Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 15,581 : : Positions : : 12,559 8,713 821 1,092 945 0 48 1 0 3,440 635 : : : : Changes from: May 11, 2021 : : 606 178 -22 58 -5 0 0 0 0 392 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 55.9 5.3 7.0 6.1 0.0 0.3 0.0 0.0 22.1 4.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 33,839 : : Positions : : 18,090 30,062 5,068 0 2,422 150 14 680 6,604 37 605 : : : : Changes from: May 11, 2021 : : -597 1,040 1,172 0 291 -24 14 -21 355 0 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 88.8 15.0 0.0 7.2 0.4 0.0 2.0 19.5 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 25 . 0 . . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 31,952 : : Positions : : 23,792 26,988 818 1,679 2,642 0 128 325 4,210 25 165 : : : : Changes from: May 11, 2021 : : -205 215 420 55 603 0 -175 75 -115 25 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 84.5 2.6 5.3 8.3 0.0 0.4 1.0 13.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 131,060 : : Positions : : 89,667 89,403 2,148 16,923 17,365 15,720 125 300 4,007 5,091 1,606 : : : : Changes from: May 11, 2021 : : -2,433 -2,402 -112 -422 3,552 279 -390 39 -760 105 382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 68.2 1.6 12.9 13.2 12.0 0.1 0.2 3.1 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 27 31 . 5 6 9 . . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 59,481 : : Positions : : 46,859 42,869 1,485 10,937 2,507 5,646 0 0 2,213 2,422 688 : : : : Changes from: May 11, 2021 : : -435 -351 0 136 423 12 0 0 297 109 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 72.1 2.5 18.4 4.2 9.5 0.0 0.0 3.7 4.1 1.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 15 . 4 4 7 0 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 37,002 : : Positions : : 31,816 28,103 2,071 5,006 1,205 0 543 50 1,635 1,870 225 : : : : Changes from: May 11, 2021 : : -197 23 175 150 75 0 12 0 270 63 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 75.9 5.6 13.5 3.3 0.0 1.5 0.1 4.4 5.1 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 49,583 : : Positions : : 27,001 19,722 5,908 19,471 3,555 11,740 100 0 100 5,671 649 : : : : Changes from: May 11, 2021 : : -2,432 -437 1,900 0 605 0 0 0 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 39.8 11.9 39.3 7.2 23.7 0.2 0.0 0.2 11.4 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 60,218 : : Positions : : 35,068 24,078 4,078 25,014 4,652 13,881 196 40 316 4,722 1,051 : : : : Changes from: May 11, 2021 : : -2,407 -794 1,521 32 1,162 85 0 -45 -20 -24 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 40.0 6.8 41.5 7.7 23.1 0.3 0.1 0.5 7.8 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 18 . 4 6 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 68,248 : : Positions : : 44,970 27,319 19,202 33,501 900 100 0 0 1,025 5,280 1,125 : : : : Changes from: May 11, 2021 : : 282 -5,710 415 6,435 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 40.0 28.1 49.1 1.3 0.1 0.0 0.0 1.5 7.7 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 15 4 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 91,388 : : Positions : : 60,655 29,955 26,442 53,167 845 196 65 10 973 5,451 1,875 : : : : Changes from: May 11, 2021 : : 915 -5,024 525 6,429 40 0 65 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 32.8 28.9 58.2 0.9 0.2 0.1 0.0 1.1 6.0 2.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 16 4 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 29,391 : : Positions : : 18,743 27,007 8,988 0 1,548 0 0 0 100 286 0 : : : : Changes from: May 11, 2021 : : -805 -200 605 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 91.9 30.6 0.0 5.3 0.0 0.0 0.0 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 29,596 : : Positions : : 25,255 13,040 0 12,961 3,065 0 400 0 1,010 100 0 : : : : Changes from: May 11, 2021 : : -1,225 135 0 -1,380 1,025 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 44.1 0.0 43.8 10.4 0.0 1.4 0.0 3.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 28,755 : : Positions : : 20,342 25,683 4,410 820 1,820 150 0 0 1,650 132 300 : : : : Changes from: May 11, 2021 : : -2,000 0 2,000 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 89.3 15.3 2.9 6.3 0.5 0.0 0.0 5.7 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 117,538 : : Positions : : 91,254 71,531 200 22,735 9,470 7,534 570 1,039 3,151 7,762 4,277 : : : : Changes from: May 11, 2021 : : 583 -6,694 0 6,601 2,497 422 50 0 -402 682 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 60.9 0.2 19.3 8.1 6.4 0.5 0.9 2.7 6.6 3.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 36 32 . 