Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 14,601 : : Positions : : 11,940 7,826 166 1,308 614 0 48 1 286 2,994 900 : : : : Changes from: February 2, 2021 : : 161 211 63 -5 -81 0 0 0 122 49 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 53.6 1.1 9.0 4.2 0.0 0.3 0.0 2.0 20.5 6.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 34,488 : : Positions : : 23,307 27,032 2,659 1,333 3,197 284 250 778 2,947 522 1,316 : : : : Changes from: February 2, 2021 : : 420 170 220 -175 283 25 -50 -25 -735 -75 551 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 78.4 7.7 3.9 9.3 0.8 0.7 2.3 8.5 1.5 3.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . . . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 31,912 : : Positions : : 27,236 24,415 0 3,382 1,665 0 115 460 1,005 330 1,545 : : : : Changes from: February 2, 2021 : : -682 413 0 -795 75 0 25 100 -175 -500 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 76.5 0.0 10.6 5.2 0.0 0.4 1.4 3.1 1.0 4.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 0 . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 132,684 : : Positions : : 88,663 98,021 61 12,475 14,954 16,629 1,660 522 9,806 3,456 1,359 : : : : Changes from: February 2, 2021 : : -3,294 -1,588 -1,469 21 1,104 -986 -30 -46 4,561 404 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 73.9 0.0 9.4 11.3 12.5 1.3 0.4 7.4 2.6 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 34 . 5 5 7 . . 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 55,698 : : Positions : : 43,131 37,717 1,485 10,959 3,574 4,734 215 0 724 1,156 2,015 : : : : Changes from: February 2, 2021 : : -2,514 -2,348 0 -77 -445 275 -110 -52 170 475 -668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 67.7 2.7 19.7 6.4 8.5 0.4 0.0 1.3 2.1 3.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 . . . 4 . 0 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 30,866 : : Positions : : 28,350 23,520 464 4,205 1,221 0 580 0 575 1,084 256 : : : : Changes from: February 2, 2021 : : -1,156 -1,000 -41 -187 0 0 -25 0 -25 -10 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 76.2 1.5 13.6 4.0 0.0 1.9 0.0 1.9 3.5 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 47,936 : : Positions : : 27,836 17,138 1,949 20,232 3,385 13,390 162 0 65 5,675 993 : : : : Changes from: February 2, 2021 : : -191 -669 -353 -47 141 -86 62 -87 4 72 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 35.8 4.1 42.2 7.1 27.9 0.3 0.0 0.1 11.8 2.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 61,411 : : Positions : : 36,762 21,875 1,154 28,500 3,389 17,371 1,013 51 146 4,707 1,578 : : : : Changes from: February 2, 2021 : : -319 -840 -340 -514 -92 -530 170 -166 -37 -15 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 35.6 1.9 46.4 5.5 28.3 1.6 0.1 0.2 7.7 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 21 . 4 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 62,498 : : Positions : : 43,709 32,742 12,461 23,685 2,991 0 25 0 1,379 1,680 1,375 : : : : Changes from: February 2, 2021 : : -1,416 -1,179 -629 -968 -129 0 0 0 -126 0 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 52.4 19.9 37.9 4.8 0.0 0.0 0.0 2.2 2.7 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 80,799 : : Positions : : 56,779 33,190 19,035 42,376 1,340 25 0 25 1,149 1,862 1,966 : : : : Changes from: February 2, 2021 : : -2,923 -2,470 -790 -1,652 0 0 0 0 -366 -134 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 41.1 23.6 52.4 1.7 0.0 0.0 0.0 1.4 2.3 2.4 : : : : 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 9, 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 32,966 : : Positions : : 22,833 29,312 7,994 780 1,892 0 0 0 0 227 0 : : : : Changes from: February 2, 2021 : : -1,033 -1,620 -410 119 -244 0 0 0 0 -17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 88.9 24.2 2.4 5.7 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 27,764 : : Positions : : 25,148 14,725 0 11,546 865 0 550 0 1,435 68 0 : : : : Changes from: February 2, 2021 : : -486 -475 0 -5 100 0 -50 0 -125 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 53.0 0.0 41.6 3.1 0.0 2.0 0.0 5.