COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 14,938: 11,854 8,567 225 853 969 0 48 1 41 2,747 707: 1,141 1,046 Old : 14,938: 11,854 8,567 225 853 969 0 48 1 41 2,747 707: 1,141 1,046 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 687: 414 387 63 16 81 0 0 0 -49 114 99: 79 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 57.4 1.5 5.7 6.5 0.0 0.3 0.0 0.3 18.4 4.7: 7.6 7.0 Old : 100.0: 79.4 57.4 1.5 5.7 6.5 0.0 0.3 0.0 0.3 18.4 4.7: 7.6 7.0 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: 11 10 . . . 0 . . . 4 .: Old : 20: 11 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 : 58.8 52.1 77.6 74.9 33.8 34.0 42.8 43.7 Old : 58.8 52.1 77.6 74.9 33.8 34.0 42.8 43.7 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 23, 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 : 35,181: 21,998 30,458 2,631 0 3,189 376 100 660 5,567 0 760: 0 14 Old : 35,181: 21,998 30,458 2,631 0 3,189 376 100 660 5,567 0 760: 0 14 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -148: -188 437 -11 -11 -106 -197 0 12 678 -25 -336: 0 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 86.6 7.5 0.0 9.1 1.1 0.3 1.9 15.8 0.0 2.2: 0.0 0.0 Old : 100.0: 62.5 86.6 7.5 0.0 9.1 1.1 0.3 1.9 15.8 0.0 2.2: 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 : 40: 25 22 . 0 . . . . 8 0 7: Old : 40: 25 22 . 0 . . . . 8 0 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 : 35.2 53.5 61.1 77.1 29.6 42.6 42.1 53.5 Old : 35.2 53.5 61.1 77.1 29.6 42.6 42.1 53.5 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MWh for about 368 Hours) : : : Positions : All : 31,686: 25,971 25,502 608 1,119 2,227 0 73 455 1,000 885 1,425: 0 0 Old : 31,686: 25,971 25,502 608 1,119 2,227 0 73 455 1,000 885 1,425: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 705: -20 630 608 -142 192 0 0 0 -200 -100 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 80.5 1.9 3.5 7.0 0.0 0.2 1.4 3.2 2.8 4.5: 0.0 0.0 Old : 100.0: 82.0 80.5 1.9 3.5 7.0 0.0 0.2 1.4 3.2 2.8 4.5: 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 : 36: 19 20 . . . 0 . . 4 . 5: Old : 36: 19 20 . . . 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 : 49.0 59.6 70.1 79.3 44.2 53.1 57.4 64.5 Old : 49.0 59.6 70.1 79.3 44.2 53.1 57.4 64.5 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 23, 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 : 133,881: 96,986 93,399 587 17,543 15,099 13,663 2,075 445 4,741 3,299 1,808: 552 213 Old : 133,881: 96,986 93,399 587 17,543 15,099 13,663 2,075 445 4,741 3,299 1,808: 552 213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 3,061: 2,110 3,297 -267 -3,035 2,648 -2,160 35 25 284 -352 428: -7 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 69.8 0.4 13.1 11.3 10.2 1.5 0.3 3.5 2.5 1.4: 0.4 0.2 Old : 100.0: 72.4 69.8 0.4 13.1 11.3 10.2 1.5 0.3 3.5 2.5 1.4: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 29 27 . 5 5 6 4 . 6 5 7: Old : 59: 29 27 . 5 5 6 4 . 6 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 40.9 67.8 63.9 47.1 34.7 55.3 46.1 Old : 49.3 40.9 67.8 63.9 47.1 34.7 55.3 46.1 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 23, 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 : 57,172: 44,124 40,885 1,485 9,288 2,667 5,634 0 257 1,623 2,722 1,338: 44 15 Old : 57,172: 44,124 40,885 1,485 9,288 2,667 5,634 0 257 1,623 2,722 1,338: 44 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,393: 989 2,222 0 -838 -105 313 0 0 208 110 4: -16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 71.5 2.6 16.2 4.7 9.9 0.0 0.4 2.8 4.8 2.3: 0.1 0.0 Old : 100.0: 77.2 71.5 2.6 16.2 4.7 9.9 0.0 0.4 2.8 4.8 2.3: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 23 21 . . . 6 0 . 4 6 7: Old : 47: 23 21 . . . 6 0 . 4 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 : 64.8 71.5 81.3 85.8 64.2 60.5 73.2 70.3 Old : 64.8 71.5 81.3 85.8 64.2 60.5 73.2 70.3 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 23, 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 : 34,381: 30,325 26,540 1,738 4,175 641 0 637 50 1,068 1,779 559: 0 0 Old : 34,381: 30,325 26,540 1,738 4,175 641 0 637 50 1,068 1,779 559: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,378: 1,353 970 150 180 -105 0 18 0 -160 175 140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 77.2 5.1 12.1 1.9 0.0 1.9 0.1 3.1 5.2 1.6: 0.0 0.0 Old : 100.0: 88.2 77.2 5.1 12.1 1.9 0.0 1.9 0.1 3.1 5.2 1.6: 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 : 32: 17 17 . . . 0 . . . 4 5: Old : 32: 17 17 . . . 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 : 74.7 80.0 93.5 89.8 69.1 68.6 80.5 76.6 Old : 74.7 80.0 93.5 89.8 69.1 68.6 80.5 76.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, March 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 49,673: 29,814 18,879 1,815 20,558 3,418 13,340 0 0 0 5,506 819: 467 493 Old : 49,673: 29,814 18,879 1,815 20,558 3,418 13,340 0 0 0 5,506 819: 467 493 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 133: 359 6 -3 285 -132 0 0 0 -185 0 -101: 195 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 38.0 3.7 41.4 6.9 26.9 0.0 0.0 0.0 11.1 1.6: 0.9 1.0 Old : 100.0: 60.0 38.0 3.7 41.4 6.9 26.9 0.0 0.0 0.0 11.1 1.6: 0.9 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 19 4 . 5 . 0 0 0 . .: Old : 31: 17 19 4 . 5 . 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 : 56.2 66.9 75.6 82.5 54.7 59.9 65.8 69.9 Old : 56.2 66.9 75.6 82.5 54.7 59.9 65.8 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 62,024: 38,205 22,613 1,124 28,792 3,204 17,158 1,075 10 256 4,798 1,255: 812 277 Old : 62,024: 38,205 22,613 1,124 28,792 3,204 17,158 1,075 10 256 4,798 1,255: 812 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 633: 1,157 -228 10 1,168 -247 -5 15 10 29 160 -226: -95 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 36.5 1.8 46.4 5.2 27.7 1.7 0.0 0.4 7.7 2.0: 1.3 0.4 Old : 100.0: 61.6 36.5 1.8 46.4 5.2 27.7 1.7 0.0 0.4 7.7 2.0: 1.3 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: 19 21 . 4 5 . 5 . . . .: Old : 41: 19 21 . 4 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 : 60.8 62.6 77.1 81.4 59.9 56.0 71.9 68.4 Old : 60.8 62.6 77.1 81.4 59.9 56.0 71.9 68.4 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 63,781: 43,709 32,399 15,018 22,982 1,772 0 25 0 1,401 5,280 1,323: 558 0 Old : 63,781: 43,709 32,399 15,018 22,982 1,772 0 25 0 1,401 5,280 1,323: 558 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 261: 95 1 140 270 0 0 0 0 35 0 -10: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 50.8 23.5 36.0 2.8 0.0 0.0 0.0 2.2 8.3 2.1: 0.9 0.0 Old : 100.0: 68.5 50.8 23.5 36.0 2.8 0.0 0.0 0.0 2.2 8.3 2.1: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 18 4 . 5 0 . 