COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 15,816: 12,821 8,782 771 1,009 1,044 0 48 1 17 3,562 705: 457 665 Old : 15,816: 12,821 8,782 771 1,009 1,044 0 48 1 17 3,562 705: 457 665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 235: 262 69 -50 -83 99 0 0 0 17 122 70: -163 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 55.5 4.9 6.4 6.6 0.0 0.3 0.0 0.1 22.5 4.5: 2.9 4.2 Old : 100.0: 81.1 55.5 4.9 6.4 6.6 0.0 0.3 0.0 0.1 22.5 4.5: 2.9 4.2 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 : 25: 13 12 . . . 0 . . . 5 5: Old : 25: 13 12 . . . 0 . . . 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 50.1 79.8 73.3 37.2 36.4 46.6 45.9 Old : 63.2 50.1 79.8 73.3 37.2 36.4 46.6 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 33,960: 18,351 30,347 5,344 0 2,265 280 0 609 6,281 44 640: 190 55 Old : 33,960: 18,351 30,347 5,344 0 2,265 280 0 609 6,281 44 640: 190 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 121: 261 285 276 0 -157 130 -14 -71 -323 7 35: -30 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 89.4 15.7 0.0 6.7 0.8 0.0 1.8 18.5 0.1 1.9: 0.6 0.2 Old : 100.0: 54.0 89.4 15.7 0.0 6.7 0.8 0.0 1.8 18.5 0.1 1.9: 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 : 43: 22 24 . 0 . . 0 . 7 . 5: Old : 43: 22 24 . 0 . . 0 . 7 . 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 : 37.7 54.9 60.9 75.0 30.1 48.3 44.4 60.4 Old : 37.7 54.9 60.9 75.0 30.1 48.3 44.4 60.4 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, May 25, 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 : 31,788: 23,737 26,969 724 1,599 2,627 0 128 275 4,235 0 190: 0 0 Old : 31,788: 23,737 26,969 724 1,599 2,627 0 128 275 4,235 0 190: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -164: -55 -19 -94 -80 -15 0 0 -50 25 -25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 84.8 2.3 5.0 8.3 0.0 0.4 0.9 13.3 0.0 0.6: 0.0 0.0 Old : 100.0: 74.7 84.8 2.3 5.0 8.3 0.0 0.4 0.9 13.3 0.0 0.6: 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 : 37: 21 21 . . . 0 . . 5 0 .: Old : 37: 21 21 . . . 0 . . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 60.6 72.2 81.9 50.2 54.4 60.7 68.0 Old : 51.2 60.6 72.2 81.9 50.2 54.4 60.7 68.0 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, May 25, 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 : 133,018: 92,049 91,507 1,567 16,538 17,329 15,449 75 260 3,970 4,978 2,126: 268 205 Old : 133,018: 92,049 91,507 1,567 16,538 17,329 15,449 75 260 3,970 4,978 2,126: 268 205 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,958: 2,382 2,104 -581 -385 -36 -271 -50 -40 -37 -113 520: 21 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 68.8 1.2 12.4 13.0 11.6 0.1 0.2 3.0 3.7 1.6: 0.2 0.2 Old : 100.0: 69.2 68.8 1.2 12.4 13.0 11.6 0.1 0.2 3.0 3.7 1.6: 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 : 61: 27 31 . 4 6 8 . 4 7 6 8: Old : 61: 27 31 . 4 6 8 . 4 7 6 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 37.6 63.6 60.4 42.0 29.1 47.3 42.6 Old : 48.8 37.6 63.6 60.4 42.0 29.1 47.3 42.6 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, May 25, 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 : 60,734: 48,024 43,928 1,485 11,013 2,511 5,370 0 9 2,588 2,527 643: 104 103 Old : 60,734: 48,024 43,928 1,485 11,013 2,511 5,370 0 9 2,588 2,527 643: 104 103 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,253: 1,165 1,059 0 76 4 -276 0 9 375 105 -45: 21 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 72.3 2.4 18.1 4.1 8.8 0.0 0.0 4.3 4.2 1.1: 0.2 0.2 Old : 100.0: 79.1 72.3 2.4 18.1 4.1 8.8 0.0 0.0 4.3 4.2 1.1: 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 : 45: 24 16 . 4 4 5 0 . 4 5 5: Old : 45: 24 16 . 4 4 5 0 . 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 : 63.7 75.3 79.4 87.6 63.7 65.8 73.7 74.6 Old : 63.7 75.3 79.4 87.6 63.7 65.8 73.7 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 37,799: 32,496 28,218 2,296 5,481 1,056 0 596 50 1,485 1,972 416: 0 10 Old : 37,799: 32,496 28,218 2,296 5,481 1,056 0 596 50 1,485 1,972 416: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 797: 680 115 225 475 -149 0 53 0 -150 102 191: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 74.7 6.1 14.5 2.8 0.0 1.6 0.1 3.9 5.2 1.1: 0.0 0.0 Old : 100.0: 86.0 74.7 6.1 14.5 2.8 0.0 1.6 0.1 3.9 5.2 1.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 15 14 . . . 0 . . . 4 .: Old : 32: 15 14 . . . 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 : 73.7 82.7 93.2 91.7 69.7 70.5 81.8 78.9 Old : 73.7 82.7 93.2 91.7 69.7 70.5 81.8 78.9 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, May 25, 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 : 49,420: 26,939 19,572 5,627 19,211 3,735 11,740 100 0 100 5,671 649: 630 482 Old : 49,420: 26,939 19,572 5,627 19,211 3,735 11,740 100 0 100 5,671 649: 630 482 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -163: -62 -150 -281 -260 180 0 0 0 0 0 0: 0 67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 39.6 11.4 38.9 7.6 23.8 0.2 0.0 0.2 11.5 1.3: 1.3 1.0 Old : 100.0: 54.5 39.6 11.4 38.9 7.6 23.8 0.2 0.0 0.2 11.5 1.3: 1.3 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 : 33: 15 16 5 . 6 . . 0 . . .: Old : 33: 15 16 5 . 6 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 63.7 74.3 82.7 54.0 57.7 68.1 72.1 Old : 55.0 63.7 74.3 82.7 54.0 57.7 68.1 72.1 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, May 25, 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 : 60,141: 35,244 24,033 3,732 24,524 5,027 13,534 206 30 326 4,731 1,032: 1,216 558 Old : 60,141: 35,244 24,033 3,732 24,524 5,027 13,534 206 30 326 4,731 1,032: 1,216 558 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -77: 176 -45 -346 -490 375 -347 10 -10 10 9 -19: 84 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 40.0 6.2 40.8 8.4 22.5 0.3 0.0 0.5 7.9 1.7: 2.0 0.9 Old : 100.0: 58.6 40.0 6.2 40.8 8.4 22.5 0.3 0.0 0.5 7.9 1.7: 2.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 20 19 . 4 6 7 . . . . .: Old : 44: 20 19 . 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 : 56.2 57.6 72.9 80.8 55.8 51.0 69.5 68.1 Old : 56.2 57.6 72.9 80.8 55.8 51.0 69.5 68.1 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, May 25, 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 : 69,077: 45,600 28,224 19,292 33,401 928 100 0 0 1,486 5,280 1,204: 467 40 Old : 69,077: 45,600 28,224 19,292 33,401 928 100 0 0 1,486 5,280 1,204: 467 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 829: 630 905 90 -100 28 0 0 0 461 0 79: -459 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 40.9 27.9 48.4 1.3 0.1 0.0 0.0 2.2 7.6 1.7: 0.7 0.1 Old : 100.0: 66.0 40.9 27.9 48.4 1.3 0.1 0.0 0.0 2.2 7.6 1.7: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 16 4 4 4 . 