Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 14,437 : : Positions : : 11,779 7,615 103 1,313 695 0 48 1 164 2,945 925 : : : : Changes from: January 26, 2021 : : 140 -476 103 -246 -139 0 0 0 -156 930 -632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 52.7 0.7 9.1 4.8 0.0 0.3 0.0 1.1 20.4 6.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 33,749 : : Positions : : 22,887 26,862 2,439 1,508 2,914 259 300 803 3,682 597 765 : : : : Changes from: January 26, 2021 : : -1,250 -942 83 -77 -198 -207 -25 25 275 -60 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 79.6 7.2 4.5 8.6 0.8 0.9 2.4 10.9 1.8 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . . . 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 32,244 : : Positions : : 27,918 24,002 0 4,177 1,590 0 90 360 1,180 830 1,195 : : : : Changes from: January 26, 2021 : : -1,312 -642 0 -375 30 0 55 -55 350 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 74.4 0.0 13.0 4.9 0.0 0.3 1.1 3.7 2.6 3.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 0 . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 133,115 : : Positions : : 91,957 99,609 1,530 12,454 13,850 17,615 1,690 568 5,245 3,052 1,282 : : : : Changes from: January 26, 2021 : : -910 -121 124 -73 38 266 20 -65 189 -150 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 74.8 1.1 9.4 10.4 13.2 1.3 0.4 3.9 2.3 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 34 . 5 5 7 . . 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 58,912 : : Positions : : 45,645 40,065 1,485 11,036 4,019 4,459 325 52 554 681 2,683 : : : : Changes from: January 26, 2021 : : 443 -1,348 0 1,252 -326 -379 -15 1 -230 -22 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 68.0 2.5 18.7 6.8 7.6 0.6 0.1 0.9 1.2 4.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 21 . . . . . . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 32,138 : : Positions : : 29,506 24,520 505 4,392 1,221 0 605 0 600 1,094 306 : : : : Changes from: January 26, 2021 : : -145 -100 -65 150 150 0 50 0 125 -185 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 76.3 1.6 13.7 3.8 0.0 1.9 0.0 1.9 3.4 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . 0 . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 48,726 : : Positions : : 28,027 17,807 2,302 20,279 3,244 13,476 100 87 61 5,603 1,073 : : : : Changes from: January 26, 2021 : : 46 59 -29 -220 175 -145 0 37 61 -4 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 36.5 4.7 41.6 6.7 27.7 0.2 0.2 0.1 11.5 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 63,072 : : Positions : : 37,081 22,715 1,494 29,014 3,481 17,901 843 217 183 4,722 1,658 : : : : Changes from: January 26, 2021 : : 852 852 40 -116 -124 -81 63 160 183 -19 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 36.0 2.4 46.0 5.5 28.4 1.3 0.3 0.3 7.5 2.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 . 4 . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 65,085 : : Positions : : 45,125 33,921 13,090 24,653 3,120 0 25 0 1,505 1,680 1,463 : : : : Changes from: January 26, 2021 : : 553 814 251 0 -33 0 0 0 57 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 52.1 20.1 37.9 4.8 0.0 0.0 0.0 2.3 2.6 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 85,235 : : Positions : : 59,702 35,660 19,825 44,028 1,340 25 0 25 1,515 1,996 1,956 : : : : Changes from: January 26, 2021 : : 432 688 -827 -875 6 25 -25 25 62 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 41.8 23.3 51.7 1.6 0.0 0.0 0.0 1.8 2.3 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 17 4 . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 34,663 : : Positions : : 23,866 30,932 8,404 661 2,136 0 0 0 0 244 0 : : : : Changes from: January 26, 2021 : : -260 0 0 -265 -35 0 0 0 0 219 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 89.2 24.2 1.9 6.2 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,295 : : Positions : : 25,634 15,200 0 11,551 765 0 600 0 1,560 143 0 : : : : Changes from: January 26, 2021 : : 450 460 0 -35 20 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 53.7 0.0 40.8 2.7 0.0 2.1 0.0 5.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 104,711 : : Positions : : 83,779 81,247 224 10,472 6,957 5,977 885 132 4,509 2,227 2,680 : : : : Changes from: January 26, 2021 : : -95 2,897 0 -2,335 1,272 307 -80 39 288 43 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 77.6 0.2 10.0 6.6 5.7 0.8 0.1 4.3 2.1 2.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 40 35 . . . 5 5 . 