0 . . .: Old : 38: 18 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 : 47.3 57.5 73.1 83.1 45.3 57.4 67.5 81.2 Old : 47.3 57.5 73.1 83.1 45.3 57.4 67.5 81.2 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 82,873: 56,707 33,275 21,890 41,215 860 20 0 5 1,076 5,486 1,997: 318 35 Old : 82,873: 56,707 33,275 21,890 41,215 860 20 0 5 1,076 5,486 1,997: 318 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 506: 306 220 30 106 50 0 0 0 70 80 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 40.2 26.4 49.7 1.0 0.0 0.0 0.0 1.3 6.6 2.4: 0.4 0.0 Old : 100.0: 68.4 40.2 26.4 49.7 1.0 0.0 0.0 0.0 1.3 6.6 2.4: 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 : 43: 24 19 4 . 4 . 0 . . . .: Old : 43: 24 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 : 44.5 63.6 68.9 82.9 44.0 63.6 66.9 81.7 Old : 44.5 63.6 68.9 82.9 44.0 63.6 66.9 81.7 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 32,830: 22,092 29,687 8,566 140 1,978 0 0 0 0 395 0: 194 630 Old : 32,830: 22,092 29,687 8,566 140 1,978 0 0 0 0 395 0: 194 630 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 3: -31 110 141 0 -107 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 90.4 26.1 0.4 6.0 0.0 0.0 0.0 0.0 1.2 0.0: 0.6 1.9 Old : 100.0: 67.3 90.4 26.1 0.4 6.0 0.0 0.0 0.0 0.0 1.2 0.0: 0.6 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 10 . . . 0 0 0 0 . 0: Old : 24: 14 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 : 74.1 82.1 89.4 93.9 67.4 78.2 79.8 82.3 Old : 74.1 82.1 89.4 93.9 67.4 78.2 79.8 82.3 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 23, 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 : 30,261: 26,550 14,065 0 13,541 2,155 0 500 0 1,260 0 0: 296 0 Old : 30,261: 26,550 14,065 0 13,541 2,155 0 500 0 1,260 0 0: 296 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -250: -250 -250 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 46.5 0.0 44.7 7.1 0.0 1.7 0.0 4.2 0.0 0.0: 1.0 0.0 Old : 100.0: 87.7 46.5 0.0 44.7 7.1 0.0 1.7 0.0 4.2 0.0 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 : 23: 16 14 0 . . 0 . 0 . 0 0: Old : 23: 16 14 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 : 61.1 63.4 79.0 87.0 42.2 49.4 53.1 57.9 Old : 61.1 63.4 79.0 87.0 42.2 49.4 53.1 57.9 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 23, 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 : 100,035: 78,221 73,237 200 11,632 6,934 5,726 158 717 4,533 4,032 3,153: 551 172 Old : 100,035: 78,221 73,237 200 11,632 6,934 5,726 158 717 4,533 4,032 3,153: 551 172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,892: 1,632 811 0 -110 50 -103 -70 25 132 995 158: -2 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 73.2 0.2 11.6 6.9 5.7 0.2 0.7 4.5 4.0 3.2: 0.6 0.2 Old : 100.0: 78.2 73.2 0.2 11.6 6.9 5.7 0.2 0.7 4.5 4.0 3.2: 0.6 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 : 70: 36 35 . 4 . 5 . . 12 5 12: Old : 70: 36 35 . 4 . 5 . . 12 5 12: 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 : 41.9 37.8 59.3 63.0 30.9 26.3 42.2 42.4 Old : 41.9 37.8 59.3 63.0 30.9 26.3 42.2 42.4 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 23, 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 : 20,481: 13,081 17,440 4,967 1,250 861 300 0 0 350 150 0: 922 780 Old : 20,481: 13,081 17,440 4,967 1,250 861 300 0 0 350 150 0: 922 780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 125: 125 -25 0 0 0 0 0 0 0 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 85.2 24.3 6.1 4.2 1.5 0.0 0.0 1.7 0.7 0.0: 4.5 3.8 Old : 100.0: 63.9 85.2 24.3 6.1 4.2 1.5 0.0 0.0 1.7 0.7 0.0: 4.5 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 10 . . . . 0 0 . . 0: Old : 22: 10 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 : 68.6 66.7 85.6 86.7 61.4 66.7 74.3 77.1 Old : 68.6 66.7 85.6 86.7 61.4 66.7 74.3 77.1 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 23, 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 : 18,390: 11,685 16,479 4,892 1,250 511 300 0 0 350 150 0: 652 0 Old : 18,390: 11,685 16,479 4,892 1,250 511 300 0 0 350 150 0: 652 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 150: 150 0 0 0 0 0 0 0 0 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 89.6 26.6 6.8 2.8 1.6 0.0 0.0 1.9 0.8 0.0: 3.5 0.0 Old : 100.0: 63.5 89.6 26.6 6.8 2.8 1.6 0.0 0.0 1.9 0.8 0.0: 3.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 10 . . . . 0 0 . . 0: Old : 23: 11 10 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 67.5 82.2 89.3 56.8 67.5 71.9 79.8 Old : 62.1 67.5 82.2 89.3 56.8 67.5 71.9 79.8 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 23, 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 : 31,244: 25,407 24,132 1,933 0 3,664 50 3,423 25 0 0 0: 165 0 Old : 31,244: 25,407 24,132 1,933 0 3,664 50 3,423 25 0 0 0: 165 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 25: 0 25 0 0 0 0 -25 25 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 77.2 6.2 0.0 11.7 0.2 11.0 0.1 0.0 0.0 0.0: 0.5 0.0 Old : 100.0: 81.3 77.2 6.2 0.0 11.7 0.2 11.0 0.1 0.0 0.0 0.0: 0.5 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: 10 13 . 0 . . . . 0 0 0: Old : 21: 10 13 . 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 : 77.4 49.9 93.1 79.8 62.3 45.9 70.3 65.3 Old : 77.4 49.9 93.1 79.8 62.3 45.9 70.3 65.3 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 23, 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 : 63,255: 54,407 47,145 0 9,059 3,754 3,423 200 25 400 1,780 520: 726 772 Old : 63,255: 54,407 47,145 0 9,059 3,754 3,423 200 25 400 1,780 520: 726 772 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -10: -325 -150 0 -150 30 -25 0 25 150 100 135: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 74.5 0.0 14.3 5.9 5.4 0.3 0.0 0.6 2.8 0.8: 1.1 1.2 Old : 100.0: 86.0 74.5 0.0 14.3 5.9 5.4 0.3 0.0 0.6 2.8 0.8: 1.1 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 : 34: 18 17 0 4 . . . . . 4 4: Old : 34: 18 17 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 : 52.8 52.2 72.3 75.4 47.0 42.2 61.2 59.6 Old : 52.8 52.2 72.3 75.4 47.0 42.2 61.2 59.6 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 23, 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 : 37,027: 27,632 34,676 7,744 0 1,539 0 0 0 100 320 0: 12 492 Old : 37,027: 27,632 34,676 7,744 0 1,539 0 0 0 100 320 0: 12 492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 74: -26 124 150 0 -50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 93.7 20.9 0.0 4.2 0.0 0.0 0.0 0.3 0.9 0.0: 0.0 1.3 Old : 100.0: 74.6 93.7 20.9 0.0 4.2 0.0 0.0 0.0 0.3 0.9 0.0: 0.0 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 : 30: 18 18 . 0 . 0 0 0 . . 0: Old : 30: 18 18 . 