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 102,863 : : Positions : : 82,854 79,269 219 10,465 7,396 4,759 710 136 4,321 2,024 2,747 : : : : Changes from: February 2, 2021 : : -925 -1,978 -5 -7 439 -1,218 -175 4 -188 -203 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 77.1 0.2 10.2 7.2 4.6 0.7 0.1 4.2 2.0 2.7 : : : : Number of Traders in Each Category Total Traders: 70 : : 38 36 . . . 5 4 . 9 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 21,154 : : Positions : : 13,952 18,263 5,019 1,250 861 0 0 0 375 0 0 : : : : Changes from: February 2, 2021 : : -480 -557 -52 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 86.3 23.7 5.9 4.1 0.0 0.0 0.0 1.8 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 9, 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 18,474 : : Positions : : 12,059 16,640 4,819 1,250 584 0 0 0 350 0 0 : : : : Changes from: February 2, 2021 : : -328 -265 73 0 -73 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 90.1 26.1 6.8 3.2 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 9, 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 30,067 : : Positions : : 23,526 23,637 3,119 0 3,422 0 3,008 0 0 0 0 : : : : Changes from: February 2, 2021 : : 359 -197 -556 0 490 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 78.6 10.4 0.0 11.4 0.0 10.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 29,777 : : Positions : : 22,998 23,497 3,507 0 3,272 0 3,008 0 0 0 0 : : : : Changes from: February 2, 2021 : : 359 -247 -606 0 558 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 78.9 11.8 0.0 11.0 0.0 10.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 64,693 : : Positions : : 56,104 47,664 0 10,847 3,420 3,158 0 0 1,150 1,685 415 : : : : Changes from: February 2, 2021 : : -1,917 -2,034 0 -458 480 -150 0 0 -450 -35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 73.7 0.0 16.8 5.3 4.9 0.0 0.0 1.8 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 0 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 37,645 : : Positions : : 29,484 33,293 5,979 1,395 2,109 0 0 0 50 286 0 : : : : Changes from: February 2, 2021 : : -1,326 -1,865 -300 225 -275 0 0 0 -50 -17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 88.4 15.9 3.7 5.6 0.0 0.0 0.0 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 40,545 : : Positions : : 38,708 25,588 0 12,005 1,116 350 1,540 0 0 251 0 : : : : Changes from: February 2, 2021 : : -1,040 -990 0 -29 -135 -67 45 0 0 -142 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 63.1 0.0 29.6 2.8 0.9 3.8 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . . 4 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 52,888 : : Positions : : 39,703 49,773 7,815 350 2,470 0 0 0 2,034 0 60 : : : : Changes from: February 2, 2021 : : -2,780 -2,733 307 -110 -40 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 94.1 14.8 0.7 4.7 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 9, 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 56,647 : : Positions : : 44,642 49,549 6,314 4,300 2,420 0 138 0 2,676 0 60 : : : : Changes from: February 2, 2021 : : -2,932 -3,708 -408 75 -125 0 -10 0 -143 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 87.5 11.1 7.6 4.3 0.0 0.2 0.0 4.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 13 . 4 5 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 87,311 : : Positions : : 69,757 78,332 11,682 4,931 1,464 0 358 0 2,023 0 2,031 : : : : Changes from: February 2, 2021 : : -3,258 -3,938 -607 454 -439 0 -15 0 -5 -341 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 89.7 13.4 5.6 1.7 0.0 0.4 0.0 2.3 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 5 . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 102,237 : : Positions : : 80,592 89,624 12,787 5,091 2,469 0 1,636 219 2,810 154 2,704 : : : : Changes from: February 2, 2021 : : -3,447 -4,747 -636 676 -753 -201 -160 20 115 65 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 87.7 12.5 5.0 2.4 0.0 1.6 0.2 2.7 0.2 2.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 26 5 . 4 0 7 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 58,762 : : Positions : : 40,391 52,119 15,287 362 1,522 0 3,873 12 741 30 789 : : : : Changes from: February 2, 2021 : : -1,509 -2,781 -1,754 -37 37 0 -381 0 -196 -250 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 88.7 26.0 0.6 2.6 0.0 6.6 0.0 1.3 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . . 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 42,322 : : Positions : : 28,244 38,180 13,145 234 358 0 400 0 300 2,875 275 : : : : Changes from: February 2, 2021 : : -2,027 -2,295 -680 -37 0 0 -50 0 0 -325 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 90.2 31.1 0.6 0.8 0.0 0.9 0.0 0.7 6.8 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 52,690 : : Positions : : 33,399 42,126 9,596 293 8,480 0 240 0 230 1,382 110 : : : : Changes from: February 2, 2021 : : -2,165 -2,962 -1,432 -113 -21 0 -235 0 -424 -90 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 80.0 18.2 0.6 16.1 0.0 0.5 0.0 0.4 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 61,823 : : Positions : : 42,902 47,950 11,114 3,640 4,773 1,313 3,397 0 206 1,421 120 : : : : Changes from: February 2, 2021 : : -2,425 -2,438 -1,352 -541 145 -35 -811 0 0 -166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 77.6 18.0 5.9 7.7 2.1 5.5 0.0 0.3 2.3 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 9, 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 23,396 : : Positions : : 10,393 19,188 11,265 22 791 257 2,268 0 0 598 410 : : : : Changes from: February 2, 2021 : : -343 -366 -534 -405 39 0 -201 0 0 55 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 82.0 48.1 0.1 3.4 1.1 9.7 0.0 0.0 2.6 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 20,753 : : Positions : : 9,392 18,348 10,242 260 717 0 480 0 51 910 0 : : : : Changes from: February 2, 2021 : : -360 -661 -442 -250 50 0 -15 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 88.4 49.4 1.3 3.5 0.0 2.3 0.0 0.2 4.4 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 9, 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 26,037 : : Positions : : 20,778 17,704 1,980 5,682 312 236 35 300 1,040 881 669 : : : : Changes from: February 2, 2021 : : -1,344 -1,246 -100 -169 0 -200 -133 200 -65 -95 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 68.0 7.6 21.8 1.2 0.9 0.1 1.2 4.0 3.4 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 16,023 : : Positions : : 12,246 14,227 1,967 300 65 0 0 0 715 908 280 : : : : Changes from: February 2, 2021 : : -961 -969 -88 0 9 0 0 0 -51 -65 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.8 12.3 1.9 0.4 0.0 0.0 0.0 4.5 5.7 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 48,304 : : Positions : : 35,649 21,109 5,840 17,660 835 2,291 5,372 159 1,824 1,620 1,514 : : : : Changes from: February 2, 2021 : : -2,004 -1,644 -655 -859 -34 -156 24 4 -300 -331 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 43.7 12.1 36.6 1.7 4.7 11.1 0.3 3.8 3.4 3.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 29,156 : : Positions : : 23,669 8,652 1,373 14,515 1,122 700 2,810 0 582 401 1,413 : : : : Changes from: February 2, 2021 : : -1,653 -818 -239 -1,085 66 0 -25 0 -28 -181 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 29.7 4.7 49.8 3.8 2.4 9.6 0.0 2.0 1.4 4.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 16,667 : : Positions : : 4,857 15,970 9,860 0 95 0 310 0 1,733 150 100 : : : : Changes from: February 2, 2021 : : 373 241 -57 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 95.8 59.2 0.0 0.6 0.0 1.9 0.0 10.4 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 9, 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 20,396 : : Positions : : 6,237 20,396 11,879 0 0 0 0 0 2,250 0 0 : : : : Changes from: February 2, 2021 : : 380 380 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 100.0 58.2 0.0 0.0 0.0 0.0 0.0 11.0 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 9, 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 8,979 : : Positions : : 4,923 5,497 1,570 1,750 1,322 40 25 5 740 200 100 : : : : Changes from: February 2, 2021 : : -680 -470 -398 -5 -5 5 -25 -5 -55 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 61.2 17.5 19.5 14.7 0.4 0.3 0.1 8.2 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 8,287 : : Positions : : 4,341 4,700 1,508 1,750 1,377 45 25 0 560 150 205 : : : : Changes from: February 2, 2021 : : -705 -515 -397 -30 -25 0 -25 0 -55 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 56.7 18.2 21.1 16.6 0.5 0.3 0.0 6.8 1.8 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 49,468 : : Positions : : 16,620 46,208 27,040 145 1,140 600 50 0 1,975 0 1,920 : : : : Changes from: February 2, 2021 : : -955 -796 -685 -85 -10 600 0 0 160 0 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 93.4 54.7 0.3 2.3 1.2 0.1 0.0 4.0 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 49,923 : : Positions : : 17,360 46,693 26,790 145 1,140 600 25 25 1,935 0 1,890 : : : : Changes from: February 2, 2021 : : -915 -531 65 -85 -10 600 0 0 115 0 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 93.5 53.7 0.3 2.3 1.2 0.0 0.0 3.9 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 112,120 : : Positions : : 84,703 85,429 18,946 11,853 5,716 5 2,030 525 1,546 6,288 255 : : : : Changes from: February 2, 2021 : : -2,547 -4,505 -1,928 -123 241 -121 465 -355 -80 -492 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 76.2 16.9 10.6 5.1 0.0 1.8 0.5 1.4 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 4 . 5 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 118,174 : : Positions : : 87,391 91,431 19,096 9,417 7,387 0 2,227 1,125 2,062 5,559 919 : : : : Changes from: February 2, 2021 : : -2,665 -5,560 -2,360 -367 423 -510 584 -379 -202 -86 -307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 77.4 16.2 8.0 6.3 0.0 1.9 1.0 1.7 4.7 0.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 29 6 . 6 0 4 . 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 259,177 : : Positions : : 166,234 194,313 15,122 11,656 15,740 19,599 5,207 9,877 22,083 12,062 10,023 : : : : Changes from: February 2, 2021 : : -1,977 -3,704 -2,931 678 -1,044 -1,300 -283 -501 4,174 2,871 1,008 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 75.0 5.8 4.5 6.1 7.6 2.0 3.8 8.5 4.7 3.9 : : : : Number of Traders in Each Category Total Traders: 105 : : 43 41 4 5 6 12 8 12 14 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 15,575 : : Positions : : 9,010 12,850 1,425 395 1,580 900 550 115 1,760 0 0 : : : : Changes from: February 2, 2021 : : -110 1,450 980 -415 40 80 0 -30 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 82.5 9.1 2.5 10.1 5.8 3.5 0.7 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 13,149 : : Positions : : 7,099 9,975 1,475 844 1,570 300 550 140 1,760 0 0 : : : : Changes from: February 2, 2021 : : 3 1,600 1,030 -397 45 80 0 -30 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 75.9 11.2 6.4 11.9 2.3 4.2 1.1 13.4 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 9, 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 10,159 : : Positions : : 8,397 9,732 480 98 252 0 0 0 935 0 45 : : : : Changes from: February 2, 2021 : : 129 197 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 95.8 4.7 1.0 2.5 0.0 0.0 0.0 9.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 87,443 : : Positions : : 64,111 54,885 11,850 14,916 935 0 9,626 0 3,495 0 0 : : : : Changes from: February 2, 2021 : : -2,757 -2,238 -499 -440 -10 0 -751 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 62.8 13.6 17.1 1.1 0.0 11.0 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 9, 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 73,592 : : Positions : : 52,581 43,311 9,370 13,790 650 0 8,281 0 3,440 0 0 : : : : Changes from: February 2, 2021 : : -2,408 -2,158 -183 65 -360 0 -676 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 58.9 12.7 18.7 0.9 0.0 11.3 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 9, 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 26,806 : : Positions : : 11,020 14,361 4,880 290 5,835 25 1,175 200 250 0 0 : : : : Changes from: February 2, 2021 : : -290 -765 -85 290 -820 0 25 -75 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 53.6 18.2 1.1 21.8 0.1 4.4 0.7 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 48,581 : : Positions : : 26,744 17,400 3,611 18,421 10 10,885 6,270 2,335 1,440 869 0 : : : : Changes from: February 2, 2021 : : -1,492 -804 163 -300 0 160 -150 -160 -150 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 35.8 7.4 37.9 0.0 22.4 12.9 4.8 3.0 