0 0 . . .: Old : 38: 18 16 4 4 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 56.7 76.8 82.0 52.6 56.6 74.8 81.6 Old : 53.8 56.7 76.8 82.0 52.6 56.6 74.8 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 92,430: 61,676 31,057 26,407 53,167 795 206 65 0 1,078 5,451 1,875: 393 20 Old : 92,430: 61,676 31,057 26,407 53,167 795 206 65 0 1,078 5,451 1,875: 393 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,042: 1,021 1,102 -35 0 -50 10 0 -10 105 0 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 33.6 28.6 57.5 0.9 0.2 0.1 0.0 1.2 5.9 2.0: 0.4 0.0 Old : 100.0: 66.7 33.6 28.6 57.5 0.9 0.2 0.1 0.0 1.2 5.9 2.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 17 4 4 . . . 0 . . .: Old : 43: 22 17 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 : 51.0 61.9 72.4 79.5 50.8 61.9 71.7 79.1 Old : 51.0 61.9 72.4 79.5 50.8 61.9 71.7 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 29,384: 18,705 27,007 8,986 0 1,548 0 0 0 100 236 33: 12 560 Old : 29,384: 18,705 27,007 8,986 0 1,548 0 0 0 100 236 33: 12 560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -7: -38 0 -2 0 0 0 0 0 0 -50 33: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 91.9 30.6 0.0 5.3 0.0 0.0 0.0 0.3 0.8 0.1: 0.0 1.9 Old : 100.0: 63.7 91.9 30.6 0.0 5.3 0.0 0.0 0.0 0.3 0.8 0.1: 0.0 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 : 25: 15 12 4 0 . 0 0 0 . . .: Old : 25: 15 12 4 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 81.7 89.2 93.6 63.8 77.4 77.1 81.3 Old : 72.5 81.7 89.2 93.6 63.8 77.4 77.1 81.3 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, May 25, 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 : 29,556: 25,275 13,000 0 12,961 3,065 0 400 0 960 100 0: 256 30 Old : 29,556: 25,275 13,000 0 12,961 3,065 0 400 0 960 100 0: 256 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -40: 20 -40 0 0 0 0 0 0 -50 0 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 44.0 0.0 43.9 10.4 0.0 1.4 0.0 3.2 0.3 0.0: 0.9 0.1 Old : 100.0: 85.5 44.0 0.0 43.9 10.4 0.0 1.4 0.0 3.2 0.3 0.0: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 13 0 4 . 0 . 0 . . 0: Old : 23: 14 13 0 4 . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 63.2 75.7 90.0 43.3 53.9 58.9 62.9 Old : 55.7 63.2 75.7 90.0 43.3 53.9 58.9 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 29,640: 21,242 26,343 4,110 760 2,105 150 0 0 1,650 132 300: 83 0 Old : 29,640: 21,242 26,343 4,110 760 2,105 150 0 0 1,650 132 300: 83 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 885: 900 660 -300 -60 285 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 88.9 13.9 2.6 7.1 0.5 0.0 0.0 5.6 0.4 1.0: 0.3 0.0 Old : 100.0: 71.7 88.9 13.9 2.6 7.1 0.5 0.0 0.0 5.6 0.4 1.0: 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 : 21: 10 8 . . 4 . 0 0 . . .: Old : 21: 10 8 . . 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 : 61.7 78.4 84.9 93.7 52.2 73.2 71.2 76.2 Old : 61.7 78.4 84.9 93.7 52.2 73.2 71.2 76.2 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, May 25, 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 : 122,671: 96,043 73,045 200 23,425 9,946 7,739 600 1,059 2,541 9,909 4,561: 582 126 Old : 122,671: 96,043 73,045 200 23,425 9,946 7,739 600 1,059 2,541 9,909 4,561: 582 126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 5,133: 4,789 1,514 0 690 476 205 30 20 -610 2,147 284: -31 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 59.5 0.2 19.1 8.1 6.3 0.5 0.9 2.1 8.1 3.7: 0.5 0.1 Old : 100.0: 78.3 59.5 0.2 19.1 8.1 6.3 0.5 0.9 2.1 8.1 3.7: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 74: 37 32 . 5 4 7 . . 9 8 10: Old : 74: 37 32 . 5 4 7 . . 9 8 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 37.1 57.3 61.5 31.8 26.4 41.9 41.0 Old : 41.7 37.1 57.3 61.5 31.8 26.4 41.9 41.0 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, May 25, 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 : 24,932: 15,532 22,252 6,508 1,200 1,480 300 0 0 300 0 0: 812 0 Old : 24,932: 15,532 22,252 6,508 1,200 1,480 300 0 0 300 0 0: 812 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 2,068: 1,588 2,068 480 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.3 89.3 26.1 4.8 5.9 1.2 0.0 0.0 1.2 0.0 0.0: 3.3 0.0 Old : 100.0: 62.3 89.3 26.1 4.8 5.9 1.2 0.0 0.0 1.2 0.0 0.0: 3.3 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 : 21: 10 9 . . . . 0 0 . 0 0: Old : 21: 10 9 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.2 69.7 87.8 90.7 68.7 68.4 76.1 80.4 Old : 72.2 69.7 87.8 90.7 68.7 68.4 76.1 80.4 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, May 25, 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 : 23,170: 14,495 20,940 6,233 1,200 1,030 300 0 0 300 0 0: 812 0 Old : 23,170: 14,495 20,940 6,233 1,200 1,030 300 0 0 300 0 0: 812 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 2,080: 1,600 2,080 480 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 90.4 26.9 5.2 4.4 1.3 0.0 0.0 1.3 0.0 0.0: 3.5 0.0 Old : 100.0: 62.6 90.4 26.9 5.2 4.4 1.3 0.0 0.0 1.3 0.0 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 : 21: 11 9 . . . . 0 0 . 0 0: Old : 21: 11 9 . . . . 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 : 69.0 68.8 84.3 91.7 66.6 66.9 75.3 81.4 Old : 69.0 68.8 84.3 91.7 66.6 66.9 75.3 81.4 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, May 25, 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 : 33,925: 24,391 24,693 5,175 0 4,269 50 4,663 0 0 300 0: 40 0 Old : 33,925: 24,391 24,693 5,175 0 4,269 50 4,663 0 0 300 0: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 43: 43 43 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 72.8 15.3 0.0 12.6 0.1 13.7 0.0 0.0 0.9 0.0: 0.1 0.0 Old : 100.0: 71.9 72.8 15.3 0.0 12.6 0.1 13.7 0.0 0.0 0.9 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 13 . 0 . . . 0 0 . 0: Old : 23: 9 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 : 76.6 52.2 94.1 81.0 62.8 50.4 71.7 66.7 Old : 76.6 52.2 94.1 81.0 62.8 50.4 71.7 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 31,373: 21,651 22,741 5,413 0 4,269 0 4,063 0 0 300 0: 40 0 Old : 31,373: 21,651 22,741 5,413 0 4,269 0 4,063 0 0 300 0: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 72.5 17.3 0.0 13.6 0.0 13.0 0.0 0.0 1.0 0.0: 0.1 0.0 Old : 100.0: 69.0 72.5 17.3 0.0 13.6 0.0 13.0 0.0 0.0 1.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 13 . 0 . 0 . 0 0 . 0: Old : 21: 8 13 . 0 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 45.9 94.6 77.2 58.9 43.6 69.2 62.1 Old : 75.7 45.9 94.6 77.2 58.9 43.6 69.2 62.1 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, May 25, 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 : 71,975: 60,709 45,364 0 14,967 5,727 4,063 325 25 450 4,365 420: 581 782 Old : 71,975: 60,709 45,364 0 14,967 5,727 4,063 325 25 450 4,365 420: 581 782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 2,048: 2,423 1,108 0 -60 30 0 0 0 0 1,200 -300: -105 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 63.0 0.0 20.8 8.0 5.6 0.5 0.0 0.6 6.1 0.6: 0.8 1.1 Old : 100.0: 84.3 63.0 0.0 20.8 8.0 5.6 0.5 0.0 0.6 6.1 0.6: 0.8 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 18 0 5 4 . . . . 