8 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439S Open Interest is 21,711 : : Positions : : 14,432 18,820 5,071 1,250 861 0 0 0 375 0 0 : : : : Changes from: January 26, 2021 : : 600 360 360 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 86.7 23.4 5.8 4.0 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 18,812 : : Positions : : 12,387 16,905 4,746 1,250 657 0 0 0 350 0 0 : : : : Changes from: January 26, 2021 : : 600 360 360 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 89.9 25.2 6.6 3.5 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 29,774 : : Positions : : 23,167 23,834 3,675 0 2,932 0 3,008 0 0 0 0 : : : : Changes from: January 26, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 80.0 12.3 0.0 9.8 0.0 10.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 29,466 : : Positions : : 22,639 23,744 4,113 0 2,714 0 3,008 0 0 0 0 : : : : Changes from: January 26, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 80.6 14.0 0.0 9.2 0.0 10.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 66,765 : : Positions : : 58,021 49,698 0 11,305 2,940 3,308 0 0 1,600 1,720 430 : : : : Changes from: January 26, 2021 : : 57 2,477 0 -2,170 1,260 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 74.4 0.0 16.9 4.4 5.0 0.0 0.0 2.4 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,607 : : Positions : : 30,810 35,158 6,279 1,170 2,384 0 0 0 100 303 0 : : : : Changes from: January 26, 2021 : : -55 30 0 -165 -135 0 0 0 0 278 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 88.8 15.9 3.0 6.0 0.0 0.0 0.0 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,812 : : Positions : : 39,748 26,578 0 12,034 1,251 417 1,495 0 0 393 0 : : : : Changes from: January 26, 2021 : : 309 575 0 -310 15 150 120 0 0 69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 63.6 0.0 28.8 3.0 1.0 3.6 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 0 . . . 4 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 55,776 : : Positions : : 42,483 52,506 7,508 460 2,510 0 0 0 2,139 0 60 : : : : Changes from: January 26, 2021 : : -260 343 342 0 0 0 0 0 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 94.1 13.5 0.8 4.5 0.0 0.0 0.0 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 60,415 : : Positions : : 47,574 53,257 6,722 4,225 2,545 0 148 0 2,819 0 60 : : : : Changes from: January 26, 2021 : : -195 225 356 -10 10 0 148 0 57 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 88.2 11.1 7.0 4.2 0.0 0.2 0.0 4.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 . 4 5 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 91,407 : : Positions : : 73,015 82,270 12,289 4,477 1,903 0 373 0 2,028 341 1,806 : : : : Changes from: January 26, 2021 : : 1,506 1,394 218 -55 85 0 202 0 -259 -86 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 90.0 13.4 4.9 2.1 0.0 0.4 0.0 2.2 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 21 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 107,437 : : Positions : : 84,039 94,371 13,423 4,415 3,222 201 1,796 199 2,695 89 3,000 : : : : Changes from: January 26, 2021 : : 2,217 2,694 326 -265 85 -283 248 79 280 -228 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 87.8 12.5 4.1 3.0 0.2 1.7 0.2 2.5 0.1 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 27 5 . 4 . 6 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 62,199 : : Positions : : 41,900 54,900 17,041 399 1,485 0 4,254 12 937 280 804 : : : : Changes from: January 26, 2021 : : 589 1,700 850 -51 15 0 -205 0 -70 -75 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 88.3 27.4 0.6 2.4 0.0 6.8 0.0 1.5 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . . 0 . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 44,979 : : Positions : : 30,271 40,475 13,825 271 358 0 450 0 300 3,200 225 : : : : Changes from: January 26, 2021 : : -25 -475 150 -75 75 0 150 0 -300 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.0 30.7 0.6 0.8 0.0 1.0 0.0 0.7 7.1 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 56,302 : : Positions : : 35,564 45,088 11,028 406 8,501 0 475 0 654 1,472 205 : : : : Changes from: January 26, 2021 : : -32 224 133 -50 0 0 5 0 125 27 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 80.1 19.6 0.7 15.1 0.0 0.8 0.0 1.2 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 65,652 : : Positions : : 45,327 50,388 12,466 4,181 4,628 1,348 4,208 0 206 1,587 120 : : : : Changes from: January 26, 2021 : : 578 1,014 512 -85 21 98 241 0 10 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 76.8 19.0 6.4 7.0 2.1 6.4 0.0 0.3 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,467 : : Positions : : 10,736 19,554 11,799 427 752 257 2,469 