COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 17,347: 13,213 9,275 361 1,092 1,559 207 0 49 0 3,278 1,307: 653 787 Old : 17,347: 13,213 9,275 361 1,092 1,559 207 0 49 0 3,278 1,307: 653 787 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 389: 584 317 20 58 -11 -67 0 0 0 209 38: -175 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 53.5 2.1 6.3 9.0 1.2 0.0 0.3 0.0 18.9 7.5: 3.8 4.5 Old : 100.0: 76.2 53.5 2.1 6.3 9.0 1.2 0.0 0.3 0.0 18.9 7.5: 3.8 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 12 . . . . 0 . 0 5 .: Old : 23: 12 12 . . . . 0 . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 49.9 79.5 74.0 29.7 30.2 38.0 39.3 Old : 58.3 49.9 79.5 74.0 29.7 30.2 38.0 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 33,839: 18,090 30,062 5,068 0 2,422 150 14 680 6,604 37 605: 220 19 Old : 33,839: 18,090 30,062 5,068 0 2,422 150 14 680 6,604 37 605: 220 19 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,366: -597 1,040 1,172 0 291 -24 14 -21 355 0 165: 25 -123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 88.8 15.0 0.0 7.2 0.4 0.0 2.0 19.5 0.1 1.8: 0.7 0.1 Old : 100.0: 53.5 88.8 15.0 0.0 7.2 0.4 0.0 2.0 19.5 0.1 1.8: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 21 25 . 0 . . . . 7 . 5: Old : 44: 21 25 . 0 . . . . 7 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 54.3 60.4 75.1 28.6 47.2 43.0 59.2 Old : 36.4 54.3 60.4 75.1 28.6 47.2 43.0 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MWh for about 368 Hours) : : : Positions : All : 31,952: 23,792 26,988 818 1,679 2,642 0 128 325 4,210 25 165: 0 0 Old : 31,952: 23,792 26,988 818 1,679 2,642 0 128 325 4,210 25 165: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 733: -205 215 420 55 603 0 -175 75 -115 25 -35: -10 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 84.5 2.6 5.3 8.3 0.0 0.4 1.0 13.2 0.1 0.5: 0.0 0.0 Old : 100.0: 74.5 84.5 2.6 5.3 8.3 0.0 0.4 1.0 13.2 0.1 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 22 21 . . . 0 . . 5 . .: Old : 38: 22 21 . . . 0 . . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 60.7 72.3 82.3 49.8 54.5 60.3 68.2 Old : 51.2 60.7 72.3 82.3 49.8 54.5 60.3 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 1Megawatt for 368 Hours) : : : Positions : All : 131,060: 89,667 89,403 2,148 16,923 17,365 15,720 125 300 4,007 5,091 1,606: 247 247 Old : 131,060: 89,667 89,403 2,148 16,923 17,365 15,720 125 300 4,007 5,091 1,606: 247 247 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 935: -2,433 -2,402 -112 -422 3,552 279 -390 39 -760 105 382: -12 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 68.2 1.6 12.9 13.2 12.0 0.1 0.2 3.1 3.9 1.2: 0.2 0.2 Old : 100.0: 68.4 68.2 1.6 12.9 13.2 12.0 0.1 0.2 3.1 3.9 1.2: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 27 31 . 5 6 9 . . 8 5 7: Old : 62: 27 31 . 5 6 9 . . 8 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 38.8 64.4 61.6 42.6 31.2 49.2 43.9 Old : 49.4 38.8 64.4 61.6 42.6 31.2 49.2 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 59,556: 46,934 42,944 1,485 10,937 2,507 5,646 0 0 2,213 2,422 688: 83 58 Old : 59,556: 46,934 42,944 1,485 10,937 2,507 5,646 0 0 2,213 2,422 688: 83 58 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 238: -435 -351 0 136 423 12 0 0 297 109 -88: 29 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 72.1 2.5 18.4 4.2 9.5 0.0 0.0 3.7 4.1 1.2: 0.1 0.1 Old : 100.0: 78.8 72.1 2.5 18.4 4.2 9.5 0.0 0.0 3.7 4.1 1.2: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 24 16 . 4 4 7 0 0 4 5 5: Old : 47: 24 16 . 4 4 7 0 0 4 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 76.8 79.4 89.1 63.4 66.9 73.1 75.5 Old : 63.4 76.8 79.4 89.1 63.4 66.9 73.1 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 37,002: 31,816 28,103 2,071 5,006 1,205 0 543 50 1,635 1,870 225: 0 0 Old : 37,002: 31,816 28,103 2,071 5,006 1,205 0 543 50 1,635 1,870 225: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 277: -197 23 175 150 75 0 12 0 270 63 -46: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 75.9 5.6 13.5 3.3 0.0 1.5 0.1 4.4 5.1 0.6: 0.0 0.0 Old : 100.0: 86.0 75.9 5.6 13.5 3.3 0.0 1.5 0.1 4.4 5.1 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 13 13 . . . 