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 9, 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 32,436 : : Positions : : 20,283 10,051 4,659 10,215 0 1,810 6,320 2,510 50 269 336 : : : : Changes from: February 2, 2021 : : -1,327 -1,146 -467 -175 0 185 -295 -185 -25 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 31.0 14.4 31.5 0.0 5.6 19.5 7.7 0.2 0.8 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 9, 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 26,810 : : Positions : : 17,515 9,370 6,975 0 250 545 15,550 55 75 0 0 : : : : Changes from: February 2, 2021 : : -525 -675 -210 0 0 45 -10 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 34.9 26.0 0.0 0.9 2.0 58.0 0.2 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 9, 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 82,777 : : Positions : : 45,457 28,402 8,995 36,285 2,750 11,825 1,140 0 75 460 1,070 : : : : Changes from: February 2, 2021 : : -2,762 -1,917 -285 -1,760 0 -1,155 -95 -5 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 34.3 10.9 43.8 3.3 14.3 1.4 0.0 0.1 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 79,512 : : Positions : : 42,689 28,492 8,408 31,985 3,160 12,450 990 35 0 2,085 315 : : : : Changes from: February 2, 2021 : : -2,602 -2,282 -625 -1,465 0 -1,230 -95 -5 0 -610 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 35.8 10.6 40.2 4.0 15.7 1.2 0.0 0.0 2.6 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 9, 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 27,596 : : Positions : : 19,095 5,104 1,629 185 797 0 10,860 700 700 5,525 350 : : : : Changes from: February 2, 2021 : : -1,240 -209 -24 -140 0 0 -600 -150 -25 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 18.5 5.9 0.7 2.9 0.0 39.4 2.5 2.5 20.0 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 27,346 : : Positions : : 19,095 5,144 1,294 185 1,058 0 10,860 700 700 5,150 425 : : : : Changes from: February 2, 2021 : : -1,295 -229 151 -140 -151 0 -585 -165 -25 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 18.8 4.7 0.7 3.9 0.0 39.7 2.6 2.6 18.8 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 61,860 : : Positions : : 19,935 50,730 17,195 8,550 130 15,810 0 120 6,515 0 0 : : : : Changes from: February 2, 2021 : : -1,245 -5,480 -2,320 -405 0 -1,850 0 -120 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 82.0 27.8 13.8 0.2 25.6 0.0 0.2 10.5 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 9, 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 63,310 : : Positions : : 20,310 53,745 19,405 7,330 165 15,810 0 120 5,690 0 0 : : : : Changes from: February 2, 2021 : : -950 -4,895 -2,145 -460 0 -1,850 0 -120 -430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 84.9 30.7 11.6 0.3 25.0 0.0 0.2 9.0 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 9, 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 49,443 : : Positions : : 18,780 42,753 5,348 1,570 1,945 4,660 0 0 15,290 50 165 : : : : Changes from: February 2, 2021 : : -1,745 -2,055 860 -45 -40 -450 0 0 -810 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 86.5 10.8 3.2 3.9 9.4 0.0 0.0 30.9 0.1 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 9, 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 42,823 : : Positions : : 17,510 36,278 5,913 1,900 1,340 4,660 0 0 9,965 50 515 : : : : Changes from: February 2, 2021 : : -1,705 -1,435 955 -75 0 -450 0 0 -360 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 84.7 13.8 4.4 3.1 10.9 0.0 0.0 23.3 0.1 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 9, 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 67,873 : : Positions : : 31,185 47,957 8,767 0 2,973 4,575 10,665 713 14,200 625 1,225 : : : : Changes from: February 2, 2021 : : 35 7,612 4,037 0 -1,132 -80 -4,610 538 -1,030 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 70.7 12.9 0.0 4.4 6.7 15.7 1.1 20.9 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 65,283 : : Positions : : 30,150 45,702 9,797 0 3,263 4,255 10,665 713 12,510 625 1,225 : : : : Changes from: February 2, 2021 : : 85 7,852 4,162 0 -1,042 -65 -4,610 538 -990 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 70.0 15.0 0.0 5.0 6.5 16.3 1.1 19.2 