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 : 60.0 79.4 80.9 93.3 52.6 73.6 69.8 77.9 Old : 60.0 79.4 80.9 93.3 52.6 73.6 69.8 77.9 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 42,250: 39,460 25,099 0 13,711 1,664 710 1,545 20 0 160 50: 346 1 Old : 42,250: 39,460 25,099 0 13,711 1,664 710 1,545 20 0 160 50: 346 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -175: -320 426 0 -596 0 145 0 0 0 0 0: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.4 59.4 0.0 32.5 3.9 1.7 3.7 0.0 0.0 0.4 0.1: 0.8 0.0 Old : 100.0: 93.4 59.4 0.0 32.5 3.9 1.7 3.7 0.0 0.0 0.4 0.1: 0.8 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 : 33: 19 19 0 . . . 4 . 0 . .: Old : 33: 19 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 : 64.5 65.7 82.7 84.4 53.9 59.3 65.2 71.8 Old : 64.5 65.7 82.7 84.4 53.9 59.3 65.2 71.8 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 23, 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 : 52,541: 39,005 49,136 8,020 450 2,420 0 0 0 2,147 0 35: 914 500 Old : 52,541: 39,005 49,136 8,020 450 2,420 0 0 0 2,147 0 35: 914 500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 98: -38 98 0 0 0 0 0 0 36 0 0: 100 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 93.5 15.3 0.9 4.6 0.0 0.0 0.0 4.1 0.0 0.1: 1.7 1.0 Old : 100.0: 74.2 93.5 15.3 0.9 4.6 0.0 0.0 0.0 4.1 0.0 0.1: 1.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 13 . . . 0 0 0 4 0 .: Old : 29: 17 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 : 52.0 91.1 75.4 96.7 50.5 88.0 72.8 89.2 Old : 52.0 91.1 75.4 96.7 50.5 88.0 72.8 89.2 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 23, 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 : 58,215: 44,482 50,873 8,108 4,700 2,185 0 70 0 2,885 0 35: 520 352 Old : 58,215: 44,482 50,873 8,108 4,700 2,185 0 70 0 2,885 0 35: 520 352 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 180: 128 155 0 0 0 0 25 0 42 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 87.4 13.9 8.1 3.8 0.0 0.1 0.0 5.0 0.0 0.1: 0.9 0.6 Old : 100.0: 76.4 87.4 13.9 8.1 3.8 0.0 0.1 0.0 5.0 0.0 0.1: 0.9 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 : 32: 17 14 . . 4 0 . 0 4 0 .: Old : 32: 17 14 . . 4 0 . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 85.8 71.6 93.4 44.9 83.1 67.5 87.6 Old : 48.0 85.8 71.6 93.4 44.9 83.1 67.5 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 23, 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 : 86,168: 69,401 76,435 11,762 5,034 1,247 0 484 0 1,800 1,235 1,723: 235 10 Old : 86,168: 69,401 76,435 11,762 5,034 1,247 0 484 0 1,800 1,235 1,723: 235 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 524: 1,081 234 54 234 -1 0 56 0 -4 627 -436: -170 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 88.7 13.7 5.8 1.4 0.0 0.6 0.0 2.1 1.4 2.0: 0.3 0.0 Old : 100.0: 80.5 88.7 13.7 5.8 1.4 0.0 0.6 0.0 2.1 1.4 2.0: 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 : 42: 22 24 4 . . 0 . 0 . . 4: Old : 42: 22 24 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 : 58.4 61.7 75.4 84.8 55.8 59.6 72.6 80.0 Old : 58.4 61.7 75.4 84.8 55.8 59.6 72.6 80.0 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 23, 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 : 104,214: 82,936 91,269 12,670 5,759 1,834 25 1,717 63 3,592 519 2,774: 320 279 Old : 104,214: 82,936 91,269 12,670 5,759 1,834 25 1,717 63 3,592 519 2,774: 320 279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 2,324: 2,461 1,592 83 345 -25 0 108 -2 -221 162 229: -201 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 87.6 12.2 5.5 1.8 0.0 1.6 0.1 3.4 0.5 2.7: 0.3 0.3 Old : 100.0: 79.6 87.6 12.2 5.5 1.8 0.0 1.6 0.1 3.4 0.5 2.7: 0.3 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 : 54: 23 25 5 . 5 . 6 . 4 . 6: Old : 54: 23 25 5 . 5 . 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 : 58.6 53.0 73.5 77.7 57.1 53.0 70.2 73.4 Old : 58.6 53.0 73.5 77.7 57.1 53.0 70.2 73.4 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 23, 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 : 60,939: 44,438 53,601 13,648 609 1,306 0 4,206 3 672 362 852: 20 0 Old : 60,939: 44,438 53,601 13,648 609 1,306 0 4,206 3 672 362 852: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 860: 1,302 575 -425 -107 75 0 287 0 80 202 -172: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 88.0 22.4 1.0 2.1 0.0 6.9 0.0 1.1 0.6 1.4: 0.0 0.0 Old : 100.0: 72.9 88.0 22.4 1.0 2.1 0.0 6.9 0.0 1.1 0.6 1.4: 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 : 36: 18 16 . . . 0 . . 4 4 5: Old : 36: 18 16 . . . 0 . . 4 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 : 79.4 86.6 88.4 94.5 76.9 84.8 84.9 88.7 Old : 79.4 86.6 88.4 94.5 76.9 84.8 84.9 88.7 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 23, 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 : 43,185: 28,624 39,045 12,838 0 300 0 675 0 325 2,067 1,098: 0 0 Old : 43,185: 28,624 39,045 12,838 0 300 0 675 0 325 2,067 1,098: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,050: 1,097 1,250 25 0 0 0 125 0 25 -228 -97: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 90.4 29.7 0.0 0.7 0.0 1.6 0.0 0.8 4.8 2.5: 0.0 0.0 Old : 100.0: 66.3 90.4 29.7 0.0 0.7 0.0 1.6 0.0 0.8 4.8 2.5: 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: 12 9 . 0 . 0 . 0 . 4 .: Old : 27: 12 9 . 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 : 81.7 91.3 92.1 97.6 81.7 89.6 90.7 93.6 Old : 81.7 91.3 92.1 97.6 81.7 89.6 90.7 93.6 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 23, 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 : 52,242: 31,789 42,629 11,226 250 7,860 0 0 0 657 1,319 149: 561 35 Old : 52,242: 31,789 42,629 11,226 250 7,860 0 0 0 657 1,319 149: 561 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -153: -41 -153 -10 0 0 0 0 0 297 0 29: -428 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 81.6 21.5 0.5 15.0 0.0 0.0 0.0 1.3 2.5 0.3: 1.1 0.1 Old : 100.0: 60.8 81.6 21.5 0.5 15.0 0.0 0.0 0.0 1.3 2.5 0.3: 1.1 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 : 29: 17 15 4 . . 0 0 0 . . .: Old : 29: 17 15 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 : 55.4 79.7 79.2 90.4 46.9 63.9 60.3 68.0 Old : 55.4 79.7 79.2 90.4 46.9 63.9 60.3 68.0 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 23, 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 : 60,277: 42,673 47,481 8,885 1,891 6,173 1,260 2,840 0 440 1,332 166: 680 394 Old : 60,277: 42,673 47,481 8,885 1,891 6,173 1,260 2,840 0 440 1,332 166: 680 394 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -314: -276 -362 -289 -672 384 -50 405 0 310 -21 46: -439 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 78.8 14.7 3.1 10.2 2.1 4.7 0.0 0.7 2.2 0.3: 1.1 0.7 Old : 100.0: 70.8 78.8 14.7 3.1 10.2 2.1 4.7 0.0 0.7 2.2 0.3: 1.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 15 . . 5 . . 0 . . .: Old : 33: 18 15 . . 