5 4 8 . . 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 22,864 : : Positions : : 13,944 20,184 6,028 1,200 1,480 300 0 0 300 0 0 : : : : Changes from: May 11, 2021 : : 996 1,536 240 -300 960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 88.3 26.4 5.2 6.5 1.3 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 21,090 : : Positions : : 12,895 18,860 5,753 1,200 1,030 300 0 0 300 0 0 : : : : Changes from: May 11, 2021 : : 1,250 1,790 240 -300 660 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 89.4 27.3 5.7 4.9 1.4 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 33,882 : : Positions : : 24,348 24,650 5,175 0 4,269 50 4,663 0 0 300 0 : : : : Changes from: May 11, 2021 : : -62 -114 548 0 792 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 72.8 15.3 0.0 12.6 0.1 13.8 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 31,373 : : Positions : : 21,651 22,741 5,413 0 4,269 0 4,063 0 0 300 0 : : : : Changes from: May 11, 2021 : : -230 18 548 0 792 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 72.5 17.3 0.0 13.6 0.0 13.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 69,927 : : Positions : : 58,286 44,256 0 15,027 5,697 4,063 325 25 450 3,165 720 : : : : Changes from: May 11, 2021 : : 3,983 -1,855 0 5,538 1,215 300 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 63.3 0.0 21.5 8.1 5.8 0.5 0.0 0.6 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 0 5 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 33,906 : : Positions : : 23,371 31,784 8,954 50 1,444 0 0 0 100 196 0 : : : : Changes from: May 11, 2021 : : -441 159 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 93.7 26.4 0.1 4.3 0.0 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 45,265 : : Positions : : 37,591 26,545 55 12,667 5,303 1,950 425 0 0 255 70 : : : : Changes from: May 11, 2021 : : -281 430 55 -786 1,040 -150 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 58.6 0.1 28.0 11.7 4.3 0.9 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . . 4 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 48,062 : : Positions : : 35,418 44,018 7,414 1,194 2,225 0 100 0 2,202 0 95 : : : : Changes from: May 11, 2021 : : -160 -85 375 300 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 91.6 15.4 2.5 4.6 0.0 0.2 0.0 4.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . . 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 54,195 : : Positions : : 39,930 46,211 8,897 5,629 1,750 0 161 0 3,019 0 119 : : : : Changes from: May 11, 2021 : : -650 485 1,140 10 170 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 85.3 16.4 10.4 3.2 0.0 0.3 0.0 5.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 90,244 : : Positions : : 71,184 80,603 15,599 5,340 1,003 41 237 135 653 1,769 1,117 : : : : Changes from: May 11, 2021 : : -2,089 981 3,341 81 140 0 52 115 10 185 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 89.3 17.3 5.9 1.1 0.0 0.3 0.1 0.7 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 25 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 115,317 : : Positions : : 90,948 98,495 17,556 5,198 1,622 659 2,159 235 1,942 5,400 1,943 : : : : Changes from: May 11, 2021 : : -2,674 815 3,997 0 -8 52 -29 9 130 665 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 85.4 15.2 4.5 1.4 0.6 1.9 0.2 1.7 4.7 1.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 26 5 . 4 . 5 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 65,891 : : Positions : : 50,098 57,543 12,294 57 2,046 0 3,635 0 1,311 2,453 127 : : : : Changes from: May 11, 2021 : : 182 768 553 -289 289 0 -39 0 -20 275 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 87.3 18.7 0.1 3.1 0.0 5.5 0.0 2.0 3.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 10 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 51,930 : : Positions : : 36,440 47,790 13,831 0 354 0 201 150 50 2,330 1,105 : : : : Changes from: May 11, 2021 : : 1 275 550 0 0 0 -74 0 -75 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 92.0 26.6 0.0 0.7 0.0 0.4 0.3 0.1 4.5 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 49,207 : : Positions : : 29,053 39,744 10,457 194 7,995 100 0 0 776 1,076 148 : : : : Changes from: May 11, 2021 : : 257 -368 -625 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 80.8 21.3 0.4 16.2 0.2 0.0 0.0 1.6 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 53,906 : : Positions : : 37,849 42,678 9,273 4,283 3,273 2,016 2,400 0 847 709 207 : : : : Changes from: May 11, 2021 : : -331 -1,311 -610 348 609 0 0 0 -17 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 79.2 17.2 7.9 6.1 3.7 4.5 0.0 1.6 