5 .: Old : 36: 20 18 0 5 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 : 52.9 47.8 73.9 72.2 47.9 39.8 65.3 56.4 Old : 52.9 47.8 73.9 72.2 47.9 39.8 65.3 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 34,164: 23,531 32,032 9,052 50 1,444 0 0 0 100 196 0: 37 442 Old : 34,164: 23,531 32,032 9,052 50 1,444 0 0 0 100 196 0: 37 442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 258: 160 248 98 0 0 0 0 0 0 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 93.8 26.5 0.1 4.2 0.0 0.0 0.0 0.3 0.6 0.0: 0.1 1.3 Old : 100.0: 68.9 93.8 26.5 0.1 4.2 0.0 0.0 0.0 0.3 0.6 0.0: 0.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 15 4 . . 0 0 0 . . 0: Old : 30: 18 15 4 . . 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 : 57.5 76.9 78.9 93.1 48.9 72.5 66.6 77.2 Old : 57.5 76.9 78.9 93.1 48.9 72.5 66.6 77.2 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, May 25, 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 : 46,195: 38,606 27,807 0 12,280 5,358 1,875 425 0 0 265 60: 296 0 Old : 46,195: 38,606 27,807 0 12,280 5,358 1,875 425 0 0 265 60: 296 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 930: 1,015 1,262 -55 -387 55 -75 0 0 0 10 -10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 60.2 0.0 26.6 11.6 4.1 0.9 0.0 0.0 0.6 0.1: 0.6 0.0 Old : 100.0: 83.6 60.2 0.0 26.6 11.6 4.1 0.9 0.0 0.0 0.6 0.1: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 18 0 4 4 4 . 0 0 . .: Old : 34: 17 18 0 4 4 4 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 68.1 81.0 91.8 53.9 58.3 64.8 69.6 Old : 58.6 68.1 81.0 91.8 53.9 58.3 64.8 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 49,825: 36,148 45,778 8,424 1,194 2,243 0 100 0 2,202 0 95: 713 415 Old : 49,825: 36,148 45,778 8,424 1,194 2,243 0 100 0 2,202 0 95: 713 415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,763: 730 1,760 1,010 0 18 0 0 0 0 0 0: 5 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 91.9 16.9 2.4 4.5 0.0 0.2 0.0 4.4 0.0 0.2: 1.4 0.8 Old : 100.0: 72.5 91.9 16.9 2.4 4.5 0.0 0.2 0.0 4.4 0.0 0.2: 1.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 13 . . 4 0 . 0 5 0 .: Old : 31: 17 13 . . 4 0 . 0 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 88.4 75.7 94.3 48.7 83.6 72.0 85.7 Old : 51.4 88.4 75.7 94.3 48.7 83.6 72.0 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 55,571: 40,203 47,597 10,002 5,639 1,740 0 156 0 3,022 0 119: 485 320 Old : 55,571: 40,203 47,597 10,002 5,639 1,740 0 156 0 3,022 0 119: 485 320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,376: 273 1,386 1,105 10 -10 0 -5 0 3 0 0: 5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 85.7 18.0 10.1 3.1 0.0 0.3 0.0 5.4 0.0 0.2: 0.9 0.6 Old : 100.0: 72.3 85.7 18.0 10.1 3.1 0.0 0.3 0.0 5.4 0.0 0.2: 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 : 33: 17 14 . . 4 0 . 0 4 0 .: Old : 33: 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 : 47.3 81.5 71.2 91.9 42.1 77.8 65.4 82.6 Old : 47.3 81.5 71.2 91.9 42.1 77.8 65.4 82.6 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, May 25, 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 : 90,839: 71,801 81,010 15,204 5,340 1,231 41 262 135 653 1,559 1,262: 512 40 Old : 90,839: 71,801 81,010 15,204 5,340 1,231 41 262 135 653 1,559 1,262: 512 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 595: 617 407 -395 0 228 0 25 0 0 -210 145: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 89.2 16.7 5.9 1.4 0.0 0.3 0.1 0.7 1.7 1.4: 0.6 0.0 Old : 100.0: 79.0 89.2 16.7 5.9 1.4 0.0 0.3 0.1 0.7 1.7 1.4: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 19 25 5 . 4 . . . . . .: Old : 43: 19 25 5 . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 61.3 78.2 82.1 57.4 59.0 75.1 78.0 Old : 59.9 61.3 78.2 82.1 57.4 59.0 75.1 78.0 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, May 25, 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 : 116,316: 91,909 99,528 16,251 5,143 2,285 593 1,546 324 2,520 5,214 2,022: 412 254 Old : 116,316: 91,909 99,528 16,251 5,143 2,285 593 1,546 324 2,520 5,214 2,022: 412 254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 999: 961 1,033 -1,305 -55 663 -66 -613 89 578 -186 79: 0 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 85.6 14.0 4.4 2.0 0.5 1.3 0.3 2.2 4.5 1.7: 0.4 0.2 Old : 100.0: 79.0 85.6 14.0 4.4 2.0 0.5 1.3 0.3 2.2 4.5 1.7: 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 : 52: 21 26 5 . 5 . 5 4 4 . 5: Old : 52: 21 26 5 . 5 . 5 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 : 59.9 50.4 75.2 73.9 58.0 49.4 71.6 70.6 Old : 59.9 50.4 75.2 73.9 58.0 49.4 71.6 70.6 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, May 25, 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 : 66,205: 50,103 57,525 12,619 131 1,972 0 3,682 0 1,361 2,758 122: 28 15 Old : 66,205: 50,103 57,525 12,619 131 1,972 0 3,682 0 1,361 2,758 122: 28 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 314: 5 -18 325 74 -74 0 47 0 50 305 -5: 13 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 86.9 19.1 0.2 3.0 0.0 5.6 0.0 2.1 4.2 0.2: 0.0 0.0 Old : 100.0: 75.7 86.9 19.1 0.2 3.0 0.0 5.6 0.0 2.1 4.2 0.2: 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 : 33: 19 10 . . . 0 . 0 4 . .: Old : 33: 19 10 . . . 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 : 78.2 87.0 87.1 94.1 76.3 85.5 84.5 90.1 Old : 78.2 87.0 87.1 94.1 76.3 85.5 84.5 90.1 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 54,350: 37,915 49,980 14,900 104 325 0 151 150 25 2,605 1,035: 0 0 Old : 54,350: 37,915 49,980 14,900 104 325 0 151 150 25 2,605 1,035: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 2,420: 1,475 2,190 1,069 104 -29 0 -50 0 -25 275 -70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 92.0 27.4 0.2 0.6 0.0 0.3 0.3 0.0 4.8 1.9: 0.0 0.0 Old : 100.0: 69.8 92.0 27.4 0.2 0.6 0.0 0.3 0.3 0.0 4.8 1.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 10 . . . 0 . . . . .: Old : 30: 15 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 : 83.4 93.5 91.8 97.5 83.4 91.3 90.8 94.5 Old : 83.4 93.5 91.8 97.5 83.4 91.3 90.8 94.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 49,089: 29,534 39,614 9,892 194 7,995 100 0 0 745 1,071 163: 660 52 Old : 49,089: 29,534 39,614 9,892 194 7,995 100 0 0 745 1,071 163: 660 52 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -118: 481 -130 -565 0 0 0 0 0 -31 -5 15: -18 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 80.7 20.2 0.4 16.3 0.2 0.0 0.0 1.5 2.2 0.3: 1.3 0.1 Old : 100.0: 60.2 80.7 20.2 0.4 16.3 0.2 0.0 0.0 1.5 2.2 0.3: 1.3 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 16 4 . . . 0 0 . . .: Old : 29: 17 16 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 : 54.5 76.9 78.2 89.9 44.8 58.3 57.4 65.7 Old : 54.5 76.9 78.2 89.9 44.8 58.3 57.4 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 53,426: 38,213 42,289 9,537 4,325 3,153 811 2,400 0 1,077 709 194: 441 356 Old : 53,426: 38,213 42,289 9,537 4,325 3,153 811 2,400 0 1,077 709 194: 441 356 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -480: 364 -389 264 42 -120 -1,205 0 0 230 0 -13: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 79.2 17.9 8.1 5.9 1.5 4.5 0.0 2.0 1.3 0.4: 0.8 0.7 Old : 100.0: 71.5 79.2 17.9 8.1 5.9 1.5 4.5 0.0 2.0 1.3 0.4: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 16 . 