0 . . . 4 .: Old : 31: 13 13 . . . 0 . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 83.3 93.1 92.0 68.7 70.7 81.6 78.6 Old : 73.6 83.3 93.1 92.0 68.7 70.7 81.6 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 49,583: 27,001 19,722 5,908 19,471 3,555 11,740 100 0 100 5,671 649: 630 415 Old : 49,583: 27,001 19,722 5,908 19,471 3,555 11,740 100 0 100 5,671 649: 630 415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 119: -2,432 -437 1,900 0 605 0 0 0 0 -5 5: 41 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 39.8 11.9 39.3 7.2 23.7 0.2 0.0 0.2 11.4 1.3: 1.3 0.8 Old : 100.0: 54.5 39.8 11.9 39.3 7.2 23.7 0.2 0.0 0.2 11.4 1.3: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 15 16 5 . 6 . . 0 . . .: Old : 33: 15 16 5 . 6 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 63.6 74.7 82.8 53.9 58.0 68.6 72.6 Old : 55.0 63.6 74.7 82.8 53.9 58.0 68.6 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 60,218: 35,068 24,078 4,078 25,014 4,652 13,881 196 40 316 4,722 1,051: 1,132 465 Old : 60,218: 35,068 24,078 4,078 25,014 4,652 13,881 196 40 316 4,722 1,051: 1,132 465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 349: -2,407 -794 1,521 32 1,162 85 0 -45 -20 -24 20: 33 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 40.0 6.8 41.5 7.7 23.1 0.3 0.1 0.5 7.8 1.7: 1.9 0.8 Old : 100.0: 58.2 40.0 6.8 41.5 7.7 23.1 0.3 0.1 0.5 7.8 1.7: 1.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 20 18 . 4 6 7 . . . . .: Old : 44: 20 18 . 4 6 7 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 58.0 72.8 81.0 55.3 52.0 69.5 69.0 Old : 55.6 58.0 72.8 81.0 55.3 52.0 69.5 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 68,248: 44,970 27,319 19,202 33,501 900 100 0 0 1,025 5,280 1,125: 926 123 Old : 68,248: 44,970 27,319 19,202 33,501 900 100 0 0 1,025 5,280 1,125: 926 123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 707: 282 -5,710 415 6,435 -8 0 0 0 0 0 0: 18 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 40.0 28.1 49.1 1.3 0.1 0.0 0.0 1.5 7.7 1.6: 1.4 0.2 Old : 100.0: 65.9 40.0 28.1 49.1 1.3 0.1 0.0 0.0 1.5 7.7 1.6: 1.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 17 15 4 4 4 . 0 0 . . .: Old : 37: 17 15 4 4 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 57.4 76.8 82.7 52.7 57.4 74.9 81.9 Old : 53.8 57.4 76.8 82.7 52.7 57.4 74.9 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 91,388: 60,655 29,955 26,442 53,167 845 196 65 10 973 5,451 1,875: 392 20 Old : 91,388: 60,655 29,955 26,442 53,167 845 196 65 10 973 5,451 1,875: 392 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,495: 915 -5,024 525 6,429 40 0 65 0 15 0 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 32.8 28.9 58.2 0.9 0.2 0.1 0.0 1.1 6.0 2.1: 0.4 0.0 Old : 100.0: 66.4 32.8 28.9 58.2 0.9 0.2 0.1 0.0 1.1 6.0 2.1: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 16 4 4 . . . . . . .: Old : 43: 22 16 4 4 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 62.2 72.9 79.7 51.0 62.2 72.2 79.4 Old : 51.3 62.2 72.9 79.7 51.0 62.2 72.2 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 29,391: 18,743 27,007 8,988 0 1,548 0 0 0 100 286 0: 12 550 Old : 29,391: 18,743 27,007 8,988 0 1,548 0 0 0 100 286 0: 12 550 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -170: -805 -200 605 0 30 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 91.9 30.6 0.0 5.3 0.0 0.0 0.0 0.3 1.0 0.0: 0.0 1.9 Old : 100.0: 63.8 91.9 30.6 0.0 5.3 0.0 0.0 0.0 0.3 1.0 0.0: 0.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 12 4 0 . 0 0 0 . . 