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 19,931 : : Positions : : 9,361 16,491 9,483 284 500 0 1,720 0 51 838 0 : : : : Changes from: May 11, 2021 : : -60 -519 -180 279 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 82.7 47.6 1.4 2.5 0.0 8.6 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 17,932 : : Positions : : 8,039 15,602 8,155 490 642 0 400 0 50 740 0 : : : : Changes from: May 11, 2021 : : 0 -560 -180 380 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 87.0 45.5 2.7 3.6 0.0 2.2 0.0 0.3 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 23,992 : : Positions : : 19,470 16,669 1,900 6,809 68 496 0 0 1,345 0 102 : : : : Changes from: May 11, 2021 : : 50 0 -10 39 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 69.5 7.9 28.4 0.3 2.1 0.0 0.0 5.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 16,189 : : Positions : : 13,071 13,825 1,769 1,736 6 0 0 0 729 100 40 : : : : Changes from: May 11, 2021 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 85.4 10.9 10.7 0.0 0.0 0.0 0.0 4.5 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 41,786 : : Positions : : 27,329 19,216 7,494 14,517 1,793 1,800 4,860 50 2,220 599 710 : : : : Changes from: May 11, 2021 : : -1,255 -450 615 -150 741 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 46.0 17.9 34.7 4.3 4.3 11.6 0.1 5.3 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 24,749 : : Positions : : 18,869 8,422 2,298 11,803 903 600 2,790 0 1,043 0 675 : : : : Changes from: May 11, 2021 : : -799 10 479 -330 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 34.0 9.3 47.7 3.6 2.4 11.3 0.0 4.2 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 17,788 : : Positions : : 5,213 17,047 9,227 0 257 93 0 363 2,495 0 60 : : : : Changes from: May 11, 2021 : : -137 30 219 0 50 -40 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 95.8 51.9 0.0 1.4 0.5 0.0 2.0 14.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 4 0 . . 0 . 7 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 21,049 : : Positions : : 5,961 20,948 11,147 0 0 0 86 15 3,615 0 0 : : : : Changes from: May 11, 2021 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 99.5 53.0 0.0 0.0 0.0 0.4 0.1 17.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . 0 0 0 . . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 13,677 : : Positions : : 6,843 7,531 4,243 4,100 1,846 0 0 0 440 0 100 : : : : Changes from: May 11, 2021 : : 1,200 1,210 35 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 55.1 31.0 30.0 13.5 0.0 0.0 0.0 3.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 10,136 : : Positions : : 5,910 6,748 1,783 1,585 1,498 0 0 0 260 0 205 : : : : Changes from: May 11, 2021 : : 1,200 1,210 360 325 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 66.6 17.6 15.6 14.8 0.0 0.0 0.0 2.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 46,926 : : Positions : : 17,006 41,206 23,890 3,070 1,505 780 0 0 2,430 0 1,145 : : : : Changes from: May 11, 2021 : : 0 60 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 87.8 50.9 6.5 3.2 1.7 0.0 0.0 5.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 49,321 : : Positions : : 18,576 43,916 25,125 3,070 1,225 780 0 0 2,345 0 1,110 : : : : Changes from: May 11, 2021 : : 20 60 40 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 89.0 50.9 6.2 2.5 1.6 0.0 0.0 4.8 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 119,542 : : Positions : : 86,039 100,515 18,493 2,703 11,356 0 1,395 485 1,432 1,555 1,392 : : : : Changes from: May 11, 2021 : : -426 -209 1,070 145 1,195 0 210 -10 25 525 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 84.1 15.5 2.3 9.5 0.0 1.2 0.4 1.2 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 26 4 . 7 0 4 . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 130,679 : : Positions : : 91,977 109,824 20,086 580 13,937 0 2,264 639 2,083 1,546 1,830 : : : : Changes from: May 11, 2021 : : -1,529 1,225 3,913 100 1,265 0 145 5 -928 -5 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 84.0 15.4 0.4 10.7 0.0 1.7 0.5 1.6 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 28 6 . 7 0 5 . 6 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 257,300 : : Positions : : 170,960 188,949 6,190 14,194 23,725 22,069 1,574 7,973 13,800 8,790 11,756 : : : : Changes from: May 11, 2021 : : -22 3,327 511 -2,360 4,708 1,168 -92 405 -579 502 576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 73.4 2.4 5.5 9.2 8.6 0.6 3.1 5.4 3.4 4.6 : : : : Number of Traders in Each Category Total Traders: 96 : : 42 42 . 