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 : 53.6 75.5 79.0 87.6 51.0 64.5 68.7 71.7 Old : 53.6 75.5 79.0 87.6 51.0 64.5 68.7 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 22,590: 10,234 18,858 10,994 97 536 100 1,995 0 0 652 361: 365 91 Old : 22,590: 10,234 18,858 10,994 97 536 100 1,995 0 0 652 361: 365 91 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 255: 435 255 -90 0 0 0 0 0 0 0 0: -90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 83.5 48.7 0.4 2.4 0.4 8.8 0.0 0.0 2.9 1.6: 1.6 0.4 Old : 100.0: 45.3 83.5 48.7 0.4 2.4 0.4 8.8 0.0 0.0 2.9 1.6: 1.6 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 : 24: 13 12 . . . . . 0 0 . .: Old : 24: 13 12 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 74.5 86.4 90.6 70.1 72.7 84.2 87.0 Old : 71.0 74.5 86.4 90.6 70.1 72.7 84.2 87.0 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 20,335: 9,451 17,945 9,744 310 667 0 465 0 50 910 0: 423 38 Old : 20,335: 9,451 17,945 9,744 310 667 0 465 0 50 910 0: 423 38 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 255: 435 255 -90 0 0 0 0 0 0 0 0: -90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 88.2 47.9 1.5 3.3 0.0 2.3 0.0 0.2 4.5 0.0: 2.1 0.2 Old : 100.0: 46.5 88.2 47.9 1.5 3.3 0.0 2.3 0.0 0.2 4.5 0.0: 2.1 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 : 23: 12 10 4 . . 0 . 0 . . 0: Old : 23: 12 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 : 72.3 77.4 88.5 93.4 70.8 75.3 86.7 90.2 Old : 72.3 77.4 88.5 93.4 70.8 75.3 86.7 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 25,550: 20,721 17,899 1,830 5,561 300 496 0 0 1,134 1,397 393: 676 0 Old : 25,550: 20,721 17,899 1,830 5,561 300 496 0 0 1,134 1,397 393: 676 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 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: 81.1 70.1 7.2 21.8 1.2 1.9 0.0 0.0 4.4 5.5 1.5: 2.6 0.0 Old : 100.0: 81.1 70.1 7.2 21.8 1.2 1.9 0.0 0.0 4.4 5.5 1.5: 2.6 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 : 30: 15 15 . . . . 0 0 . . .: Old : 30: 15 15 . . . . 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 70.1 83.7 88.8 64.7 69.4 80.9 85.7 Old : 66.4 70.1 83.7 88.8 64.7 69.4 80.9 85.7 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 23, 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 : 16,162: 12,579 14,278 1,905 300 62 0 0 0 631 752 255: 730 515 Old : 16,162: 12,579 14,278 1,905 300 62 0 0 0 631 752 255: 730 515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -4: 0 -4 0 0 0 0 0 0 1 5 -5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 88.3 11.8 1.9 0.4 0.0 0.0 0.0 3.9 4.7 1.6: 4.5 3.2 Old : 100.0: 77.8 88.3 11.8 1.9 0.4 0.0 0.0 0.0 3.9 4.7 1.6: 4.5 3.2 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 : 23: 13 11 . . . 0 0 0 . . .: Old : 23: 13 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 : 64.0 85.2 81.7 93.7 64.0 83.9 81.2 91.0 Old : 64.0 85.2 81.7 93.7 64.0 83.9 81.2 91.0 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 23, 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 : 45,484: 32,431 20,680 6,157 16,116 772 2,200 5,067 165 1,915 799 1,588: 256 297 Old : 45,484: 32,431 20,680 6,157 16,116 772 2,200 5,067 165 1,915 799 1,588: 256 297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -141: -85 -145 0 -40 0 -25 20 -15 -50 0 39: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 45.5 13.5 35.4 1.7 4.8 11.1 0.4 4.2 1.8 3.5: 0.6 0.7 Old : 100.0: 71.3 45.5 13.5 35.4 1.7 4.8 11.1 0.4 4.2 1.8 3.5: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 17 . . 4 . 4 . . . 4: Old : 37: 21 17 . . 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 : 48.1 68.9 67.9 82.9 43.5 53.9 59.2 65.2 Old : 48.1 68.9 67.9 82.9 43.5 53.9 59.2 65.2 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 23, 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 : 28,374: 22,561 9,080 1,527 13,941 946 700 2,790 0 1,053 30 1,356: 231 231 Old : 28,374: 22,561 9,080 1,527 13,941 946 700 2,790 0 1,053 30 1,356: 231 231 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 555: 548 613 -5 -90 7 0 25 0 5 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 32.0 5.4 49.1 3.3 2.5 9.8 0.0 3.7 0.1 4.8: 0.8 0.8 Old : 100.0: 79.5 32.0 5.4 49.1 3.3 2.5 9.8 0.0 3.7 0.1 4.8: 0.8 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: 17 15 . . 4 . 4 0 . . .: Old : 32: 17 15 . . 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 : 62.1 74.2 76.9 83.3 58.1 71.2 69.7 78.2 Old : 62.1 74.2 76.9 83.3 58.1 71.2 69.7 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, March 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 17,544: 5,399 16,594 9,492 0 102 0 45 481 1,893 155 140: 37 27 Old : 17,544: 5,399 16,594 9,492 0 102 0 45 481 1,893 155 140: 37 27 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 220: 204 219 33 0 -3 0 -2 6 -25 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 94.6 54.1 0.0 0.6 0.0 0.3 2.7 10.8 0.9 0.8: 0.2 0.2 Old : 100.0: 30.8 94.6 54.1 0.0 0.6 0.0 0.3 2.7 10.8 0.9 0.8: 0.2 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 : 29: 15 14 . 0 . 0 . . 4 . .: Old : 29: 15 14 . 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 : 63.7 82.8 85.0 95.8 62.7 78.1 82.9 87.5 Old : 63.7 82.8 85.0 95.8 62.7 78.1 82.9 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 23,236: 6,022 23,136 12,844 0 0 0 85 15 4,295 0 0: 60 0 Old : 23,236: 6,022 23,136 12,844 0 0 0 85 15 4,295 0 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 250: 175 250 -225 0 0 0 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 99.6 55.3 0.0 0.0 0.0 0.4 0.1 18.5 0.0 0.0: 0.3 0.0 Old : 100.0: 25.9 99.6 55.3 0.0 0.0 0.0 0.4 0.1 18.5 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 : 28: 13 12 . 0 0 0 . . 6 0 0: Old : 28: 13 12 . 0 0 0 . . 6 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 90.1 89.8 98.2 67.7 89.2 88.2 96.1 Old : 67.7 90.1 89.8 98.2 67.7 89.2 88.2 96.1 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 23, 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 : 8,150: 4,595 5,016 926 995 1,729 25 0 50 680 200 100: 45 60 Old : 8,150: 4,595 5,016 926 995 1,729 25 0 50 680 200 100: 45 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 13: 0 0 -30 0 13 25 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 61.5 11.4 12.2 21.2 0.3 0.0 0.6 8.3 2.5 1.2: 0.6 0.7 Old : 100.0: 56.4 61.5 11.4 12.2 21.2 0.3 0.0 0.6 8.3 2.5 1.2: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 8 . . 4 . 0 . . . .: Old : 23: 12 8 . . 4 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 63.6 77.2 87.0 39.7 54.8 58.9 69.3 Old : 55.1 63.6 77.2 87.0 39.7 54.8 58.9 69.3 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 23, 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 : 7,511: 4,238 4,209 806 1,145 1,642 25 0 50 500 200 205: 45 60 Old : 7,511: 4,238 4,209 806 1,145 1,642 25 0 50 500 200 205: 45 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 43: 0 0 -30 0 43 25 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 56.0 10.7 15.2 21.9 0.3 0.0 0.7 6.7 2.7 2.7: 0.6 0.8 Old : 100.0: 56.4 56.0 10.7 15.2 21.9 0.3 0.0 0.7 6.7 2.7 2.7: 0.6 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 : 23: 12 7 . . 