0 0 543 351 : : : : Changes from: January 26, 2021 : : -173 -122 35 0 15 22 20 0 0 -16 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 79.9 48.2 1.7 3.1 1.1 10.1 0.0 0.0 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 21,759 : : Positions : : 9,752 19,009 10,684 510 667 0 495 0 51 790 0 : : : : Changes from: January 26, 2021 : : -170 -250 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 87.4 49.1 2.3 3.1 0.0 2.3 0.0 0.2 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 27,543 : : Positions : : 22,122 18,950 2,080 5,851 312 436 168 100 1,105 976 665 : : : : Changes from: January 26, 2021 : : -85 129 -30 -14 25 0 0 0 35 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 68.8 7.6 21.2 1.1 1.6 0.6 0.4 4.0 3.5 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,109 : : Positions : : 13,207 15,196 2,055 300 56 0 0 0 766 973 304 : : : : Changes from: January 26, 2021 : : -28 61 59 0 -7 0 0 0 30 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 88.8 12.0 1.8 0.3 0.0 0.0 0.0 4.5 5.7 1.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 51,657 : : Positions : : 37,653 22,753 6,495 18,519 869 2,447 5,348 155 2,124 1,951 1,535 : : : : Changes from: January 26, 2021 : : -716 -715 -74 110 142 -108 102 0 -132 -511 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 44.0 12.6 35.8 1.7 4.7 10.4 0.3 4.1 3.8 3.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 . . 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 31,245 : : Positions : : 25,322 9,470 1,612 15,600 1,056 700 2,835 0 610 582 1,447 : : : : Changes from: January 26, 2021 : : -355 -114 -105 -2 60 0 15 0 180 -49 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 30.3 5.2 49.9 3.4 2.2 9.1 0.0 2.0 1.9 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,426 : : Positions : : 4,484 15,729 9,917 0 95 0 310 0 1,808 150 100 : : : : Changes from: January 26, 2021 : : -45 -399 -273 0 0 0 0 0 -78 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 95.8 60.4 0.0 0.6 0.0 1.9 0.0 11.0 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 20,016 : : Positions : : 5,857 20,016 11,879 0 0 0 0 0 2,250 0 0 : : : : Changes from: January 26, 2021 : : -110 -930 -550 0 0 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 100.0 59.3 0.0 0.0 0.0 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 0 0 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,169 : : Positions : : 5,603 5,967 1,968 1,755 1,327 35 50 10 795 400 100 : : : : Changes from: January 26, 2021 : : -28 -160 -15 -300 15 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 58.7 19.4 17.3 13.0 0.3 0.5 0.1 7.8 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,512 : : Positions : : 5,046 5,215 1,905 1,780 1,402 45 50 0 615 300 205 : : : : Changes from: January 26, 2021 : : -29 -135 10 -300 -10 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 54.8 20.0 18.7 14.7 0.5 0.5 0.0 6.5 3.2 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 50,759 : : Positions : : 17,575 47,004 27,725 230 1,150 0 50 0 1,815 0 2,185 : : : : Changes from: January 26, 2021 : : -150 -165 50 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 92.6 54.6 0.5 2.3 0.0 0.1 0.0 3.6 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,269 : : Positions : : 18,275 47,224 26,725 230 1,150 0 25 25 1,820 0 2,160 : : : : Changes from: January 26, 2021 : : -210 -458 -685 0 0 -25 25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 92.1 52.1 0.4 2.2 0.0 0.0 0.0 3.5 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . . 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 118,052 : : Positions : : 87,250 89,934 20,874 11,976 5,475 126 1,565 880 1,626 6,780 417 : : : : Changes from: January 26, 2021 : : 2,591 2,079 -628 -100 200 25 -50 0 267 239 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 76.2 17.7 10.1 4.6 0.1 1.3 0.7 1.4 5.7 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 27 5 . 5 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 125,461 : : Positions : : 90,056 96,991 21,456 9,784 6,964 510 1,643 1,504 2,264 5,645 1,226 : : : : Changes from: January 26, 2021 : : 2,890 1,718 -385 160 -54 -68 52 10 -60 91 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 77.3 17.1 7.8 5.6 0.4 1.3 1.2 1.8 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 31 6 . 6 . 4 . 