5 6 . . 0 . . .: Old : 34: 18 16 . 5 6 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 70.9 77.9 87.1 57.5 63.6 72.2 72.1 Old : 59.0 70.9 77.9 87.1 57.5 63.6 72.2 72.1 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, May 25, 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 : 19,961: 9,481 16,311 9,291 414 590 0 1,720 0 51 838 0: 548 88 Old : 19,961: 9,481 16,311 9,291 414 590 0 1,720 0 51 838 0: 548 88 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 30: 120 -180 -192 130 90 0 0 0 0 0 0: 12 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 81.7 46.5 2.1 3.0 0.0 8.6 0.0 0.3 4.2 0.0: 2.7 0.4 Old : 100.0: 47.5 81.7 46.5 2.1 3.0 0.0 8.6 0.0 0.3 4.2 0.0: 2.7 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 : 23: 10 10 . . . 0 . 0 . . 0: Old : 23: 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 : 71.6 72.9 89.7 89.3 70.8 71.0 87.3 87.4 Old : 71.6 72.9 89.7 89.3 70.8 71.0 87.3 87.4 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, May 25, 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 : 18,050: 8,167 15,480 8,015 620 762 0 400 0 50 740 0: 1,056 48 Old : 18,050: 8,167 15,480 8,015 620 762 0 400 0 50 740 0: 1,056 48 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 118: 128 -122 -140 130 120 0 0 0 0 0 0: 10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 85.8 44.4 3.4 4.2 0.0 2.2 0.0 0.3 4.1 0.0: 5.9 0.3 Old : 100.0: 45.2 85.8 44.4 3.4 4.2 0.0 2.2 0.0 0.3 4.1 0.0: 5.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 7 . . . 0 . 0 . . 0: Old : 20: 8 7 . . . 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 : 71.2 75.4 90.0 91.3 68.4 73.1 87.1 88.5 Old : 71.2 75.4 90.0 91.3 68.4 73.1 87.1 88.5 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, May 25, 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 : 25,009: 20,595 17,359 1,900 7,184 20 436 0 0 1,345 0 102: 611 344 Old : 25,009: 20,595 17,359 1,900 7,184 20 436 0 0 1,345 0 102: 611 344 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,017: 1,125 690 0 375 -48 -60 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 69.4 7.6 28.7 0.1 1.7 0.0 0.0 5.4 0.0 0.4: 2.4 1.4 Old : 100.0: 82.4 69.4 7.6 28.7 0.1 1.7 0.0 0.0 5.4 0.0 0.4: 2.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 15 . . . . 0 0 . 0 .: Old : 27: 13 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 : 69.3 72.2 85.6 92.6 67.9 72.2 83.2 91.6 Old : 69.3 72.2 85.6 92.6 67.9 72.2 83.2 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 16,189: 13,041 13,825 1,769 1,736 6 0 0 0 729 70 70: 574 482 Old : 16,189: 13,041 13,825 1,769 1,736 6 0 0 0 729 70 70: 574 482 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 0: -30 0 0 0 0 0 0 0 0 -30 30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 85.4 10.9 10.7 0.0 0.0 0.0 0.0 4.5 0.4 0.4: 3.5 3.0 Old : 100.0: 80.6 85.4 10.9 10.7 0.0 0.0 0.0 0.0 4.5 0.4 0.4: 3.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 . . . 0 0 0 . . .: Old : 23: 13 10 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 83.8 82.4 94.6 67.2 82.3 81.1 90.4 Old : 67.2 83.8 82.4 94.6 67.2 82.3 81.1 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 43,333: 27,594 20,326 8,287 14,645 1,833 1,800 4,880 50 2,418 599 710: 641 290 Old : 43,333: 27,594 20,326 8,287 14,645 1,833 1,800 4,880 50 2,418 599 710: 641 290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,547: 265 1,110 793 128 40 0 20 0 198 0 0: 251 249 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 46.9 19.1 33.8 4.2 4.2 11.3 0.1 5.6 1.4 1.6: 1.5 0.7 Old : 100.0: 63.7 46.9 19.1 33.8 4.2 4.2 11.3 0.1 5.6 1.4 1.6: 1.5 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 : 40: 22 19 4 . 5 . 4 . . . .: Old : 40: 22 19 4 . 5 . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 68.0 64.7 82.2 43.9 56.6 59.6 69.0 Old : 45.7 68.0 64.7 82.2 43.9 56.6 59.6 69.0 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, May 25, 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 : 25,245: 18,917 8,865 2,478 11,598 1,151 600 2,800 0 1,043 0 675: 381 156 Old : 25,245: 18,917 8,865 2,478 11,598 1,151 600 2,800 0 1,043 0 675: 381 156 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 496: 48 443 180 -205 248 0 10 0 0 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 35.1 9.8 45.9 4.6 2.4 11.1 0.0 4.1 0.0 2.7: 1.5 0.6 Old : 100.0: 74.9 35.1 9.8 45.9 4.6 2.4 11.1 0.0 4.1 0.0 2.7: 1.5 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 : 33: 17 17 . . 5 . . 0 . 0 .: Old : 33: 17 17 . . 5 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 71.0 73.8 82.6 51.1 69.0 66.0 77.3 Old : 57.0 71.0 73.8 82.6 51.1 69.0 66.0 77.3 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, May 25, 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 : 17,725: 5,475 16,993 9,147 0 287 189 0 267 2,170 0 110: 80 68 Old : 17,725: 5,475 16,993 9,147 0 287 189 0 267 2,170 0 110: 80 68 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -63: 262 -54 -80 0 30 96 0 -96 -325 0 50: 0 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 95.9 51.6 0.0 1.6 1.1 0.0 1.5 12.2 0.0 0.6: 0.5 0.4 Old : 100.0: 30.9 95.9 51.6 0.0 1.6 1.1 0.0 1.5 12.2 0.0 0.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 12 4 0 . . 0 . 7 0 .: Old : 30: 14 12 4 0 . . 0 . 7 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 : 61.6 85.3 80.5 94.7 59.5 80.0 78.0 88.0 Old : 61.6 85.3 80.5 94.7 59.5 80.0 78.0 88.0 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, May 25, 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 : 20,779: 5,986 20,678 11,147 0 0 0 86 15 3,320 0 0: 311 0 Old : 20,779: 5,986 20,678 11,147 0 0 0 86 15 3,320 0 0: 311 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -270: 25 -270 0 0 0 0 0 0 -295 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 99.5 53.6 0.0 0.0 0.0 0.4 0.1 16.0 0.0 0.0: 1.5 0.0 Old : 100.0: 28.8 99.5 53.6 0.0 0.0 0.0 0.4 0.1 16.0 0.0 0.0: 1.5 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 : 27: 13 10 . 0 0 0 . . 5 0 0: Old : 27: 13 10 . 0 0 0 . . 5 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 92.5 89.3 98.9 65.8 91.7 87.6 96.2 Old : 65.8 92.5 89.3 98.9 65.8 91.7 87.6 96.2 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, May 25, 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 : 13,677: 6,843 7,581 4,293 4,100 1,796 0 0 0 440 0 100: 205 100 Old : 13,677: 6,843 7,581 4,293 4,100 1,796 0 0 0 440 0 100: 205 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 0: 0 50 50 0 -50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 55.4 31.4 30.0 13.1 0.0 0.0 0.0 3.2 0.0 0.7: 1.5 0.7 Old : 100.0: 50.0 55.4 31.4 30.0 13.1 0.0 0.0 0.0 3.2 0.0 0.7: 1.5 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: 13 8 4 . 4 0 0 0 . 0 .: Old : 23: 13 8 4 . 