4 . 0 . . . .: Old : 23: 12 7 . . 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 : 53.6 68.8 73.9 90.2 36.3 58.0 53.3 65.4 Old : 53.6 68.8 73.9 90.2 36.3 58.0 53.3 65.4 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 23, 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 : 49,172: 16,100 46,062 27,200 60 1,370 625 0 25 1,655 0 1,655: 542 0 Old : 49,172: 16,100 46,062 27,200 60 1,370 625 0 25 1,655 0 1,655: 542 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,675: 250 1,900 1,690 0 -225 25 -25 25 -100 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 93.7 55.3 0.1 2.8 1.3 0.0 0.1 3.4 0.0 3.4: 1.1 0.0 Old : 100.0: 32.7 93.7 55.3 0.1 2.8 1.3 0.0 0.1 3.4 0.0 3.4: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 12 . . . . 0 . . 0 .: Old : 29: 15 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 : 76.6 78.9 88.7 91.5 71.2 77.7 81.0 86.5 Old : 76.6 78.9 88.7 91.5 71.2 77.7 81.0 86.5 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 23, 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 : 49,612: 16,695 46,572 27,185 60 1,335 650 0 25 1,570 0 1,620: 532 0 Old : 49,612: 16,695 46,572 27,185 60 1,335 650 0 25 1,570 0 1,620: 532 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,640: 75 1,900 1,875 0 -260 50 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 93.9 54.8 0.1 2.7 1.3 0.0 0.1 3.2 0.0 3.3: 1.1 0.0 Old : 100.0: 33.7 93.9 54.8 0.1 2.7 1.3 0.0 0.1 3.2 0.0 3.3: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 11 . . . . 0 . . 0 .: Old : 29: 15 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 : 74.7 78.9 87.8 91.8 70.0 77.7 80.3 86.6 Old : 74.7 78.9 87.8 91.8 70.0 77.7 80.3 86.6 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 23, 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 : 121,968: 91,591 100,851 18,662 8,947 6,654 210 1,705 575 2,121 1,050 1,793: 362 393 Old : 121,968: 91,591 100,851 18,662 8,947 6,654 210 1,705 575 2,121 1,050 1,793: 362 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 3,655: 2,575 1,698 -777 815 907 0 25 0 860 -25 90: 0 145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 82.7 15.3 7.3 5.5 0.2 1.4 0.5 1.7 0.9 1.5: 0.3 0.3 Old : 100.0: 75.1 82.7 15.3 7.3 5.5 0.2 1.4 0.5 1.7 0.9 1.5: 0.3 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 : 56: 29 27 4 . 6 . . . 6 . 4: Old : 56: 29 27 4 . 6 . . . 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 : 49.5 59.1 68.9 76.7 47.9 51.7 61.4 67.2 Old : 49.5 59.1 68.9 76.7 47.9 51.7 61.4 67.2 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 23, 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 : 128,450: 95,284 106,343 17,625 6,178 8,722 0 2,012 1,259 3,242 1,665 2,171: 147 100 Old : 128,450: 95,284 106,343 17,625 6,178 8,722 0 2,012 1,259 3,242 1,665 2,171: 147 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 3,858: 2,970 2,017 -673 1,082 647 0 -4 50 887 75 -13: -10 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 82.8 13.7 4.8 6.8 0.0 1.6 1.0 2.5 1.3 1.7: 0.1 0.1 Old : 100.0: 74.2 82.8 13.7 4.8 6.8 0.0 1.6 1.0 2.5 1.3 1.7: 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 : 62: 32 30 . 4 6 0 5 . 7 5 6: Old : 62: 32 30 . 4 6 0 5 . 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 : 43.6 58.7 63.8 74.6 40.8 53.1 54.2 62.7 Old : 43.6 58.7 63.8 74.6 40.8 53.1 54.2 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 255,153: 173,965 183,748 7,844 7,125 22,450 12,134 10,629 10,878 16,904 9,390 10,150: 828 783 Old : 255,153: 173,965 183,748 7,844 7,125 22,450 12,134 10,629 10,878 16,904 9,390 10,150: 828 783 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : -3,037: -2,447 -3,647 2,667 246 -96 -1,948 395 231 -1,236 69 -201: -7 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 72.0 3.1 2.8 8.8 4.8 4.2 4.3 6.6 3.7 4.0: 0.3 0.3 Old : 100.0: 68.2 72.0 3.1 2.8 8.8 4.8 4.2 4.3 6.6 3.7 4.0: 0.3 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 : 95: 38 37 4 5 6 9 11 10 11 11 13: Old : 95: 38 37 4 5 6 9 11 10 11 11 13: 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 : 39.0 33.2 59.7 52.8 23.9 23.9 31.9 31.3 Old : 39.0 33.2 59.7 52.8 23.9 23.9 31.9 31.3 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 23, 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 : 15,655: 8,255 12,880 1,975 155 1,830 900 620 60 1,670 0 0: 965 110 Old : 15,655: 8,255 12,880 1,975 155 1,830 900 620 60 1,670 0 0: 965 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 195: 0 -30 200 150 0 -30 20 25 0 0 0: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 82.3 12.6 1.0 11.7 5.7 4.0 0.4 10.7 0.0 0.0: 6.2 0.7 Old : 100.0: 52.7 82.3 12.6 1.0 11.7 5.7 4.0 0.4 10.7 0.0 0.0: 6.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 53.3 75.2 80.7 95.2 52.8 70.5 71.9 79.6 Old : 53.3 75.2 80.7 95.2 52.8 70.5 71.9 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 13,340: 6,470 10,055 1,930 610 1,890 300 620 85 1,670 0 0: 995 80 Old : 13,340: 6,470 10,055 1,930 610 1,890 300 620 85 1,670 0 0: 995 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 120: 0 -30 200 180 -75 -30 20 25 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 75.4 14.5 4.6 14.2 2.2 4.6 0.6 12.5 0.0 0.0: 7.5 0.6 Old : 100.0: 48.5 75.4 14.5 4.6 14.2 2.2 4.6 0.6 12.5 0.0 0.0: 7.5 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 : 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 : 51.0 73.9 79.8 93.7 49.6 60.4 67.1 74.3 Old : 51.0 73.9 79.8 93.7 49.6 60.4 67.1 74.3 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 23, 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 : 16,547: 13,845 15,770 1,630 148 252 0 0 0 735 300 45: 40 32 Old : 16,547: 13,845 15,770 1,630 148 252 0 0 0 735 300 45: 40 32 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 3,650: 2,925 3,700 1,050 50 -200 0 0 0 -100 100 0: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 95.3 9.9 0.9 1.5 0.0 0.0 0.0 4.4 1.8 0.3: 0.2 0.2 Old : 100.0: 83.7 95.3 9.9 0.9 1.5 0.0 0.0 0.0 4.4 1.8 0.3: 0.2 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 : 30: 19 16 . . . 0 0 0 . . .: Old : 30: 19 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 : 64.2 75.8 81.0 85.9 57.9 71.7 73.1 78.0 Old : 64.2 75.8 81.0 85.9 57.9 71.7 73.1 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK Disaggregated Commitments of Traders - Futures Only, March 23, 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 : 5,645: 2,675 5,315 1,250 0 150 700 0 0 450 0 0: 420 180 Old : 5,645: 2,675 5,315 1,250 0 150 700 0 0 450 0 0: 420 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 94.2 22.1 0.0 2.7 12.4 0.0 0.0 8.0 0.0 0.0: 7.4 3.2 Old : 100.0: 47.4 94.2 22.1 0.0 2.7 12.4 0.0 0.0 8.0 0.0 0.0: 7.4 3.2 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: 13 8 . 