0: Old : 25: 15 12 4 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 81.7 89.4 93.6 64.0 77.4 77.2 81.5 Old : 72.7 81.7 89.4 93.6 64.0 77.4 77.2 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 29,596: 25,255 13,040 0 12,961 3,065 0 400 0 1,010 100 0: 266 30 Old : 29,596: 25,255 13,040 0 12,961 3,065 0 400 0 1,010 100 0: 266 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -190: -1,225 135 0 -1,380 1,025 0 0 0 0 0 0: 10 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 44.1 0.0 43.8 10.4 0.0 1.4 0.0 3.4 0.3 0.0: 0.9 0.1 Old : 100.0: 85.3 44.1 0.0 43.8 10.4 0.0 1.4 0.0 3.4 0.3 0.0: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 13 0 . . 0 . 0 . . 0: Old : 23: 14 13 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 62.2 77.4 89.0 44.3 52.0 57.9 61.9 Old : 58.6 62.2 77.4 89.0 44.3 52.0 57.9 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh per Peak Hour : : : Positions : All : 28,755: 20,342 25,683 4,410 820 1,820 150 0 0 1,650 132 300: 83 0 Old : 28,755: 20,342 25,683 4,410 820 1,820 150 0 0 1,650 132 300: 83 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 0: -2,000 0 2,000 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 89.3 15.3 2.9 6.3 0.5 0.0 0.0 5.7 0.5 1.0: 0.3 0.0 Old : 100.0: 70.7 89.3 15.3 2.9 6.3 0.5 0.0 0.0 5.7 0.5 1.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 8 . . . . 0 0 . . .: Old : 21: 11 8 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 79.1 84.7 94.3 51.0 71.5 71.4 75.9 Old : 60.8 79.1 84.7 94.3 51.0 71.5 71.4 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mw per Peak Hour : : : Positions : All : 121,326: 93,632 74,647 200 22,351 10,463 7,887 570 1,096 3,152 7,762 4,283: 613 154 Old : 121,326: 93,632 74,647 200 22,351 10,463 7,887 570 1,096 3,152 7,762 4,283: 613 154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 3,172: 358 -6,707 0 6,391 2,753 425 50 -5 -403 682 43: 1 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 61.5 0.2 18.4 8.6 6.5 0.5 0.9 2.6 6.4 3.5: 0.5 0.1 Old : 100.0: 77.2 61.5 0.2 18.4 8.6 6.5 0.5 0.9 2.6 6.4 3.5: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 73: 36 32 . 5 4 8 . . 9 7 9: Old : 73: 36 32 . 5 4 8 . . 9 7 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 37.0 56.5 61.9 29.9 25.5 39.1 38.2 Old : 40.8 37.0 56.5 61.9 29.9 25.5 39.1 38.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh per Peak Hour : : : Positions : All : 22,864: 13,944 20,184 6,028 1,200 1,480 300 0 0 300 0 0: 812 0 Old : 22,864: 13,944 20,184 6,028 1,200 1,480 300 0 0 300 0 0: 812 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 2,196: 996 1,536 240 -300 960 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 88.3 26.4 5.2 6.5 1.3 0.0 0.0 1.3 0.0 0.0: 3.6 0.0 Old : 100.0: 61.0 88.3 26.4 5.2 6.5 1.3 0.0 0.0 1.3 0.0 0.0: 3.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 9 . . . . 0 0 . 0 0: Old : 21: 10 9 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 67.7 86.7 89.9 66.2 67.6 74.3 78.6 Old : 70.1 67.7 86.7 89.9 66.2 67.6 74.3 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,090: 12,895 18,860 5,753 1,200 1,030 300 0 0 300 0 0: 812 0 Old : 21,090: 12,895 18,860 5,753 1,200 1,030 300 0 0 300 0 0: 812 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 2,150: 1,250 1,790 240 -300 660 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 89.4 27.3 5.7 4.9 1.4 0.0 0.0 1.4 0.0 0.0: 3.9 0.0 Old : 100.0: 61.1 89.4 27.3 5.7 4.9 1.4 0.0 0.0 1.4 0.0 0.0: 3.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 9 . . . . 0 0 . 0 0: Old : 21: 11 9 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 67.0 82.8 90.8 63.8 65.9 73.3 79.6 Old : 65.9 67.0 82.8 90.8 63.8 65.9 73.3 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh per peak hour : : : Positions : All : 33,882: 24,348 24,650 5,175 0 4,269 50 4,663 0 0 300 0: 40 0 Old : 33,882: 24,348 24,650 5,175 0 4,269 50 4,663 0 0 300 0: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,278: -62 -114 548 0 792 0 600 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 72.8 15.3 0.0 12.6 0.1 13.8 0.0 0.0 0.9 0.0: 0.1 0.0 Old : 100.0: 71.9 72.8 15.3 0.0 12.6 0.1 13.8 0.0 0.0 0.9 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 13 . 