -130 100 200 -100 0 0 0 0 0 0: 205 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 55.1 32.0 17.8 9.2 2.7 0.0 5.7 0.0 2.7 0.0: 9.5 9.4 Old : 100.0: 40.8 55.1 32.0 17.8 9.2 2.7 0.0 5.7 0.0 2.7 0.0: 9.5 9.4 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 : 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 : 58.0 47.0 75.0 72.2 47.7 41.1 56.8 57.7 Old : 58.0 47.0 75.0 72.2 47.7 41.1 56.8 57.7 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, March 02, 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 : 46,102: 19,990 26,004 13,221 7,922 2,901 1,665 0 2,750 0 1,135 0: 5,575 5,390 Old : 46,102: 19,990 26,004 13,221 7,922 2,901 1,665 0 2,750 0 1,135 0: 5,575 5,390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 320: 280 280 200 200 -185 0 0 0 0 0 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.4 56.4 28.7 17.2 6.3 3.6 0.0 6.0 0.0 2.5 0.0: 12.1 11.7 Old : 100.0: 43.4 56.4 28.7 17.2 6.3 3.6 0.0 6.0 0.0 2.5 0.0: 12.1 11.7 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 : 52.6 50.5 68.3 73.0 46.1 43.8 54.2 56.3 Old : 52.6 50.5 68.3 73.0 46.1 43.8 54.2 56.3 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, March 02, 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 : 40,505: 21,125 25,055 3,245 970 6,190 3,925 4,080 0 1,565 0 0: 4,455 4,210 Old : 40,505: 21,125 25,055 3,245 970 6,190 3,925 4,080 0 1,565 0 0: 4,455 4,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 2,265: 850 1,420 1,645 300 -145 -150 600 0 0 0 0: 65 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 61.9 8.0 2.4 15.3 9.7 10.1 0.0 3.9 0.0 0.0: 11.0 10.4 Old : 100.0: 52.2 61.9 8.0 2.4 15.3 9.7 10.1 0.0 3.9 0.0 0.0: 11.0 10.4 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 : 27: 15 14 . . . . . 0 . 0 0: Old : 27: 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 : 47.2 49.3 73.3 75.3 37.8 35.6 48.9 49.7 Old : 47.2 49.3 73.3 75.3 37.8 35.6 48.9 49.7 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, March 02, 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 : 50,095: 16,445 32,365 0 1,730 7,195 19,395 3,730 75 1,565 0 0: 5,420 5,000 Old : 50,095: 16,445 32,365 0 1,730 7,195 19,395 3,730 75 1,565 0 0: 5,420 5,000 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 2,800: 600 1,800 0 -1,650 1,600 150 600 0 0 0 0: 450 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 64.6 0.0 3.5 14.4 38.7 7.4 0.1 3.1 0.0 0.0: 10.8 10.0 Old : 100.0: 32.8 64.6 0.0 3.5 14.4 38.7 7.4 0.1 3.1 0.0 0.0: 10.8 10.0 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 : 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 : 66.7 56.2 80.5 76.3 55.7 43.2 59.2 56.0 Old : 66.7 56.2 80.5 76.3 55.7 43.2 59.2 56.0 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, March 02, 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 : 195,943: 111,705 118,808 1,693 18,284 17,823 26,415 75 2,355 50 2,717 970: 34,932 34,911 Old : 195,943: 111,705 118,808 1,693 18,284 17,823 26,415 75 2,355 50 2,717 970: 34,932 34,911 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 613: 570 525 0 395 469 300 0 0 0 -45 -100: -626 -631 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 60.6 0.9 9.3 9.1 13.5 0.0 1.2 0.0 1.4 0.5: 17.8 17.8 Old : 100.0: 57.0 60.6 0.9 9.3 9.1 13.5 0.0 1.2 0.0 1.4 0.5: 17.8 17.8 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 : 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 : 41.7 44.5 62.0 64.0 38.2 37.3 50.1 50.0 Old : 41.7 44.5 62.0 64.0 38.2 37.3 50.1 50.0 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, March 02, 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 : 174,568: 101,873 116,768 440 4,668 19,229 21,275 0 3,970 0 2,283 905: 26,876 26,745 Old : 174,568: 101,873 116,768 440 4,668 19,229 21,275 0 3,970 0 2,283 905: 26,876 26,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : 832: 387 -68 -292 403 -348 300 0 0 0 120 0: 785 725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 66.9 0.3 2.7 11.0 12.2 0.0 2.3 0.0 1.3 0.5: 15.4 15.3 Old : 100.0: 58.4 66.9 0.3 2.7 11.0 12.2 0.0 2.3 0.0 1.3 0.5: 15.4 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 : 37: 23 23 . . 4 . 0 . 0 5 .: Old : 37: 23 23 . . 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 : 47.0 41.4 64.5 60.9 36.4 34.7 46.1 43.1 Old : 47.0 41.4 64.5 60.9 36.4 34.7 46.1 43.1 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, March 02, 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 : 31,664: 23,905 16,730 1,690 9,080 1,935 25 430 1,454 625 0 225: 1,805 1,810 Old : 31,664: 23,905 16,730 1,690 9,080 1,935 25 430 1,454 625 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 23, 2021 : : 2,159: 2,075 -25 900 600 0 -2,270 130 1,454 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 52.8 5.3 28.7 6.1 0.1 1.4 4.6 2.0 0.0 0.7: 5.7 5.7 Old : 100.0: 75.5 52.8 5.3 28.7 6.1 0.1 1.4 4.6 2.0 0.0 0.7: 5.7 5.7 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 : 20: 10 5 . . . . . . . 0 .: Old : 20: 10 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 : 69.0 84.4 85.7 93.2 63.4 80.0 77.2 82.5 Old : 69.0 84.4 85.7 93.2 63.4 80.0 77.2 82.5 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, March 02, 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 : 31,169: 24,130 15,960 1,185 8,865 2,160 25 430 1,454 0 80 475: 1,740 1,745 Old : 31,169: 24,130 15,960 1,185 8,865 2,160 25 430 1,454 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 23, 2021 : : 2,184: 2,100 0 900 600 0 -2,270 130 1,454 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 51.2 3.8 28.4 6.9 0.1 1.4 4.7 0.0 0.3 1.5: 5.6 5.6 Old : 100.0: 77.4 51.2 3.8 28.4 6.9 0.1 1.4 4.7 0.0 0.3 1.5: 5.6 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 : 20: 10 5 . . . . . . 0 . .: Old : 20: 10 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 : 71.8 83.7 88.0 93.0 66.3 78.1 77.8 80.9 Old : 71.8 83.7 88.0 93.0 66.3 78.1 77.8 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2021