0 . . 0 0 . 0 0: Old : 21: 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 : 60.3 84.2 80.9 96.4 49.2 70.8 62.5 72.6 Old : 60.3 84.2 80.9 96.4 49.2 70.8 62.5 72.6 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 23, 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 : 89,782: 65,404 57,132 12,481 15,586 740 0 8,725 60 3,585 0 0: 7,512 7,539 Old : 89,782: 65,404 57,132 12,481 15,586 740 0 8,725 60 3,585 0 0: 7,512 7,539 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 475: 150 -295 75 645 -175 0 -110 60 15 0 0: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 63.6 13.9 17.4 0.8 0.0 9.7 0.1 4.0 0.0 0.0: 8.4 8.4 Old : 100.0: 72.8 63.6 13.9 17.4 0.8 0.0 9.7 0.1 4.0 0.0 0.0: 8.4 8.4 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: 17 17 . . . 0 . . . 0 0: Old : 27: 17 17 . . . 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 : 71.9 60.4 85.4 83.1 71.1 59.4 81.8 77.3 Old : 71.9 60.4 85.4 83.1 71.1 59.4 81.8 77.3 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 23, 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 : 72,405: 51,135 40,160 9,562 16,365 300 0 7,455 60 3,300 0 0: 8,048 8,065 Old : 72,405: 51,135 40,160 9,562 16,365 300 0 7,455 60 3,300 0 0: 8,048 8,065 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 298: 953 108 -80 945 -650 0 -60 60 120 0 0: -105 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 55.5 13.2 22.6 0.4 0.0 10.3 0.1 4.6 0.0 0.0: 11.1 11.1 Old : 100.0: 70.6 55.5 13.2 22.6 0.4 0.0 10.3 0.1 4.6 0.0 0.0: 11.1 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 : 24: 16 17 . . . 0 . . . 0 0: Old : 24: 16 17 . . . 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 62.8 82.8 81.5 72.3 62.1 79.3 78.8 Old : 73.3 62.8 82.8 81.5 72.3 62.1 79.3 78.8 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 23, 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 : 46,239: 30,190 16,173 5,743 17,671 10 3,295 6,070 2,300 1,210 814 0: 3,491 3,201 Old : 46,239: 30,190 16,173 5,743 17,671 10 3,295 6,070 2,300 1,210 814 0: 3,491 3,201 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 680: 1,225 1,205 80 0 0 0 0 0 -100 0 0: -525 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 35.0 12.4 38.2 0.0 7.1 13.1 5.0 2.6 1.8 0.0: 7.5 6.9 Old : 100.0: 65.3 35.0 12.4 38.2 0.0 7.1 13.1 5.0 2.6 1.8 0.0: 7.5 6.9 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 : 29: 18 15 . . . . . . . . 0: Old : 29: 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 : 46.2 61.1 67.1 79.8 32.4 58.7 48.5 66.3 Old : 46.2 61.1 67.1 79.8 32.4 58.7 48.5 66.3 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 23, 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 : 34,110: 23,152 12,676 6,912 9,590 0 225 7,780 720 25 254 516: 2,560 2,574 Old : 34,110: 23,152 12,676 6,912 9,590 0 225 7,780 720 25 254 516: 2,560 2,574 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 461: 1,100 1,070 70 0 0 0 0 0 0 40 180: -889 -829 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 37.2 20.3 28.1 0.0 0.7 22.8 2.1 0.1 0.7 1.5: 7.5 7.5 Old : 100.0: 67.9 37.2 20.3 28.1 0.0 0.7 22.8 2.1 0.1 0.7 1.5: 7.5 7.5 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: 16 12 . . 0 . . . . . .: Old : 25: 16 12 . . 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 62.0 74.6 84.9 44.2 59.4 62.3 65.9 Old : 50.8 62.0 74.6 84.9 44.2 59.4 62.3 65.9 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,230: 9,825 8,225 6,635 0 310 0 8,195 550 0 25 75: 1,835 1,850 Old : 19,230: 9,825 8,225 6,635 0 310 0 8,195 550 0 25 75: 1,835 1,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 60: 0 60 0 0 0 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 42.8 34.5 0.0 1.6 0.0 42.6 2.9 0.0 0.1 0.4: 9.5 9.6 Old : 100.0: 51.1 42.8 34.5 0.0 1.6 0.0 42.6 2.9 0.0 0.1 0.4: 9.5 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 10 . 0 . 0 . . 0 . .: Old : 20: 12 10 . 0 . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 67.6 78.9 84.9 48.0 67.5 74.7 76.4 Old : 48.8 67.6 78.9 84.9 48.0 67.5 74.7 76.4 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 23, 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 : 89,152: 43,482 31,725 11,385 38,525 2,505 16,185 1,065 0 720 95 1,085: 13,790 14,152 Old : 89,152: 43,482 31,725 11,385 38,525 2,505 16,185 1,065 0 720 95 1,085: 13,790 14,152 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 2,595: 505 1,315 570 1,200 0 1,440 0 0 0 0 0: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 35.6 12.8 43.2 2.8 18.2 1.2 0.0 0.8 0.1 1.2: 15.5 15.9 Old : 100.0: 48.8 35.6 12.8 43.2 2.8 18.2 1.2 0.0 0.8 0.1 1.2: 15.5 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 16 . . . . . 0 . . .: Old : 28: 16 16 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 58.7 74.2 73.5 52.4 58.4 64.2 66.1 Old : 56.1 58.7 74.2 73.5 52.4 58.4 64.2 66.1 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 23, 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 : 85,303: 41,205 32,000 10,583 34,275 2,705 16,735 940 5 470 1,510 330: 13,270 13,538 Old : 85,303: 41,205 32,000 10,583 34,275 2,705 16,735 940 5 470 1,510 330: 13,270 13,538 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 2,670: 770 1,500 510 1,200 70 1,440 0 0 0 0 0: -120 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 37.5 12.4 40.2 3.2 19.6 1.1 0.0 0.6 1.8 0.4: 15.6 15.9 Old : 100.0: 48.3 37.5 12.4 40.2 3.2 19.6 1.1 0.0 0.6 1.8 0.4: 15.6 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 15 . . . . . . . . .: Old : 28: 15 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 : 55.8 56.6 74.6 72.6 52.6 56.5 61.4 64.8 Old : 55.8 56.6 74.6 72.6 52.6 56.5 61.4 64.8 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,335: 19,415 5,695 365 0 2,205 0 10,210 550 1,095 5,210 350: 3,355 3,115 Old : 27,335: 19,415 5,695 365 0 2,205 0 10,210 550 1,095 5,210 350: 3,355 3,115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 290: 220 300 0 0 70 0 -100 0 0 20 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 20.8 1.3 0.0 8.1 0.0 37.4 2.0 4.0 19.1 1.3: 12.3 11.4 Old : 100.0: 71.0 20.8 1.3 0.0 8.1 0.0 37.4 2.0 4.0 19.1 1.3: 12.3 11.4 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: 15 8 . 0 . 0 . . . . .: Old : 26: 15 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 : 51.9 57.2 68.1 74.8 49.2 52.1 61.0 62.8 Old : 51.9 57.2 68.1 74.8 49.2 52.1 61.0 62.8 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,110: 19,365 5,735 205 0 2,340 0 10,210 550 1,095 4,960 425: 3,130 2,890 Old : 27,110: 19,365 5,735 205 0 2,340 0 10,210 550 1,095 4,960 425: 3,130 2,890 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 290: 220 300 -25 -25 95 0 -100 0 0 20 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 21.2 0.8 0.0 8.6 0.0 37.7 2.0 4.0 18.3 1.6: 11.5 10.7 Old : 100.0: 71.4 21.2 0.8 0.0 8.6 0.0 37.7 2.0 4.0 18.3 1.6: 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 : 26: 15 8 . 