0 . . . 0 0 . 0: Old : 23: 9 13 . 0 . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.6 52.0 94.1 80.9 62.7 50.2 71.6 66.6 Old : 76.6 52.0 94.1 80.9 62.7 50.2 71.6 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MWh per Off-Peak Hour : : : Positions : All : 31,373: 21,651 22,741 5,413 0 4,269 0 4,063 0 0 300 0: 40 0 Old : 31,373: 21,651 22,741 5,413 0 4,269 0 4,063 0 0 300 0: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,110: -230 18 548 0 792 0 300 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 72.5 17.3 0.0 13.6 0.0 13.0 0.0 0.0 1.0 0.0: 0.1 0.0 Old : 100.0: 69.0 72.5 17.3 0.0 13.6 0.0 13.0 0.0 0.0 1.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 13 . 0 . 0 . 0 0 . 0: Old : 21: 8 13 . 0 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 45.9 94.6 77.2 58.9 43.6 69.2 62.1 Old : 75.7 45.9 94.6 77.2 58.9 43.6 69.2 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh per Off-Peak Hour : : : Positions : All : 69,927: 58,286 44,256 0 15,027 5,697 4,063 325 25 450 3,165 720: 686 712 Old : 69,927: 58,286 44,256 0 15,027 5,697 4,063 325 25 450 3,165 720: 686 712 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 5,498: 3,983 -1,855 0 5,538 1,215 300 0 0 0 600 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 63.3 0.0 21.5 8.1 5.8 0.5 0.0 0.6 4.5 1.0: 1.0 1.0 Old : 100.0: 83.4 63.3 0.0 21.5 8.1 5.8 0.5 0.0 0.6 4.5 1.0: 1.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 18 0 5 4 . . . . 5 .: Old : 36: 20 18 0 5 4 . . . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 46.8 73.1 72.2 44.8 38.0 63.6 56.0 Old : 50.4 46.8 73.1 72.2 44.8 38.0 63.6 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 33,906: 23,371 31,784 8,954 50 1,444 0 0 0 100 196 0: 37 432 Old : 33,906: 23,371 31,784 8,954 50 1,444 0 0 0 100 196 0: 37 432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 159: -441 159 600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 93.7 26.4 0.1 4.3 0.0 0.0 0.0 0.3 0.6 0.0: 0.1 1.3 Old : 100.0: 68.9 93.7 26.4 0.1 4.3 0.0 0.0 0.0 0.3 0.6 0.0: 0.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 15 4 . . 0 0 0 . . 0: Old : 30: 19 15 4 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 77.1 80.0 93.2 50.2 72.4 67.5 76.7 Old : 58.5 77.1 80.0 93.2 50.2 72.4 67.5 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 45,475: 37,591 26,755 55 12,667 5,303 2,160 425 0 0 255 70: 296 0 Old : 45,475: 37,591 26,755 55 12,667 5,303 2,160 425 0 0 255 70: 296 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 738: -281 484 55 -786 1,040 -96 0 0 0 -20 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 58.8 0.1 27.9 11.7 4.7 0.9 0.0 0.0 0.6 0.2: 0.7 0.0 Old : 100.0: 82.7 58.8 0.1 27.9 11.7 4.7 0.9 0.0 0.0 0.6 0.2: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 18 . . 4 4 . 0 0 . .: Old : 34: 18 18 . . 4 4 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 69.6 79.8 91.3 51.3 58.7 65.0 71.1 Old : 58.1 69.6 79.8 91.3 51.3 58.7 65.0 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 48,062: 35,418 44,018 7,414 1,194 2,225 0 100 0 2,202 0 95: 708 430 Old : 48,062: 35,418 44,018 7,414 1,194 2,225 0 100 0 2,202 0 95: 708 430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 250: -160 -85 375 300 35 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 91.6 15.4 2.5 4.6 0.0 0.2 0.0 4.6 0.0 0.2: 1.5 0.9 Old : 100.0: 73.7 91.6 15.4 2.5 4.6 0.0 0.2 0.0 4.6 0.0 0.2: 1.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 13 . . . 0 . 0 5 0 .: Old : 31: 17 13 . . . 0 . 