7 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 262,179 : : Positions : : 168,211 198,017 18,053 10,978 16,784 20,899 5,490 10,378 17,909 9,191 9,015 : : : : Changes from: January 26, 2021 : : 3,055 1,405 -46 -544 -633 -346 -1,581 426 -1,714 197 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 75.5 6.9 4.2 6.4 8.0 2.1 4.0 6.8 3.5 3.4 : : : : Number of Traders in Each Category Total Traders: 103 : : 42 40 4 5 6 13 8 11 14 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 14,810 : : Positions : : 9,120 11,400 445 810 1,540 820 550 145 1,850 0 0 : : : : Changes from: January 26, 2021 : : -235 -210 0 -65 0 20 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 77.0 3.0 5.5 10.4 5.5 3.7 1.0 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 12,226 : : Positions : : 7,096 8,375 445 1,241 1,525 220 550 170 1,850 0 0 : : : : Changes from: January 26, 2021 : : -235 -175 0 -50 0 20 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 68.5 3.6 10.2 12.5 1.8 4.5 1.4 15.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 9,960 : : Positions : : 8,268 9,535 480 98 252 0 0 0 885 0 45 : : : : Changes from: January 26, 2021 : : 865 850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 95.7 4.8 1.0 2.5 0.0 0.0 0.0 8.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 91,114 : : Positions : : 66,868 57,123 12,349 15,356 945 0 10,377 0 3,670 0 0 : : : : Changes from: January 26, 2021 : : 486 61 -100 385 -75 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 62.7 13.6 16.9 1.0 0.0 11.4 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 76,911 : : Positions : : 54,989 45,469 9,553 13,725 1,010 0 8,957 0 3,610 0 0 : : : : Changes from: January 26, 2021 : : 613 -67 -200 480 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 59.1 12.4 17.8 1.3 0.0 11.6 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 28,211 : : Positions : : 11,310 15,126 4,965 0 6,655 25 1,150 275 350 0 0 : : : : Changes from: January 26, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 53.6 17.6 0.0 23.6 0.1 4.1 1.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 50,299 : : Positions : : 28,236 18,204 3,448 18,721 10 10,725 6,420 2,495 1,590 924 0 : : : : Changes from: January 26, 2021 : : -2 -312 -20 290 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 36.2 6.9 37.2 0.0 21.3 12.8 5.0 3.2 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 34,308 : : Positions : : 21,610 11,197 5,126 10,390 0 1,625 6,615 2,695 75 324 336 : : : : Changes from: January 26, 2021 : : -14 -334 -20 300 0 0 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 32.6 14.9 30.3 0.0 4.7 19.3 7.9 0.2 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 27,600 : : Positions : : 18,040 10,045 7,185 0 250 500 15,560 100 75 0 0 : : : : Changes from: January 26, 2021 : : 0 0 0 0 0 0 0 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 36.4 26.0 0.0 0.9 1.8 56.4 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 87,374 : : Positions : : 48,219 30,319 9,280 38,045 2,750 12,980 1,235 5 75 885 1,070 : : : : Changes from: January 26, 2021 : : -725 0 725 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 34.7 10.6 43.5 3.1 14.9 1.4 0.0 0.1 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 84,354 : : Positions : : 45,291 30,774 9,033 33,450 3,160 13,680 1,085 40 0 2,695 315 : : : : Changes from: January 26, 2021 : : -188 350 538 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 36.5 10.7 39.7 3.7 16.2 1.3 0.0 0.0 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 29,207 : : Positions : : 20,335 5,313 1,653 325 797 0 11,460 850 725 5,860 350 : : : : Changes from: January 26, 2021 : : 30 180 130 0 50 0 0 -125 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 18.2 5.7 1.1 2.7 0.0 39.2 2.9 2.5 20.1 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,952 : : Positions : : 20,390 5,373 1,143 325 1,209 0 11,445 865 725 5,360 425 : : : : Changes from: January 26, 2021 : : 30 180 130 0 50 0 -15 -110 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 18.6 3.9 1.1 4.2 0.0 39.5 3.0 2.5 18.5 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 68,055 : : Positions : : 21,180 56,210 19,515 8,955 130 17,660 0 240 6,995 0 0 : : : : Changes from: January 26, 2021 : : -90 880 970 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 82.6 28.7 13.2 0.2 25.9 0.0 0.4 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 68,945 : : Positions : : 21,260 58,640 21,550 7,790 165 17,660 0 240 6,120 0 0 : : : : Changes from: January 26, 2021 : : -50 870 920 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 85.1 31.3 11.3 0.2 25.6 0.0 0.3 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 51,723 : : Positions : : 20,525 44,808 4,488 1,615 1,985 5,110 0 0 16,100 100 165 : : : : Changes from: January 26, 2021 : : 25 190 150 0 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 86.6 8.7 3.1 3.8 9.9 0.0 0.0 31.