4 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 : 67.6 78.4 86.4 93.1 60.1 74.2 76.0 82.3 Old : 67.6 78.4 86.4 93.1 60.1 74.2 76.0 82.3 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, May 25, 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 : 10,111: 5,910 6,798 1,758 1,510 1,498 0 0 0 260 0 205: 480 100 Old : 10,111: 5,910 6,798 1,758 1,510 1,498 0 0 0 260 0 205: 480 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -25: 0 50 -25 -75 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 67.2 17.4 14.9 14.8 0.0 0.0 0.0 2.6 0.0 2.0: 4.7 1.0 Old : 100.0: 58.5 67.2 17.4 14.9 14.8 0.0 0.0 0.0 2.6 0.0 2.0: 4.7 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 : 22: 12 8 . . 4 0 0 0 . 0 .: Old : 22: 12 8 . . 4 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 : 69.3 76.2 83.2 92.9 57.5 68.1 68.8 76.8 Old : 69.3 76.2 83.2 92.9 57.5 68.1 68.8 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 47,536: 17,421 41,566 24,200 3,070 1,755 780 0 0 2,065 0 1,145: 170 0 Old : 47,536: 17,421 41,566 24,200 3,070 1,755 780 0 0 2,065 0 1,145: 170 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 610: 415 360 310 0 250 0 0 0 -365 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 87.4 50.9 6.5 3.7 1.6 0.0 0.0 4.3 0.0 2.4: 0.4 0.0 Old : 100.0: 36.6 87.4 50.9 6.5 3.7 1.6 0.0 0.0 4.3 0.0 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 : 32: 17 13 . . . . 0 0 . 0 .: Old : 32: 17 13 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 77.9 87.2 90.3 70.9 77.9 80.9 86.9 Old : 74.8 77.9 87.2 90.3 70.9 77.9 80.9 86.9 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, May 25, 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 : 50,271: 19,291 44,876 25,735 3,070 1,215 780 0 0 1,980 0 1,110: 160 0 Old : 50,271: 19,291 44,876 25,735 3,070 1,215 780 0 0 1,980 0 1,110: 160 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 950: 715 960 610 0 -10 0 0 0 -365 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 89.3 51.2 6.1 2.4 1.6 0.0 0.0 3.9 0.0 2.2: 0.3 0.0 Old : 100.0: 38.4 89.3 51.2 6.1 2.4 1.6 0.0 0.0 3.9 0.0 2.2: 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 : 32: 17 11 . . . . 0 0 . 0 .: Old : 32: 17 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 : 73.0 80.0 86.4 91.3 69.4 80.0 80.8 88.4 Old : 73.0 80.0 86.4 91.3 69.4 80.0 80.8 88.4 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, May 25, 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 : 120,026: 86,185 100,141 18,903 3,863 11,040 226 1,395 485 1,452 1,589 1,372: 363 141 Old : 120,026: 86,185 100,141 18,903 3,863 11,040 226 1,395 485 1,452 1,589 1,372: 363 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 484: 146 -374 410 1,160 -316 226 0 0 20 34 -20: 18 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 83.4 15.7 3.2 9.2 0.2 1.2 0.4 1.2 1.3 1.1: 0.3 0.1 Old : 100.0: 71.8 83.4 15.7 3.2 9.2 0.2 1.2 0.4 1.2 1.3 1.1: 0.3 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 : 61: 31 27 4 . 7 . 4 . 6 4 4: Old : 61: 31 27 4 . 7 . 4 . 6 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 : 48.5 56.1 66.7 72.3 45.7 49.0 59.2 59.7 Old : 48.5 56.1 66.7 72.3 45.7 49.0 59.2 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 131,939: 93,380 110,179 19,496 450 14,664 30 2,741 364 1,773 1,361 2,103: 129 77 Old : 131,939: 93,380 110,179 19,496 450 14,664 30 2,741 364 1,773 1,361 2,103: 129 77 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,260: 1,403 355 -590 -130 727 30 477 -275 -310 -185 273: 2 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 83.5 14.8 0.3 11.1 0.0 2.1 0.3 1.3 1.0 1.6: 0.1 0.1 Old : 100.0: 70.8 83.5 14.8 0.3 11.1 0.0 2.1 0.3 1.3 1.0 1.6: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 34 29 6 . 7 . 4 . 6 6 5: Old : 66: 34 29 6 . 7 . 4 . 6 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 57.6 59.5 72.9 36.7 51.3 49.2 60.0 Old : 41.6 57.6 59.5 72.9 36.7 51.3 49.2 60.0 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 256,682: 170,764 190,861 6,654 12,345 25,736 21,393 920 5,985 13,549 8,667 11,846: 755 322 Old : 256,682: 170,764 190,861 6,654 12,345 25,736 21,393 920 5,985 13,549 8,667 11,846: 755 322 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -618: -196 1,912 464 -1,849 2,011 -676 -654 -1,988 -251 -123 90: -72 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 74.4 2.6 4.8 10.0 8.3 0.4 2.3 5.3 3.4 4.6: 0.3 0.1 Old : 100.0: 66.5 74.4 2.6 4.8 10.0 8.3 0.4 2.3 5.3 3.4 4.6: 0.3 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 : 94: 41 41 . 6 7 15 4 10 14 9 15: Old : 94: 41 41 . 6 7 15 4 10 14 9 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 : 39.3 38.7 55.6 56.5 19.1 26.0 26.2 33.1 Old : 39.3 38.7 55.6 56.5 19.1 26.0 26.2 33.1 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, May 25, 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 : 15,852: 9,302 11,385 1,425 2,757 1,475 985 25 0 1,770 0 0: 895 210 Old : 15,852: 9,302 11,385 1,425 2,757 1,475 985 25 0 1,770 0 0: 895 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -415: 60 0 0 600 -475 0 -600 0 0 0 0: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 71.8 9.0 17.4 9.3 6.2 0.2 0.0 11.2 0.0 0.0: 5.6 1.3 Old : 100.0: 58.7 71.8 9.0 17.4 9.3 6.2 0.2 0.0 11.2 0.0 0.0: 5.6 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 : 24: 10 9 . . . . . 0 . 0 0: Old : 24: 10 9 . . . . . 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 : 51.5 84.0 80.5 97.1 46.9 76.4 69.5 81.1 Old : 51.5 84.0 80.5 97.1 46.9 76.4 69.5 81.1 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, May 25, 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 : 13,700: 7,655 8,700 1,300 2,285 1,950 335 625 0 1,420 0 0: 1,040 140 Old : 13,700: 7,655 8,700 1,300 2,285 1,950 335 625 0 1,420 0 0: 1,040 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 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: 55.9 63.5 9.5 16.7 14.2 2.4 4.6 0.0 10.4 0.0 0.0: 7.6 1.0 Old : 100.0: 55.9 63.5 9.5 16.7 14.2 2.4 4.6 0.0 10.4 0.0 0.0: 7.6 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 9 . . . . . 0 . 0 0: Old : 24: 10 9 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 80.3 82.7 95.7 41.8 65.7 64.7 75.3 Old : 52.1 80.3 82.7 95.7 41.8 65.7 64.7 75.3 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, May 25, 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 : 25,975: 22,368 21,697 677 1,108 1,992 0 0 0 465 783 365: 108 30 Old : 25,975: 22,368 21,697 677 1,108 1,992 0 0 0 465 783 365: 108 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 290: 290 12 0 250 0 0 0 0 0 28 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 83.5 2.6 4.3 7.7 0.0 0.0 0.0 1.8 3.0 1.4: 0.4 0.1 Old : 100.0: 86.1 83.5 2.6 4.3 7.7 0.0 0.0 0.0 1.8 3.0 1.4: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 15 . . 4 0 0 0 . . .: Old : 34: 20 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 : 58.6 73.2 77.8 83.8 54.0 60.3 63.4 66.9 Old : 58.6 73.2 77.8 83.8 54.0 60.3 63.4 66.9 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, May 25, 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 : 14,801: 10,631 13,846 1,000 455 500 1,600 0 0 650 0 0: 420 0 Old : 14,801: 10,631 13,846 1,000 455 500 1,600 0 0 650 0 0: 420 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 550: 225 600 350 -25 -25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 93.5 6.8 3.1 3.4 10.8 0.0 0.0 4.4 0.0 0.0: 2.8 0.0 Old : 100.0: 71.8 93.5 6.8 3.1 3.4 10.8 0.0 0.0 4.4 0.0 0.0: 2.8 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 : 30: 19 10 . . . . 