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 61,354 : : Positions : : 33,959 30,602 0 12,347 300 17,365 180 2,275 0 8,240 1,300 : : : : Changes from: February 2, 2021 : : 3,677 8,230 0 -4,733 280 -1,380 -160 160 0 -1,015 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 49.9 0.0 20.1 0.5 28.3 0.3 3.7 0.0 13.4 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 52,235 : : Positions : : 29,764 27,252 0 10,022 385 12,630 205 2,275 0 5,045 1,355 : : : : Changes from: February 2, 2021 : : 3,395 7,590 0 -4,500 315 -1,345 -135 160 0 -895 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 52.2 0.0 19.2 0.7 24.2 0.4 4.4 0.0 9.7 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 189,526 : : Positions : : 114,785 81,436 12,654 2,035 8,035 0 30,425 1,320 625 10,810 2,485 : : : : Changes from: February 2, 2021 : : 11,198 -3,011 -7,425 60 851 0 2,590 -790 -125 635 -635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 43.0 6.7 1.1 4.2 0.0 16.1 0.7 0.3 5.7 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 163,968 : : Positions : : 101,292 72,356 6,792 665 8,697 0 24,645 1,258 825 8,939 3,185 : : : : Changes from: February 2, 2021 : : 16,139 599 -9,389 300 2,388 0 2,550 -727 -125 831 -615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 44.1 4.1 0.4 5.3 0.0 15.0 0.8 0.5 5.5 1.9 : : : : 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 9, 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 54,451 : : Positions : : 21,055 32,045 19,091 8,131 5,200 1,400 0 3,000 0 1,410 0 : : : : Changes from: February 2, 2021 : : -1,140 -1,195 -465 175 -250 510 0 -520 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 58.9 35.1 14.9 9.5 2.6 0.0 5.5 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 9, 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 45,490 : : Positions : : 19,415 26,827 13,081 6,349 3,721 1,665 0 2,750 0 1,135 0 : : : : Changes from: February 2, 2021 : : -1,035 -470 140 85 -315 445 0 -445 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 59.0 28.8 14.0 8.2 3.7 0.0 6.0 0.0 2.5 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 9, 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 37,400 : : Positions : : 20,455 21,125 1,210 2,970 5,685 4,075 3,480 0 1,565 0 0 : : : : Changes from: February 2, 2021 : : -2,580 -1,450 960 -380 -360 -275 -175 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 56.5 3.2 7.9 15.2 10.9 9.3 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 46,885 : : Positions : : 15,770 30,290 0 3,580 5,770 19,245 3,130 75 1,565 0 0 : : : : Changes from: February 2, 2021 : : -1,925 -1,350 0 -955 0 -275 -25 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 64.6 0.0 7.6 12.3 41.0 6.7 0.2 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 16 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 187,427 : : Positions : : 102,109 120,967 1,643 7,359 22,903 26,315 75 2,280 50 1,707 1,378 : : : : Changes from: February 2, 2021 : : 1,775 -4,335 -3,222 -1,874 4,409 -6,015 -50 1,140 -50 -1,255 925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 64.5 0.9 3.9 12.2 14.0 0.0 1.2 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 155,062 : : Positions : : 84,555 104,680 3,717 3,380 20,303 20,975 0 3,970 0 1,258 1,260 : : : : Changes from: February 2, 2021 : : 1,830 -4,490 1,845 2,565 -1,724 -7,145 0 1,500 0 -1,416 1,065 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 67.5 2.4 2.2 13.1 13.5 0.0 2.6 0.0 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 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 29,205 : : Positions : : 21,530 16,755 790 8,180 1,935 2,295 300 0 625 0 225 : : : : Changes from: February 2, 2021 : : -835 -650 -170 -455 -5 -125 0 0 30 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 57.4 2.7 28.0 6.6 7.9 1.0 0.0 2.1 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 9, 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 28,685 : : Positions : : 21,730 15,960 285 7,965 2,160 2,295 300 0 0 80 475 : : : : Changes from: February 2, 2021 : : -975 -650 -5 -430 -170 -125 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 55.6 1.0 27.8 7.5 8.0 1.0 0.0 0.0 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 12, 2021