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 44,593 : : Positions : : 19,215 37,713 4,958 1,975 1,340 5,110 0 0 10,325 100 515 : : : : Changes from: January 26, 2021 : : 75 190 150 0 0 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 84.6 11.1 4.4 3.0 11.5 0.0 0.0 23.2 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 67,335 : : Positions : : 31,150 40,345 4,730 0 4,105 4,655 15,275 175 15,230 700 1,225 : : : : Changes from: January 26, 2021 : : 0 75 75 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 59.9 7.0 0.0 6.1 6.9 22.7 0.3 22.6 1.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 64,075 : : Positions : : 30,065 37,850 5,635 0 4,305 4,320 15,275 175 13,500 700 1,225 : : : : Changes from: January 26, 2021 : : 0 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 59.1 8.8 0.0 6.7 6.7 23.8 0.3 21.1 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 56,305 : : Positions : : 30,282 22,372 0 17,080 20 18,745 340 2,115 0 9,255 1,425 : : : : Changes from: January 26, 2021 : : 522 517 0 435 0 350 -25 -1,425 0 -55 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 39.7 0.0 30.3 0.0 33.3 0.6 3.8 0.0 16.4 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 47,748 : : Positions : : 26,369 19,662 0 14,522 70 13,975 340 2,115 0 5,940 1,490 : : : : Changes from: January 26, 2021 : : 487 397 0 300 0 150 -25 -1,450 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 41.2 0.0 30.4 0.1 29.3 0.7 4.4 0.0 12.4 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 184,381 : : Positions : : 103,587 84,447 20,079 1,975 7,184 0 27,835 2,110 750 10,175 3,120 : : : : Changes from: January 26, 2021 : : -810 2,215 3,345 0 -1,387 0 390 -5,425 -150 -245 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 45.8 10.9 1.1 3.9 0.0 15.1 1.1 0.4 5.5 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 155,190 : : Positions : : 85,153 71,757 16,181 365 6,309 0 22,095 1,985 950 8,108 3,800 : : : : Changes from: January 26, 2021 : : -442 1,948 2,575 0 -929 0 190 -5,270 50 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 46.2 10.4 0.2 4.1 0.0 14.2 1.3 0.6 5.2 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 27 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 56,456 : : Positions : : 22,195 33,240 19,556 7,956 5,450 890 0 3,520 0 1,495 0 : : : : Changes from: January 26, 2021 : : -15 360 180 -270 -150 -75 0 -3,680 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 58.9 34.6 14.1 9.7 1.6 0.0 6.2 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 47,065 : : Positions : : 20,450 27,297 12,941 6,264 4,036 1,220 0 3,195 0 1,220 0 : : : : Changes from: January 26, 2021 : : 15 -23 180 143 -143 -75 0 -4,105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 58.0 27.5 13.3 8.6 2.6 0.0 6.8 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 40,010 : : Positions : : 23,035 22,575 250 3,350 6,045 4,350 3,655 0 1,680 0 0 : : : : Changes from: January 26, 2021 : : 185 465 0 -305 460 -25 0 -4,725 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 56.4 0.6 8.4 15.1 10.9 9.1 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 49,275 : : Positions : : 17,695 31,640 0 4,535 5,770 19,520 3,155 75 1,680 0 0 : : : : Changes from: January 26, 2021 : : 125 -165 0 410 -175 120 0 -3,375 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 64.2 0.0 9.2 11.7 39.6 6.4 0.2 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 189,087 : : Positions : : 100,334 125,302 4,865 9,233 18,494 32,330 125 1,140 100 2,962 453 : : : : Changes from: January 26, 2021 : : 619 1,067 -527 1,045 732 1,875 -25 -3,375 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 66.3 2.6 4.9 9.8 17.1 0.1 0.6 0.1 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 158,177 : : Positions : : 82,725 109,170 1,872 815 22,027 28,120 0 2,470 0 2,674 195 : : : : Changes from: January 26, 2021 : : 480 1,090 -550 635 510 1,875 0 -3,555 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 69.0 1.2 0.5 13.9 17.8 0.0 1.6 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,330 : : Positions : : 22,365 17,405 960 8,635 1,940 2,420 300 0 595 0 255 : : : : Changes from: January 26, 2021 : : 0 0 0 0 0 0 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 57.4 3.2 28.5 6.4 8.0 1.0 0.0 2.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,930 : : Positions : : 22,705 16,610 290 8,395 2,330 2,420 300 0 0 110 475 : : : : Changes from: January 26, 2021 : : 0 0 0 0 0 0 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 55.5 1.0 28.0 7.8 8.1 1.0 0.0 0.0 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 05, 2021