0 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 88.1 75.3 94.2 48.0 83.5 71.4 85.7 Old : 50.8 88.1 75.3 94.2 48.0 83.5 71.4 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 54,195: 39,930 46,211 8,897 5,629 1,750 0 161 0 3,019 0 119: 480 325 Old : 54,195: 39,930 46,211 8,897 5,629 1,750 0 161 0 3,019 0 119: 480 325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 665: -650 485 1,140 10 170 0 0 0 5 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 85.3 16.4 10.4 3.2 0.0 0.3 0.0 5.6 0.0 0.2: 0.9 0.6 Old : 100.0: 73.7 85.3 16.4 10.4 3.2 0.0 0.3 0.0 5.6 0.0 0.2: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 13 . . 4 0 . 0 4 0 .: Old : 33: 17 13 . . 4 0 . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 81.2 70.6 91.9 41.2 77.8 65.2 82.9 Old : 46.3 81.2 70.6 91.9 41.2 77.8 65.2 82.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 368 Hours) : : : Positions : All : 90,244: 71,184 80,603 15,599 5,340 1,003 41 237 135 653 1,769 1,117: 512 40 Old : 90,244: 71,184 80,603 15,599 5,340 1,003 41 237 135 653 1,769 1,117: 512 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,341: -2,089 981 3,341 81 140 0 52 115 10 185 -92: -84 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 89.3 17.3 5.9 1.1 0.0 0.3 0.1 0.7 2.0 1.2: 0.6 0.0 Old : 100.0: 78.9 89.3 17.3 5.9 1.1 0.0 0.3 0.1 0.7 2.0 1.2: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 19 25 5 . 4 . . . . . .: Old : 43: 19 25 5 . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 61.3 78.5 82.0 57.3 59.0 75.2 77.9 Old : 60.1 61.3 78.5 82.0 57.3 59.0 75.2 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 115,666: 91,288 98,844 17,556 5,198 1,622 659 2,159 235 1,942 5,392 1,951: 412 265 Old : 115,666: 91,288 98,844 17,556 5,198 1,622 659 2,159 235 1,942 5,392 1,951: 412 265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,475: -2,667 818 3,997 0 -8 52 -29 9 130 670 -25: -14 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 85.5 15.2 4.5 1.4 0.6 1.9 0.2 1.7 4.7 1.7: 0.4 0.2 Old : 100.0: 78.9 85.5 15.2 4.5 1.4 0.6 1.9 0.2 1.7 4.7 1.7: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 22 27 5 . 4 . 5 4 4 . 5: Old : 55: 22 27 5 . 4 . 5 4 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 50.2 75.4 73.7 58.0 49.2 72.0 70.2 Old : 59.9 50.2 75.4 73.7 58.0 49.2 72.0 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 65,891: 50,098 57,543 12,294 57 2,046 0 3,635 0 1,311 2,453 127: 15 30 Old : 65,891: 50,098 57,543 12,294 57 2,046 0 3,635 0 1,311 2,453 127: 15 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 964: 182 768 553 -289 289 0 -39 0 -20 275 -40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 87.3 18.7 0.1 3.1 0.0 5.5 0.0 2.0 3.7 0.2: 0.0 0.0 Old : 100.0: 76.0 87.3 18.7 0.1 3.1 0.0 5.5 0.0 2.0 3.7 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 10 . . . 0 . 0 4 . .: Old : 33: 19 10 . . . 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.2 87.0 87.1 94.2 76.2 85.5 84.4 90.1 Old : 78.2 87.0 87.1 94.2 76.2 85.5 84.4 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 51,930: 36,440 47,790 13,831 0 354 0 201 150 50 2,330 1,105: 0 0 Old : 51,930: 36,440 47,790 13,831 0 354 0 201 150 50 2,330 1,105: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 476: 1 275 550 0 0 0 -74 0 -75 275 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 92.0 26.6 0.0 0.7 0.0 0.4 0.3 0.1 4.5 2.1: 0.0 0.0 Old : 100.0: 70.2 92.0 26.6 0.0 0.7 0.0 0.4 0.3 0.1 4.5 2.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 10 4 0 . 0 . . . . .: Old : 29: 14 10 4 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.4 93.8 91.5 97.8 82.4 91.5 90.5 94.5 Old : 82.4 93.8 91.5 97.8 82.4 91.5 90.5 94.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 49,207: 29,053 39,744 10,457 194 7,995 100 0 0 776 1,076 148: 678 50 Old : 49,207: 29,053 39,744 10,457 194 7,995 100 0 0 776 1,076 148: 678 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 232: 257 -368 -625 0 600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 80.8 21.3 0.4 16.2 0.2 0.0 0.0 1.6 2.2 0.3: 1.4 0.1 Old : 100.0: 59.0 80.8 21.3 0.4 16.2 0.2 0.0 0.0 1.6 2.2 0.3: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 16 4 . . . 