0 . 0 . . . . .: Old : 26: 15 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 : 52.3 57.5 68.4 75.3 49.6 51.7 61.7 62.6 Old : 52.3 57.5 68.4 75.3 49.6 51.7 61.7 62.6 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 23, 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 : 58,125: 19,135 48,775 16,315 7,005 130 14,135 25 0 6,335 0 0: 2,075 2,190 Old : 58,125: 19,135 48,775 16,315 7,005 130 14,135 25 0 6,335 0 0: 2,075 2,190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 83.9 28.1 12.1 0.2 24.3 0.0 0.0 10.9 0.0 0.0: 3.6 3.8 Old : 100.0: 32.9 83.9 28.1 12.1 0.2 24.3 0.0 0.0 10.9 0.0 0.0: 3.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 . . . . . 0 . 0 0: Old : 23: 11 11 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.0 87.0 94.2 93.0 74.2 86.4 92.9 91.5 Old : 75.0 87.0 94.2 93.0 74.2 86.4 92.9 91.5 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 23, 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 : 49,983: 18,355 43,413 5,968 1,475 1,900 4,335 0 0 15,585 0 85: 3,755 3,110 Old : 49,983: 18,355 43,413 5,968 1,475 1,900 4,335 0 0 15,585 0 85: 3,755 3,110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 35: -100 -15 150 0 50 125 0 0 -210 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 86.9 11.9 3.0 3.8 8.7 0.0 0.0 31.2 0.0 0.2: 7.5 6.2 Old : 100.0: 36.7 86.9 11.9 3.0 3.8 8.7 0.0 0.0 31.2 0.0 0.2: 7.5 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 : 26: 14 11 . . . . 0 0 . 0 .: Old : 26: 14 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 : 53.8 83.9 72.8 92.4 50.4 83.7 68.7 88.3 Old : 53.8 83.9 72.8 92.4 50.4 83.7 68.7 88.3 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 42,853: 16,530 36,463 5,953 1,825 1,245 4,235 0 0 11,035 0 435: 3,420 2,885 Old : 42,853: 16,530 36,463 5,953 1,825 1,245 4,235 0 0 11,035 0 435: 3,420 2,885 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 10: -75 -40 150 50 0 125 0 0 -210 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 85.1 13.9 4.3 2.9 9.9 0.0 0.0 25.8 0.0 1.0: 8.0 6.7 Old : 100.0: 38.6 85.1 13.9 4.3 2.9 9.9 0.0 0.0 25.8 0.0 1.0: 8.0 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 10 . . . . 0 0 . 0 .: Old : 26: 14 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 : 51.7 82.0 71.7 91.6 48.2 81.8 67.8 87.9 Old : 51.7 82.0 71.7 91.6 48.2 81.8 67.8 87.9 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,938: 28,710 60,510 8,310 0 2,810 10,640 0 5,005 12,905 550 1,225: 4,333 3,838 Old : 73,938: 28,710 60,510 8,310 0 2,810 10,640 0 5,005 12,905 550 1,225: 4,333 3,838 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 10,792: 5 14,155 -200 0 50 6,270 -8,230 4,267 -170 0 0: 570 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.8 81.8 11.2 0.0 3.8 14.4 0.0 6.8 17.5 0.7 1.7: 5.9 5.2 Old : 100.0: 38.8 81.8 11.2 0.0 3.8 14.4 0.0 6.8 17.5 0.7 1.7: 5.9 5.2 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 : 30: 17 10 . 0 . 4 0 . . . .: Old : 30: 17 10 . 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 : 54.8 70.4 77.1 84.4 43.7 66.9 66.1 77.8 Old : 54.8 70.4 77.1 84.4 43.7 66.9 66.1 77.8 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 23, 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 : 71,883: 28,030 58,585 9,220 0 2,950 10,040 0 5,005 11,570 550 1,225: 3,843 3,568 Old : 71,883: 28,030 58,585 9,220 0 2,950 10,040 0 5,005 11,570 550 1,225: 3,843 3,568 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 10,812: 105 13,975 -520 0 50 5,970 -8,230 4,267 170 0 0: 770 750 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 81.5 12.8 0.0 4.1 14.0 0.0 7.0 16.1 0.8 1.7: 5.3 5.0 Old : 100.0: 39.0 81.5 12.8 0.0 4.1 14.0 0.0 7.0 16.1 0.8 1.7: 5.3 5.0 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: 17 11 . 0 . 4 0 . . . .: Old : 30: 17 11 . 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 : 54.9 71.2 77.0 84.8 45.1 67.1 64.6 77.0 Old : 54.9 71.2 77.0 84.8 45.1 67.1 64.6 77.0 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 23, 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 : 63,277: 35,883 33,820 0 11,793 325 14,800 220 2,800 1,340 6,260 1,300: 6,829 6,759 Old : 63,277: 35,883 33,820 0 11,793 325 14,800 220 2,800 1,340 6,260 1,300: 6,829 6,759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 468: 360 265 0 -50 0 -20 145 45 20 0 0: 63 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 53.4 0.0 18.6 0.5 23.4 0.3 4.4 2.1 9.9 2.1: 10.8 10.7 Old : 100.0: 56.7 53.4 0.0 18.6 0.5 23.4 0.3 4.4 2.1 9.9 2.1: 10.8 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 : 30: 19 10 0 . . . . . . . .: Old : 30: 19 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 : 59.1 71.1 73.2 84.4 59.1 68.7 70.7 76.9 Old : 59.1 71.1 73.2 84.4 59.1 68.7 70.7 76.9 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 23, 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 : 53,982: 31,924 29,830 0 8,699 325 10,425 370 2,675 0 4,335 1,355: 7,278 6,393 Old : 53,982: 31,924 29,830 0 8,699 325 10,425 370 2,675 0 4,335 1,355: 7,278 6,393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 483: 475 280 0 50 0 25 190 0 0 0 0: -17 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 55.3 0.0 16.1 0.6 19.3 0.7 5.0 0.0 8.0 2.5: 13.5 11.8 Old : 100.0: 59.1 55.3 0.0 16.1 0.6 19.3 0.7 5.0 0.0 8.0 2.5: 13.5 11.8 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: 18 8 0 . . . . . 0 . .: Old : 29: 18 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 : 58.1 67.0 72.2 83.5 57.1 64.4 69.9 74.3 Old : 58.1 67.0 72.2 83.5 57.1 64.4 69.9 74.3 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 23, 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 : 210,736: 130,090 81,267 19,835 1,035 9,319 0 44,880 25 650 23,148 1,110: 49,707 49,952 Old : 210,736: 130,090 81,267 19,835 1,035 9,319 0 44,880 25 650 23,148 1,110: 49,707 49,952 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 11,044: 10,205 -1,710 420 -1,095 744 0 13,810 -1,075 0 -380 0: 750 750 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 38.6 9.4 0.5 4.4 0.0 21.3 0.0 0.3 11.0 0.5: 23.6 23.7 Old : 100.0: 61.7 38.6 9.4 0.5 4.4 0.0 21.3 0.0 0.3 11.0 0.5: 23.6 23.7 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 : 42: 25 25 . . . 0 4 . . 