6 7 15 5 9 13 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 16,267 : : Positions : : 9,242 11,385 1,425 2,157 1,950 985 625 0 1,770 0 0 : : : : Changes from: May 11, 2021 : : 0 25 -25 -30 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 70.0 8.8 13.3 12.0 6.1 3.8 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 13,700 : : Positions : : 7,655 8,700 1,300 2,285 1,950 335 625 0 1,420 0 0 : : : : Changes from: May 11, 2021 : : 0 25 -25 -30 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 63.5 9.5 16.7 14.2 2.4 4.6 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 25,685 : : Positions : : 22,078 21,685 677 858 1,992 0 0 0 465 755 365 : : : : Changes from: May 11, 2021 : : 889 978 477 50 450 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 84.4 2.6 3.3 7.8 0.0 0.0 0.0 1.8 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 14,251 : : Positions : : 10,406 13,246 650 480 525 1,600 0 0 650 0 0 : : : : Changes from: May 11, 2021 : : 95 85 300 0 100 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 92.9 4.6 3.4 3.7 11.2 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 88,417 : : Positions : : 63,990 56,738 12,298 16,424 1,754 0 5,943 240 2,860 0 0 : : : : Changes from: May 11, 2021 : : -784 -1,655 0 871 909 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 64.2 13.9 18.6 2.0 0.0 6.7 0.3 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 69,807 : : Positions : : 50,045 39,435 8,486 17,066 1,019 25 4,678 60 2,545 0 0 : : : : Changes from: May 11, 2021 : : -514 -1,525 45 1,046 739 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 56.5 12.2 24.4 1.5 0.0 6.7 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 27,351 : : Positions : : 10,510 18,011 8,120 0 4,105 605 700 175 50 0 0 : : : : Changes from: May 11, 2021 : : -845 275 1,120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 65.9 29.7 0.0 15.0 2.2 2.6 0.6 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 15,990 : : Positions : : 11,295 7,700 0 7,071 664 3,195 0 225 0 0 0 : : : : Changes from: May 11, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 48.2 0.0 44.2 4.2 20.0 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 44,277 : : Positions : : 26,994 17,713 7,611 15,716 0 3,965 4,574 1,780 137 704 540 : : : : Changes from: May 11, 2021 : : -2,330 377 2,767 0 0 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 40.0 17.2 35.5 0.0 9.0 10.3 4.0 0.3 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 32,394 : : Positions : : 19,164 12,189 9,375 8,560 0 350 7,215 720 0 927 336 : : : : Changes from: May 11, 2021 : : -2,692 220 3,092 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 37.6 28.9 26.4 0.0 1.1 22.3 2.2 0.0 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 20,320 : : Positions : : 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60 : : : : Changes from: May 11, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 38.3 35.3 0.0 1.0 0.1 50.2 2.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 93,723 : : Positions : : 38,513 34,486 17,390 39,965 3,880 18,940 845 0 730 0 680 : : : : Changes from: May 11, 2021 : : -2,390 -375 1,315 600 1,375 1,300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 36.8 18.6 42.6 4.1 20.2 0.9 0.0 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 89,855 : : Positions : : 37,299 35,551 16,177 35,870 3,490 19,190 755 0 138 460 561 : : : : Changes from: May 11, 2021 : : -1,970 145 1,415 600 855 1,300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 39.6 18.0 39.9 3.9 21.4 0.8 0.0 0.2 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 30,233 : : Positions : : 22,855 6,792 130 1,163 2,165 0 11,170 200 1,045 4,980 230 : : : : Changes from: May 11, 2021 : : 500 0 -150 350 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 22.5 0.4 3.8 7.2 0.0 36.9 0.7 3.5 16.5 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 29,958 : : Positions : : 22,755 6,832 130 1,273 2,140 0 11,120 200 1,045 4,780 255 : : : : Changes from: May 11, 2021 : : 500 0 -150 350 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 22.8 0.4 4.2 7.1 0.0 37.1 0.7 3.5 16.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 56,022 : : Positions : : 19,777 44,470 16,813 8,585 215 10,935 0 0 5,455 0 0 : : : : Changes from: May 11, 2021 : : -55 -45 425 440 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 79.4 30.0 15.3 0.4 19.5 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 55,670 : : Positions : : 19,480 46,255 17,925 6,725 215 10,585 0 0 4,880 0 0 : : : : Changes from: May 11, 2021 : : -120 -60 425 365 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 83.1 32.2 12.1 0.4 19.0 0.0 0.0 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 53,480 : : Positions : : 16,930 47,920 14,585 1,310 1,695 2,610 300 260 14,565 0 85 : : : : Changes from: May 11, 2021 : : -110 150 860 0 215 -600 0 65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 89.6 27.3 2.4 3.2 4.9 0.6 0.5 27.