0 0 . . .: Old : 29: 16 16 4 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 79.1 78.6 90.2 45.1 60.7 57.7 65.6 Old : 54.7 79.1 78.6 90.2 45.1 60.7 57.7 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 53,906: 37,849 42,678 9,273 4,283 3,273 2,016 2,400 0 847 709 207: 441 356 Old : 53,906: 37,849 42,678 9,273 4,283 3,273 2,016 2,400 0 847 709 207: 441 356 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -351: -331 -1,311 -610 348 609 0 0 0 -17 0 3: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 79.2 17.2 7.9 6.1 3.7 4.5 0.0 1.6 1.3 0.4: 0.8 0.7 Old : 100.0: 70.2 79.2 17.2 7.9 6.1 3.7 4.5 0.0 1.6 1.3 0.4: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 15 . 5 6 . . 0 . . .: Old : 34: 18 15 . 5 6 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 71.3 76.4 87.3 56.6 64.7 70.6 72.5 Old : 58.0 71.3 76.4 87.3 56.6 64.7 70.6 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 19,931: 9,361 16,491 9,483 284 500 0 1,720 0 51 838 0: 536 98 Old : 19,931: 9,361 16,491 9,483 284 500 0 1,720 0 51 838 0: 536 98 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -180: -60 -519 -180 279 60 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 82.7 47.6 1.4 2.5 0.0 8.6 0.0 0.3 4.2 0.0: 2.7 0.5 Old : 100.0: 47.0 82.7 47.6 1.4 2.5 0.0 8.6 0.0 0.3 4.2 0.0: 2.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 10 . . . 0 . 0 . . 0: Old : 23: 10 10 . . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.1 74.1 89.7 90.6 71.7 72.3 87.7 88.7 Old : 72.1 74.1 89.7 90.6 71.7 72.3 87.7 88.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 17,932: 8,039 15,602 8,155 490 642 0 400 0 50 740 0: 1,046 58 Old : 17,932: 8,039 15,602 8,155 490 642 0 400 0 50 740 0: 1,046 58 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -180: 0 -560 -180 380 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 87.0 45.5 2.7 3.6 0.0 2.2 0.0 0.3 4.1 0.0: 5.8 0.3 Old : 100.0: 44.8 87.0 45.5 2.7 3.6 0.0 2.2 0.0 0.3 4.1 0.0: 5.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 7 7 . . . 0 . 0 . . 0: Old : 20: 7 7 . . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.8 76.6 90.6 92.1 69.6 74.8 88.4 90.4 Old : 71.8 76.6 90.6 92.1 69.6 74.8 88.4 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,992: 19,470 16,669 1,900 6,809 68 496 0 0 1,345 0 102: 611 344 Old : 23,992: 19,470 16,669 1,900 6,809 68 496 0 0 1,345 0 102: 611 344 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 50: 50 0 -10 39 10 0 0 0 0 0 0: 0 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 69.5 7.9 28.4 0.3 2.1 0.0 0.0 5.6 0.0 0.4: 2.5 1.4 Old : 100.0: 81.2 69.5 7.9 28.4 0.3 2.1 0.0 0.0 5.6 0.0 0.4: 2.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 15 . . . . 0 0 . 0 .: Old : 27: 13 15 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 72.6 84.6 92.3 66.3 72.6 82.0 91.0 Old : 67.8 72.6 84.6 92.3 66.3 72.6 82.0 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 368 Hours) : : : Positions : All : 16,189: 13,071 13,825 1,769 1,736 6 0 0 0 729 100 40: 574 482 Old : 16,189: 13,071 13,825 1,769 1,736 6 0 0 0 729 100 40: 574 482 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 85.4 10.9 10.7 0.0 0.0 0.0 0.0 4.5 0.6 0.2: 3.5 3.0 Old : 100.0: 80.7 85.4 10.9 10.7 0.0 0.0 0.0 0.0 4.5 0.6 0.2: 3.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 . . . 0 0 0 . . .: Old : 23: 13 10 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 83.8 82.6 94.6 67.2 82.3 81.3 90.5 Old : 67.2 83.8 82.6 94.6 67.2 82.3 81.3 90.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 42,272: 27,815 19,702 7,494 14,517 1,793 1,800 4,860 50 2,220 599 710: 390 41 Old : 42,272: 27,815 19,702 7,494 14,517 1,793 1,800 4,860 50 2,220 599 710: 390 41 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 248: -1,108 -303 615 -150 741 0 -40 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 46.6 17.7 34.3 4.2 4.3 11.5 0.1 5.3 1.4 1.7: 0.9 0.1 Old : 100.0: 65.8 46.6 17.7 34.3 4.2 4.3 11.5 0.1 5.3 1.4 1.7: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 23 19 4 . 5 . 