4 4: Old : 42: 25 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 : 47.8 32.6 63.6 53.1 40.4 32.3 52.2 47.5 Old : 47.8 32.6 63.6 53.1 40.4 32.3 52.2 47.5 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 23, 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 : 187,631: 121,219 75,881 11,633 0 8,924 0 38,780 50 650 18,744 2,130: 43,025 43,122 Old : 187,631: 121,219 75,881 11,633 0 8,924 0 38,780 50 650 18,744 2,130: 43,025 43,122 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 13,932: 12,975 1,565 1,095 -895 459 0 13,460 -1,013 0 -40 -250: 666 646 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 40.4 6.2 0.0 4.8 0.0 20.7 0.0 0.3 10.0 1.1: 22.9 23.0 Old : 100.0: 64.6 40.4 6.2 0.0 4.8 0.0 20.7 0.0 0.3 10.0 1.1: 22.9 23.0 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 : 42: 25 25 . 0 . 0 4 . . 4 4: Old : 42: 25 25 . 0 . 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 : 48.8 36.3 62.4 54.8 41.9 36.0 50.5 48.6 Old : 48.8 36.3 62.4 54.8 41.9 36.0 50.5 48.6 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 23, 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 : 51,681: 19,380 27,915 18,001 10,661 3,750 2,735 0 2,230 0 1,450 0: 5,585 5,675 Old : 51,681: 19,380 27,915 18,001 10,661 3,750 2,735 0 2,230 0 1,450 0: 5,585 5,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 395: -155 -135 120 40 -50 0 0 0 0 0 0: 480 540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 54.0 34.8 20.6 7.3 5.3 0.0 4.3 0.0 2.8 0.0: 10.8 11.0 Old : 100.0: 37.5 54.0 34.8 20.6 7.3 5.3 0.0 4.3 0.0 2.8 0.0: 10.8 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 14 . . . . 0 . 0 . 0: Old : 27: 14 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 : 60.2 49.9 76.0 70.2 50.3 45.7 61.4 58.8 Old : 60.2 49.9 76.0 70.2 50.3 45.7 61.4 58.8 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 23, 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 : 44,947: 18,085 25,807 14,606 8,834 2,719 2,985 0 2,055 0 1,050 0: 4,497 4,482 Old : 44,947: 18,085 25,807 14,606 8,834 2,719 2,985 0 2,055 0 1,050 0: 4,497 4,482 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 355: -140 -120 130 80 -75 0 0 0 0 0 0: 440 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 57.4 32.5 19.7 6.0 6.6 0.0 4.6 0.0 2.3 0.0: 10.0 10.0 Old : 100.0: 40.2 57.4 32.5 19.7 6.0 6.6 0.0 4.6 0.0 2.3 0.0: 10.0 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 : 25: 17 15 . . . . 0 . 0 . 0: Old : 25: 17 15 . . . . 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 : 57.4 54.7 72.3 74.0 52.4 48.8 60.3 59.0 Old : 57.4 54.7 72.3 74.0 52.4 48.8 60.3 59.0 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 23, 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 : 39,770: 19,820 25,615 5,305 1,210 4,810 3,675 3,705 0 1,450 0 0: 4,710 4,430 Old : 39,770: 19,820 25,615 5,305 1,210 4,810 3,675 3,705 0 1,450 0 0: 4,710 4,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 280: 25 200 -15 -160 260 0 0 0 0 0 0: 10 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 64.4 13.3 3.0 12.1 9.2 9.3 0.0 3.6 0.0 0.0: 11.8 11.1 Old : 100.0: 49.8 64.4 13.3 3.0 12.1 9.2 9.3 0.0 3.6 0.0 0.0: 11.8 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 : 25: 15 16 . . . . . 0 . 0 0: Old : 25: 15 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 : 46.2 48.6 70.5 72.3 39.6 35.3 50.5 50.3 Old : 46.2 48.6 70.5 72.3 39.6 35.3 50.5 50.3 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 23, 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 : 48,275: 14,940 31,545 1,255 2,040 6,045 19,120 3,705 75 1,450 0 0: 5,390 4,865 Old : 48,275: 14,940 31,545 1,255 2,040 6,045 19,120 3,705 75 1,450 0 0: 5,390 4,865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 85: -30 0 130 100 -130 0 0 0 0 0 0: 115 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 65.3 2.6 4.2 12.5 39.6 7.7 0.2 3.0 0.0 0.0: 11.2 10.1 Old : 100.0: 30.9 65.3 2.6 4.2 12.5 39.6 7.7 0.2 3.0 0.0 0.0: 11.2 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 : 22: 12 15 . . . . . . . 0 0: Old : 22: 12 15 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.4 58.0 80.3 76.3 55.0 46.4 61.7 59.7 Old : 65.4 58.0 80.3 76.3 55.0 46.4 61.7 59.7 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 191,903: 107,190 112,840 2,120 18,777 18,236 24,025 70 2,505 525 2,187 1,188: 36,114 36,100 Old : 191,903: 107,190 112,840 2,120 18,777 18,236 24,025 70 2,505 525 2,187 1,188: 36,114 36,100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 2,115: -1,265 205 105 -560 2,340 0 0 0 525 -280 60: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 58.8 1.1 9.8 9.5 12.5 0.0 1.3 0.3 1.1 0.6: 18.8 18.8 Old : 100.0: 55.9 58.8 1.1 9.8 9.5 12.5 0.0 1.3 0.3 1.1 0.6: 18.8 18.8 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 : 40: 25 23 . . 4 . . . . 4 4: Old : 40: 25 23 . . 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 : 39.2 45.0 59.3 62.9 36.1 36.8 46.6 48.3 Old : 39.2 45.0 59.3 62.9 36.1 36.8 46.6 48.3 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 23, 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 : 175,913: 106,573 113,323 2,107 6,835 16,533 13,305 0 9,670 0 1,677 905: 26,820 26,970 Old : 175,913: 106,573 113,323 2,107 6,835 16,533 13,305 0 9,670 0 1,677 905: 26,820 26,970 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 1,315: -490 -310 520 340 -437 0 0 0 0 0 0: 1,722 1,722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 64.4 1.2 3.9 9.4 7.6 0.0 5.5 0.0 1.0 0.5: 15.2 15.3 Old : 100.0: 60.6 64.4 1.2 3.9 9.4 7.6 0.0 5.5 0.0 1.0 0.5: 15.2 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 24 23 . . 4 . 0 . 0 5 .: Old : 37: 24 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 : 46.3 39.9 67.3 61.7 33.4 32.4 44.4 44.7 Old : 46.3 39.9 67.3 61.7 33.4 32.4 44.4 44.7 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 23, 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 : 30,274: 22,795 16,005 1,720 8,625 1,905 25 555 1,329 655 0 195: 1,650 1,660 Old : 30,274: 22,795 16,005 1,720 8,625 1,905 25 555 1,329 655 0 195: 1,650 1,660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 52.9 5.7 28.5 6.3 0.1 1.8 4.4 2.2 0.0 0.6: 5.5 5.5 Old : 100.0: 75.3 52.9 5.7 28.5 6.3 0.1 1.8 4.4 2.2 0.0 0.6: 5.5 5.5 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 : 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 : 69.2 84.4 85.8 93.5 63.3 79.8 77.3 82.8 Old : 69.2 84.4 85.8 93.5 63.3 79.8 77.3 82.8 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 23, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,674: 22,880 15,235 1,380 8,435 1,965 25 555 1,329 0 50 475: 1,620 1,630 Old : 29,674: 22,880 15,235 1,380 8,435 1,965 25 555 1,329 0 50 475: 1,620 1,630 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 16, 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: 77.1 51.3 4.7 28.4 6.6 0.1 1.9 4.5 0.0 0.2 1.6: 5.5 5.5 Old : 100.0: 77.1 51.3 4.7 28.4 6.6 0.1 1.9 4.5 0.0 0.2 1.6: 5.5 5.5 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 : 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 : 72.1 83.4 88.2 93.1 66.2 78.2 78.5 81.4 Old : 72.1 83.4 88.2 93.1 66.2 78.2 78.5 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2021