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 47,245 : : Positions : : 14,695 41,475 14,215 1,550 1,300 2,510 300 285 11,165 0 435 : : : : Changes from: May 11, 2021 : : -385 -125 860 0 215 -600 0 65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 87.8 30.1 3.3 2.8 5.3 0.6 0.6 23.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 85,590 : : Positions : : 26,690 74,630 16,535 2,195 1,910 19,935 210 2,100 13,730 300 1,225 : : : : Changes from: May 11, 2021 : : -85 -2,280 50 2,195 85 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 87.2 19.3 2.6 2.2 23.3 0.2 2.5 16.0 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 83,925 : : Positions : : 25,515 72,675 17,500 2,195 1,935 19,585 510 2,100 12,845 300 1,225 : : : : Changes from: May 11, 2021 : : -85 -2,280 0 2,195 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 86.6 20.9 2.6 2.3 23.3 0.6 2.5 15.3 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 62,883 : : Positions : : 35,873 25,559 2,201 20,739 250 13,715 1,070 1,880 1,390 5,920 1,300 : : : : Changes from: May 11, 2021 : : -336 90 2,006 1,515 -105 0 0 0 0 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 40.6 3.5 33.0 0.4 21.8 1.7 3.0 2.2 9.4 2.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 54,466 : : Positions : : 31,646 25,152 2,201 14,482 250 9,840 1,070 1,880 1,030 4,390 1,355 : : : : Changes from: May 11, 2021 : : -531 100 2,006 1,475 -105 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 46.2 4.0 26.6 0.5 18.1 2.0 3.5 1.9 8.1 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 231,276 : : Positions : : 132,918 81,337 31,499 7,836 9,659 0 47,944 45 425 27,668 286 : : : : Changes from: May 11, 2021 : : -2,995 -8,661 1,499 6,806 3,091 0 9 0 -300 70 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 35.2 13.6 3.4 4.2 0.0 20.7 0.0 0.2 12.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 209,860 : : Positions : : 127,013 77,292 19,351 1,946 10,780 0 42,875 75 300 24,527 1,423 : : : : Changes from: May 11, 2021 : : -4,015 -4,256 1,925 1,946 3,721 0 160 0 0 80 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 36.8 9.2 0.9 5.1 0.0 20.4 0.0 0.1 11.7 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 26 . . 4 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 49,702 : : Positions : : 16,555 26,775 17,526 9,361 5,305 3,350 0 1,791 0 1,265 10 : : : : Changes from: May 11, 2021 : : -1,830 -1,695 135 70 1,640 60 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 53.9 35.3 18.8 10.7 6.7 0.0 3.6 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 42,275 : : Positions : : 14,865 24,400 14,241 6,741 3,969 3,040 0 1,830 0 965 10 : : : : Changes from: May 11, 2021 : : -1,685 -1,755 -300 -220 1,900 0 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 57.7 33.7 15.9 9.4 7.2 0.0 4.3 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 46,652 : : Positions : : 20,385 26,247 4,332 200 11,355 4,125 3,925 0 1,220 0 0 : : : : Changes from: May 11, 2021 : : -420 -855 -435 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 56.3 9.3 0.4 24.3 8.8 8.4 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 4 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 48,160 : : Positions : : 14,430 30,800 220 135 7,855 19,145 4,105 0 1,220 0 0 : : : : Changes from: May 11, 2021 : : -215 -745 -945 -415 435 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 64.0 0.5 0.3 16.3 39.8 8.5 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 212,968 : : Positions : : 112,518 124,915 6,634 14,332 26,145 22,814 330 1,920 0 2,389 1,128 : : : : Changes from: May 11, 2021 : : -1,674 3,945 4,349 -1,286 2,955 -151 35 0 0 -170 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 58.7 3.1 6.7 12.3 10.7 0.2 0.9 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 24 . . 5 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 18, 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 173,900 : : Positions : : 98,947 96,859 1,992 14,063 16,571 11,560 0 9,720 0 1,327 980 : : : : Changes from: May 11, 2021 : : -2,358 -1,622 1,992 1,275 1,091 0 0 0 0 -19 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 55.7 1.1 8.1 9.5 6.6 0.0 5.6 0.0 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 21 . . 5 . 0 . 0 4 . : ----------------------------------------------------------------------------------------------------------------
Updated May 21, 2021