4 . . . .: Old : 40: 23 19 4 . 5 . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 69.3 65.3 83.4 44.4 57.6 59.6 68.8 Old : 45.9 69.3 65.3 83.4 44.4 57.6 59.6 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 368 Hours) : : : Positions : All : 24,749: 18,869 8,422 2,298 11,803 903 600 2,790 0 1,043 0 675: 361 156 Old : 24,749: 18,869 8,422 2,298 11,803 903 600 2,790 0 1,043 0 675: 361 156 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -300: -799 10 479 -330 20 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 34.0 9.3 47.7 3.6 2.4 11.3 0.0 4.2 0.0 2.7: 1.5 0.6 Old : 100.0: 76.2 34.0 9.3 47.7 3.6 2.4 11.3 0.0 4.2 0.0 2.7: 1.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 17 . . 4 . . 0 . 0 .: Old : 33: 17 17 . . 4 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 72.3 74.9 82.9 51.4 70.2 67.5 77.7 Old : 57.5 72.3 74.9 82.9 51.4 70.2 67.5 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 17,788: 5,213 17,047 9,227 0 257 93 0 363 2,495 0 60: 80 61 Old : 17,788: 5,213 17,047 9,227 0 257 93 0 363 2,495 0 60: 80 61 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 132: -137 30 219 0 50 -40 0 40 0 0 0: 0 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 95.8 51.9 0.0 1.4 0.5 0.0 2.0 14.0 0.0 0.3: 0.4 0.3 Old : 100.0: 29.3 95.8 51.9 0.0 1.4 0.5 0.0 2.0 14.0 0.0 0.3: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 12 4 0 . . 0 . 7 0 .: Old : 30: 14 12 4 0 . . 0 . 7 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 84.6 81.1 94.9 59.4 80.1 78.4 88.6 Old : 61.0 84.6 81.1 94.9 59.4 80.1 78.4 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW for about 368 Hours) : : : Positions : All : 21,049: 5,961 20,948 11,147 0 0 0 86 15 3,615 0 0: 311 0 Old : 21,049: 5,961 20,948 11,147 0 0 0 86 15 3,615 0 0: 311 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 99.5 53.0 0.0 0.0 0.0 0.4 0.1 17.2 0.0 0.0: 1.5 0.0 Old : 100.0: 28.3 99.5 53.0 0.0 0.0 0.0 0.4 0.1 17.2 0.0 0.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 10 . 0 0 0 . . 5 0 0: Old : 27: 13 10 . 0 0 0 . . 5 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 93.4 88.6 98.9 65.9 92.6 87.0 96.3 Old : 65.9 93.4 88.6 98.9 65.9 92.6 87.0 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,677: 6,843 7,531 4,243 4,100 1,846 0 0 0 440 0 100: 205 100 Old : 13,677: 6,843 7,531 4,243 4,100 1,846 0 0 0 440 0 100: 205 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,300: 1,200 1,210 35 0 90 0 0 0 0 0 0: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 55.1 31.0 30.0 13.5 0.0 0.0 0.0 3.2 0.0 0.7: 1.5 0.7 Old : 100.0: 50.0 55.1 31.0 30.0 13.5 0.0 0.0 0.0 3.2 0.0 0.7: 1.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 7 4 . 4 0 0 0 . 0 .: Old : 23: 13 7 4 . 4 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 78.7 86.4 93.4 60.3 74.2 76.1 82.3 Old : 67.7 78.7 86.4 93.4 60.3 74.2 76.1 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,136: 5,910 6,748 1,783 1,585 1,498 0 0 0 260 0 205: 480 100 Old : 10,136: 5,910 6,748 1,783 1,585 1,498 0 0 0 260 0 205: 480 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,435: 1,200 1,210 360 325 -100 0 0 0 0 0 0: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 66.6 17.6 15.6 14.8 0.0 0.0 0.0 2.6 0.0 2.0: 4.7 1.0 Old : 100.0: 58.3 66.6 17.6 15.6 14.8 0.0 0.0 0.0 2.6 0.0 2.0: 4.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 7 . . 4 0 0 0 . 0 .: Old : 22: 12 7 . . 4 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 76.8 83.3 93.4 57.6 68.7 68.9 77.4 Old : 69.3 76.8 83.3 93.4 57.6 68.7 68.9 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 46,926: 17,006 41,206 23,890 3,070 1,505 780 0 0 2,430 0 1,145: 170 0 Old : 46,926: 17,006 41,206 23,890 3,070 1,505 780 0 0 2,430 0 1,145: 170 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 60: 0 60 60 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 87.8 50.9 6.5 3.2 1.7 0.0 0.0 5.2 0.0 2.4: 0.4 0.0 Old : 100.0: 36.2 87.8 50.9 6.5 3.2 1.7 0.0 0.0 5.2 0.0 2.4: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 13 . . . . 