0 0 . 0 0: Old : 30: 19 10 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 78.2 80.8 92.6 54.3 70.4 67.5 79.9 Old : 61.4 78.2 80.8 92.6 54.3 70.4 67.5 79.9 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, May 25, 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 : 88,357: 64,260 56,713 12,108 16,589 1,554 0 5,943 240 2,920 0 0: 7,275 7,318 Old : 88,357: 64,260 56,713 12,108 16,589 1,554 0 5,943 240 2,920 0 0: 7,275 7,318 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -60: 270 -25 -190 165 -200 0 0 0 60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 64.2 13.7 18.8 1.8 0.0 6.7 0.3 3.3 0.0 0.0: 8.2 8.3 Old : 100.0: 72.7 64.2 13.7 18.8 1.8 0.0 6.7 0.3 3.3 0.0 0.0: 8.2 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . . . 0 . . . 0 0: Old : 25: 13 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 : 74.8 64.9 86.1 83.8 73.2 64.0 82.1 79.3 Old : 74.8 64.9 86.1 83.8 73.2 64.0 82.1 79.3 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, May 25, 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 : 69,853: 49,996 39,271 8,296 17,051 979 25 4,678 60 2,605 0 0: 7,892 7,814 Old : 69,853: 49,996 39,271 8,296 17,051 979 25 4,678 60 2,605 0 0: 7,892 7,814 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 46: -49 -164 -190 -15 -40 0 0 0 60 0 0: 265 265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 56.2 11.9 24.4 1.4 0.0 6.7 0.1 3.7 0.0 0.0: 11.3 11.2 Old : 100.0: 71.6 56.2 11.9 24.4 1.4 0.0 6.7 0.1 3.7 0.0 0.0: 11.3 11.2 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: 14 12 . . . . . . . 0 0: Old : 23: 14 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 : 73.0 63.9 82.2 81.5 72.0 63.3 79.4 78.6 Old : 73.0 63.9 82.2 81.5 72.0 63.3 79.4 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 27,676: 10,385 18,311 8,520 0 4,105 630 700 175 50 0 0: 3,811 4,385 Old : 27,676: 10,385 18,311 8,520 0 4,105 630 700 175 50 0 0: 3,811 4,385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 325: -125 300 400 0 0 25 0 0 0 0 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 66.2 30.8 0.0 14.8 2.3 2.5 0.6 0.2 0.0 0.0: 13.8 15.8 Old : 100.0: 37.5 66.2 30.8 0.0 14.8 2.3 2.5 0.6 0.2 0.0 0.0: 13.8 15.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 11 . 0 . . . . . 0 0: Old : 20: 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 : 65.5 56.9 79.8 75.2 44.2 49.5 54.8 56.0 Old : 65.5 56.9 79.8 75.2 44.2 49.5 54.8 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 15,990: 11,295 7,700 0 7,071 664 3,195 0 225 0 0 0: 611 330 Old : 15,990: 11,295 7,700 0 7,071 664 3,195 0 225 0 0 0: 611 330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 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: 70.6 48.2 0.0 44.2 4.2 20.0 0.0 1.4 0.0 0.0 0.0: 3.8 2.1 Old : 100.0: 70.6 48.2 0.0 44.2 4.2 20.0 0.0 1.4 0.0 0.0 0.0: 3.8 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 10 0 . . 4 0 . 0 0 0: Old : 20: 9 10 0 . . 4 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 : 67.9 80.5 85.3 94.4 66.8 76.1 80.2 88.2 Old : 67.9 80.5 85.3 94.4 66.8 76.1 80.2 88.2 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 45,107: 27,394 18,003 7,561 15,776 0 3,965 4,574 1,780 137 704 540: 3,730 3,730 Old : 45,107: 27,394 18,003 7,561 15,776 0 3,965 4,574 1,780 137 704 540: 3,730 3,730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 830: 400 290 -50 60 0 0 0 0 0 0 0: 480 480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 39.9 16.8 35.0 0.0 8.8 10.1 3.9 0.3 1.6 1.2: 8.3 8.3 Old : 100.0: 60.7 39.9 16.8 35.0 0.0 8.8 10.1 3.9 0.3 1.6 1.2: 8.3 8.3 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 : 29: 16 15 . . 0 . . . . . .: Old : 29: 16 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 : 48.9 56.8 69.2 74.3 34.3 51.3 49.3 61.9 Old : 48.9 56.8 69.2 74.3 34.3 51.3 49.3 61.9 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 32,136: 19,284 11,769 8,835 8,560 0 350 7,215 720 0 927 336: 2,611 2,609 Old : 32,136: 19,284 11,769 8,835 8,560 0 350 7,215 720 0 927 336: 2,611 2,609 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -258: 120 -420 -540 0 0 0 0 0 0 0 0: 162 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 36.6 27.5 26.6 0.0 1.1 22.5 2.2 0.0 2.9 1.0: 8.1 8.1 Old : 100.0: 60.0 36.6 27.5 26.6 0.0 1.1 22.5 2.2 0.0 2.9 1.0: 8.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 11 . . 0 . . . 0 . .: Old : 25: 13 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 : 57.5 59.2 78.1 81.1 50.8 56.6 65.5 68.1 Old : 57.5 59.2 78.1 81.1 50.8 56.6 65.5 68.1 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,320: 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60: 1,830 1,675 Old : 20,320: 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60: 1,830 1,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 38.3 35.3 0.0 1.0 0.1 50.2 2.0 0.1 0.0 0.3: 9.0 8.2 Old : 100.0: 52.3 38.3 35.3 0.0 1.0 0.1 50.2 2.0 0.1 0.0 0.3: 9.0 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 . 0 . . . . . 0 .: Old : 22: 11 11 . 0 . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 69.5 80.3 86.1 46.2 62.5 67.0 72.4 Old : 54.5 69.5 80.3 86.1 46.2 62.5 67.0 72.4 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, May 25, 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 : 93,213: 38,813 34,046 18,190 40,115 3,880 17,740 845 0 540 0 765: 13,285 13,562 Old : 93,213: 38,813 34,046 18,190 40,115 3,880 17,740 845 0 540 0 765: 13,285 13,562 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -510: 300 -440 800 150 0 -1,200 0 0 -190 0 85: -305 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 36.5 19.5 43.0 4.2 19.0 0.9 0.0 0.6 0.0 0.8: 14.3 14.5 Old : 100.0: 41.6 36.5 19.5 43.0 4.2 19.0 0.9 0.0 0.6 0.0 0.8: 14.3 14.5 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 : 28: 15 15 . . . . . 0 . 0 .: Old : 28: 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 : 62.4 60.8 76.8 74.7 58.5 60.6 65.5 67.4 Old : 62.4 60.8 76.8 74.7 58.5 60.6 65.5 67.4 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, May 25, 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 : 88,995: 37,199 34,636 16,902 36,120 3,490 18,090 755 0 138 650 396: 12,780 12,948 Old : 88,995: 37,199 34,636 16,902 36,120 3,490 18,090 755 0 138 650 396: 12,780 12,948 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -860: -100 -915 725 250 0 -1,100 0 0 0 190 -165: -220 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 38.9 19.0 40.6 3.9 20.3 0.8 0.0 0.2 0.7 0.4: 14.4 14.5 Old : 100.0: 41.8 38.9 19.0 40.6 3.9 20.3 0.8 0.0 0.2 0.7 0.4: 14.4 14.5 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 : 29: 14 15 . . . . . 0 . . .: Old : 29: 14 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 : 62.1 59.4 76.7 75.3 58.5 59.3 64.6 65.9 Old : 62.1 59.4 76.7 75.3 58.5 59.3 64.6 65.9 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, May 25, 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 : 30,233: 23,055 7,777 130 1,163 2,165 0 11,170 200 1,045 4,195 30: 3,608 3,533 Old : 30,233: 23,055 7,777 130 1,163 2,165 0 11,170 200 1,045 4,195 30: 3,608 3,533 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 0: 200 985 0 0 0 0 0 0 0 -785 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 25.7 0.4 3.8 7.2 0.0 36.9 0.7 3.5 13.9 0.1: 11.9 11.7 Old : 100.0: 76.3 25.7 0.4 3.8 7.2 0.0 36.9 0.7 3.5 13.9 0.1: 11.9 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 9 . . . 0 . . . . .: Old : 27: 18 9 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 57.0 66.5 74.5 44.0 50.0 57.9 61.9 Old : 46.6 57.0 66.5 74.5 44.0 50.0 57.9 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 29,958: 22,955 7,817 130 1,273 2,140 0 11,120 200 1,045 3,995 55: 3,433 3,358 Old : 29,958: 22,955 7,817 130 1,273 2,140 0 11,120 200 1,045 3,995 55: 3,433 3,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 0: 200 985 0 0 0 0 0 0 0 -785 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 26.1 0.4 4.2 7.1 0.0 37.1 0.7 3.5 13.3 0.2: 11.5 11.2 Old : 100.0: 76.6 26.1 0.4 4.2 7.1 0.0 37.1 0.7 3.5 13.3 0.2: 11.5 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 9 . . . 0 . . . . .: Old : 27: 18 9 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 57.2 66.7 75.0 44.4 50.0 58.5 62.2 Old : 47.0 57.2 66.7 75.0 44.4 50.0 58.5 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,742: 20,077 46,220 17,063 8,585 215 12,135 0 0 5,455 0 0: 2,797 2,722 Old : 57,742: 20,077 46,220 17,063 8,585 215 12,135 0 0 5,455 0 0: 2,797 2,722 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,720: 300 1,750 250 0 0 1,200 0 0 0 0 0: -30 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 80.0 29.6 14.9 0.4 21.0 0.0 0.0 9.4 0.0 0.0: 4.8 4.7 Old : 100.0: 34.8 80.0 29.6 14.9 0.4 21.0 0.0 0.0 9.4 0.0 0.0: 4.8 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 12 . 4 . . 0 0 . 0 0: Old : 24: 12 12 . 4 . . 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 : 71.7 85.5 91.5 91.6 71.3 84.9 90.5 89.9 Old : 71.7 85.5 91.5 91.6 71.3 84.9 90.5 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,415: 19,800 48,010 18,130 6,725 215 11,785 0 0 4,950 0 0: 2,535 2,465 Old : 57,415: 19,800 48,010 18,130 6,725 215 11,785 0 0 4,950 0 0: 2,535 2,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,745: 320 1,755 205 0 0 1,200 0 0 70 0 0: -50 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 83.6 31.6 11.7 0.4 20.5 0.0 0.0 8.6 0.0 0.0: 4.4 4.3 Old : 100.0: 34.5 83.6 31.6 11.7 0.4 20.5 0.0 0.0 8.6 0.0 0.0: 4.4 4.3 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 : 21: 12 11 . . . . 0 0 . 0 0: Old : 21: 12 11 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 88.8 92.9 93.4 72.3 88.2 91.6 91.7 Old : 73.0 88.8 92.9 93.4 72.3 88.2 91.6 91.7 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,855: 21,945 49,470 15,485 1,310 1,695 2,610 300 260 10,200 0 35: 2,625 1,785 Old : 54,855: 21,945 49,470 15,485 1,310 1,695 2,610 300 260 10,200 0 35: 2,625 1,785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,375: 5,015 1,550 900 0 0 0 0 0 -4,365 0 -50: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 90.2 28.2 2.4 3.1 4.8 0.5 0.5 18.6 0.0 0.1: 4.8 3.3 Old : 100.0: 40.0 90.2 28.2 2.4 3.1 4.8 0.5 0.5 18.6 0.0 0.1: 4.8 3.3 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 : 29: 16 11 . . . . . . . 0 .: Old : 29: 16 11 . . . . . . . 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 : 62.3 86.1 78.0 93.8 59.7 85.7 74.5 90.3 Old : 62.3 86.1 78.0 93.8 59.7 85.7 74.5 90.3 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, May 25, 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 : 48,620: 19,685 43,025 15,115 1,550 1,300 2,510 300 285 6,825 0 385: 2,515 1,775 Old : 48,620: 19,685 43,025 15,115 1,550 1,300 2,510 300 285 6,825 0 385: 2,515 1,775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,375: 4,990 1,550 900 0 0 0 0 0 -4,340 0 -50: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 88.5 31.1 3.2 2.7 5.2 0.6 0.6 14.0 0.0 0.8: 5.2 3.7 Old : 100.0: 40.5 88.5 31.1 3.2 2.7 5.2 0.6 0.6 14.0 0.0 0.8: 5.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 12 . . . . . . . 0 .: Old : 29: 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 : 60.9 83.8 78.2 92.2 57.9 83.1 74.4 89.8 Old : 60.9 83.8 78.2 92.2 57.9 83.1 74.4 89.8 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, May 25, 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 : 85,710: 35,335 74,750 16,535 2,195 1,910 19,935 210 2,100 5,205 300 1,225: 3,465 3,020 Old : 85,710: 35,335 74,750 16,535 2,195 1,910 19,935 210 2,100 5,205 300 1,225: 3,465 3,020 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 120: 8,645 120 0 0 0 0 0 0 -8,525 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 87.2 19.3 2.6 2.2 23.3 0.2 2.5 6.1 0.4 1.4: 4.0 3.5 Old : 100.0: 41.2 87.2 19.3 2.6 2.2 23.3 0.2 2.5 6.1 0.4 1.4: 4.0 3.5 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 : 31: 18 10 . . . . . . . . .: Old : 31: 18 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 76.4 82.1 87.3 58.6 76.2 76.5 85.3 Old : 62.8 76.4 82.1 87.3 58.6 76.2 76.5 85.3 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 84,045: 34,670 72,795 17,500 2,195 1,935 19,585 510 2,100 3,810 300 1,225: 3,220 2,985 Old : 84,045: 34,670 72,795 17,500 2,195 1,935 19,585 510 2,100 3,810 300 1,225: 3,220 2,985 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 120: 9,155 120 0 0 0 0 0 0 -9,035 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 86.6 20.8 2.6 2.3 23.3 0.6 2.5 4.5 0.4 1.5: 3.8 3.6 Old : 100.0: 41.3 86.6 20.8 2.6 2.3 23.3 0.6 2.5 4.5 0.4 1.5: 3.8 3.6 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 : 31: 17 11 . . . . . . . . .: Old : 31: 17 11 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 76.2 82.1 87.3 60.2 76.1 75.7 84.6 Old : 64.5 76.2 82.1 87.3 60.2 76.1 75.7 84.6 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, May 25, 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 : 63,088: 36,473 28,324 2,201 21,339 250 13,715 1,070 1,880 1,390 3,155 825: 6,354 6,245 Old : 63,088: 36,473 28,324 2,201 21,339 250 13,715 1,070 1,880 1,390 3,155 825: 6,354 6,245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 205: 600 2,765 0 600 0 0 0 0 0 -2,765 -475: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 44.9 3.5 33.8 0.4 21.7 1.7 3.0 2.2 5.0 1.3: 10.1 9.9 Old : 100.0: 57.8 44.9 3.5 33.8 0.4 21.7 1.7 3.0 2.2 5.0 1.3: 10.1 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 10 . . . . . . . . .: Old : 27: 17 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 74.2 69.9 86.6 54.4 66.1 65.7 74.9 Old : 55.0 74.2 69.9 86.6 54.4 66.1 65.7 74.9 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,391: 31,791 28,302 2,201 14,782 250 9,840 1,070 1,880 1,030 1,085 1,055: 6,344 5,967 Old : 54,391: 31,791 28,302 2,201 14,782 250 9,840 1,070 1,880 1,030 1,085 1,055: 6,344 5,967 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -75: 145 3,150 0 300 0 0 0 0 0 -3,305 -300: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 52.0 4.0 27.2 0.5 18.1 2.0 3.5 1.9 2.0 1.9: 11.7 11.0 Old : 100.0: 58.4 52.0 4.0 27.2 0.5 18.1 2.0 3.5 1.9 2.0 1.9: 11.7 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 9 . . . . . . . . .: Old : 28: 17 9 . . . . . . . . .: 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 : 56.6 71.9 69.9 85.2 52.5 63.9 64.3 71.5 Old : 56.6 71.9 69.9 85.2 52.5 63.9 64.3 71.5 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, May 25, 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 : 232,831: 133,453 97,042 31,739 7,736 10,039 0 47,589 45 300 13,068 311: 56,944 57,001 Old : 232,831: 133,453 97,042 31,739 7,736 10,039 0 47,589 45 300 13,068 311: 56,944 57,001 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,555: 535 15,705 240 -100 380 0 -355 0 -125 -14,600 25: 500 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 41.7 13.6 3.3 4.3 0.0 20.4 0.0 0.1 5.6 0.1: 24.5 24.5 Old : 100.0: 57.3 41.7 13.6 3.3 4.3 0.0 20.4 0.0 0.1 5.6 0.1: 24.5 24.5 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 : 43: 21 26 . . 4 0 4 . . 4 .: Old : 43: 21 26 . . 4 0 4 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 33.7 61.7 51.7 36.0 31.9 47.5 45.2 Old : 45.0 33.7 61.7 51.7 36.0 31.9 47.5 45.2 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, May 25, 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 : 211,450: 127,733 92,647 19,541 1,996 11,010 0 42,620 50 300 10,287 1,398: 51,418 51,442 Old : 211,450: 127,733 92,647 19,541 1,996 11,010 0 42,620 50 300 10,287 1,398: 51,418 51,442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,590: 720 15,355 190 50 230 0 -255 -25 0 -14,240 -25: 500 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 43.8 9.2 0.9 5.2 0.0 20.2 0.0 0.1 4.9 0.7: 24.3 24.3 Old : 100.0: 60.4 43.8 9.2 0.9 5.2 0.0 20.2 0.0 0.1 4.9 0.7: 24.3 24.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 24 27 . . 4 0 4 . . 4 .: Old : 44: 24 27 . . 4 0 4 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 35.7 60.5 53.3 36.7 33.0 47.3 47.4 Old : 46.3 35.7 60.5 53.3 36.7 33.0 47.3 47.4 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, May 25, 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 : 49,604: 16,675 27,695 16,326 8,551 5,305 4,550 0 1,243 0 1,265 10: 5,495 5,535 Old : 49,604: 16,675 27,695 16,326 8,551 5,305 4,550 0 1,243 0 1,265 10: 5,495 5,535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : -98: 120 920 -1,200 -810 0 1,200 0 -548 0 0 0: 330 340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 55.8 32.9 17.2 10.7 9.2 0.0 2.5 0.0 2.6 0.0: 11.1 11.2 Old : 100.0: 33.6 55.8 32.9 17.2 10.7 9.2 0.0 2.5 0.0 2.6 0.0: 11.1 11.2 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: 14 15 . . 4 . 0 . 0 . .: Old : 29: 14 15 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 49.7 74.4 69.7 49.9 42.5 60.2 57.9 Old : 58.7 49.7 74.4 69.7 49.9 42.5 60.2 57.9 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, May 25, 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 : 42,825: 14,525 24,665 13,341 6,536 3,934 4,240 0 1,330 0 965 10: 5,445 5,385 Old : 42,825: 14,525 24,665 13,341 6,536 3,934 4,240 0 1,330 0 965 10: 5,445 5,385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 550: -340 265 -900 -205 -35 1,200 0 -500 0 0 0: 1,125 1,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 57.6 31.2 15.3 9.2 9.9 0.0 3.1 0.0 2.3 0.0: 12.7 12.6 Old : 100.0: 33.9 57.6 31.2 15.3 9.2 9.9 0.0 3.1 0.0 2.3 0.0: 12.7 12.6 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 : 27: 16 17 . . 4 . 0 . 0 . .: Old : 27: 16 17 . . 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 : 56.7 54.0 71.0 71.6 51.7 48.2 59.4 57.5 Old : 56.7 54.0 71.0 71.6 51.7 48.2 59.4 57.5 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 47,890: 21,155 26,567 5,072 200 11,615 2,925 3,925 648 1,220 0 0: 5,255 4,935 Old : 47,890: 21,155 26,567 5,072 200 11,615 2,925 3,925 648 1,220 0 0: 5,255 4,935 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 1,238: 770 320 740 0 260 -1,200 0 648 0 0 0: 20 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 55.5 10.6 0.4 24.3 6.1 8.2 1.4 2.5 0.0 0.0: 11.0 10.3 Old : 100.0: 44.2 55.5 10.6 0.4 24.3 6.1 8.2 1.4 2.5 0.0 0.0: 11.0 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 15 4 . 4 . . . . 0 0: Old : 26: 15 15 4 . 4 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 44.5 74.3 72.5 23.6 29.2 37.7 41.0 Old : 51.6 44.5 74.3 72.5 23.6 29.2 37.7 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, May 25, 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 : 48,548: 15,380 30,545 330 250 7,955 17,945 4,105 48 1,220 0 0: 5,670 5,645 Old : 48,548: 15,380 30,545 330 250 7,955 17,945 4,105 48 1,220 0 0: 5,670 5,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 388: 950 -255 110 115 100 -1,200 0 48 0 0 0: 380 380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 62.9 0.7 0.5 16.4 37.0 8.5 0.1 2.5 0.0 0.0: 11.7 11.6 Old : 100.0: 31.7 62.9 0.7 0.5 16.4 37.0 8.5 0.1 2.5 0.0 0.0: 11.7 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 16 . . . . . . . 0 0: Old : 25: 14 16 . . . . . . . 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 : 62.7 51.5 77.8 70.8 48.0 40.0 51.5 49.7 Old : 62.7 51.5 77.8 70.8 48.0 40.0 51.5 49.7 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, May 25, 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 : 219,638: 114,768 127,505 6,484 16,174 27,790 24,514 380 1,690 110 1,817 1,198: 43,084 43,084 Old : 219,638: 114,768 127,505 6,484 16,174 27,790 24,514 380 1,690 110 1,817 1,198: 43,084 43,084 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 6,670: 2,250 2,590 -150 1,842 1,645 1,700 50 -230 110 -572 70: 1,275 1,275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 58.1 3.0 7.4 12.7 11.2 0.2 0.8 0.0 0.8 0.5: 19.6 19.6 Old : 100.0: 52.3 58.1 3.0 7.4 12.7 11.2 0.2 0.8 0.0 0.8 0.5: 19.6 19.6 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 : 45: 29 25 . . 5 . . . . . .: Old : 45: 29 25 . . 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 : 35.6 45.4 57.9 64.6 31.1 34.5 39.8 42.1 Old : 35.6 45.4 57.9 64.6 31.1 34.5 39.8 42.1 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, May 25, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 174,520: 99,577 98,749 2,192 13,553 17,006 12,060 0 9,220 0 1,277 1,030: 33,435 33,685 Old : 174,520: 99,577 98,749 2,192 13,553 17,006 12,060 0 9,220 0 1,277 1,030: 33,435 33,685 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 18, 2021 : : 620: 630 1,890 200 -510 435 500 0 -500 0 -50 50: -695 -695 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 56.6 1.3 7.8 9.7 6.9 0.0 5.3 0.0 0.7 0.6: 19.2 19.3 Old : 100.0: 57.1 56.6 1.3 7.8 9.7 6.9 0.0 5.3 0.0 0.7 0.6: 19.2 19.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 26 21 . . 5 . 0 . 0 4 .: Old : 41: 26 21 . . 5 . 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 : 41.5 41.2 61.3 62.8 28.1 31.3 37.5 41.0 Old : 41.5 41.2 61.3 62.8 28.1 31.3 37.5 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2021