0 0 4 0 .: Old : 32: 16 13 . . . . 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 78.3 87.2 90.2 71.1 78.3 81.2 87.3 Old : 75.1 78.3 87.2 90.2 71.1 78.3 81.2 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,321: 18,576 43,916 25,125 3,070 1,225 780 0 0 2,345 0 1,110: 160 0 Old : 49,321: 18,576 43,916 25,125 3,070 1,225 780 0 0 2,345 0 1,110: 160 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 50: 20 60 40 0 -10 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 89.0 50.9 6.2 2.5 1.6 0.0 0.0 4.8 0.0 2.3: 0.3 0.0 Old : 100.0: 37.7 89.0 50.9 6.2 2.5 1.6 0.0 0.0 4.8 0.0 2.3: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 11 . . . . 0 0 4 0 .: Old : 32: 16 11 . . . . 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 79.7 86.2 91.1 69.3 79.7 80.5 88.2 Old : 73.0 79.7 86.2 91.1 69.3 79.7 80.5 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 119,542: 86,039 100,515 18,493 2,703 11,356 0 1,395 485 1,432 1,555 1,392: 345 141 Old : 119,542: 86,039 100,515 18,493 2,703 11,356 0 1,395 485 1,432 1,555 1,392: 345 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,773: -426 -209 1,070 145 1,195 0 210 -10 25 525 -83: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 84.1 15.5 2.3 9.5 0.0 1.2 0.4 1.2 1.3 1.2: 0.3 0.1 Old : 100.0: 72.0 84.1 15.5 2.3 9.5 0.0 1.2 0.4 1.2 1.3 1.2: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 31 26 4 . 7 0 4 . 6 5 4: Old : 60: 31 26 4 . 7 0 4 . 6 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 56.8 66.5 72.8 45.6 49.6 59.1 60.5 Old : 48.4 56.8 66.5 72.8 45.6 49.6 59.1 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 130,679: 91,977 109,824 20,086 580 13,937 0 2,264 639 2,083 1,546 1,830: 127 59 Old : 130,679: 91,977 109,824 20,086 580 13,937 0 2,264 639 2,083 1,546 1,830: 127 59 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 2,792: -1,529 1,225 3,913 100 1,265 0 145 5 -928 -5 62: 4 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 84.0 15.4 0.4 10.7 0.0 1.7 0.5 1.6 1.2 1.4: 0.1 0.0 Old : 100.0: 70.4 84.0 15.4 0.4 10.7 0.0 1.7 0.5 1.6 1.2 1.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 32 28 6 . 7 0 5 . 6 7 5: Old : 65: 32 28 6 . 7 0 5 . 6 7 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 58.6 60.0 73.9 37.4 52.5 49.6 61.3 Old : 42.0 58.6 60.0 73.9 37.4 52.5 49.6 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 566,888: 363,554 393,068 14,394 12,396 96,634 22,072 8,089 22,823 19,915 6,823 26,653: 844 402 Old : 566,888: 363,554 393,068 14,394 12,396 96,634 22,072 8,089 22,823 19,915 6,823 26,653: 844 402 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 16,472: 5,402 8,899 5,019 2,313 1,841 1,144 628 1,251 657 687 1,067: 91 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 69.3 2.5 2.2 17.0 3.9 1.4 4.0 3.5 1.2 4.7: 0.1 0.1 Old : 100.0: 64.1 69.3 2.5 2.2 17.0 3.9 1.4 4.0 3.5 1.2 4.7: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 97: 42 42 . 5 7 14 6 9 16 8 19: Old : 97: 42 42 . 5 7 14 6 9 16 8 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 39.2 65.6 64.1 10.5 15.1 14.1 18.3 Old : 42.7 39.2 65.6 64.1 10.5 15.1 14.1 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,267: 9,242 11,385 1,425 2,157 1,950 985 625 0 1,770 0 0: 895 150 Old : 16,267: 9,242 11,385 1,425 2,157 1,950 985 625 0 1,770 0 0: 895 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -5: 0 25 -25 -30 10 0 0 0 0 0 0: 10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 70.0 8.8 13.3 12.0 6.1 3.8 0.0 10.9 0.0 0.0: 5.5 0.9 Old : 100.0: 56.8 70.0 8.8 13.3 12.0 6.1 3.8 0.0 10.9 0.0 0.0: 5.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 10 9 . . . . . 0 . 0 0: Old : 25: 10 9 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 81.1 81.3 96.3 45.7 70.8 67.8 78.9 Old : 51.2 81.1 81.3 96.3 45.7 70.8 67.8 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,700: 7,655 8,700 1,300 2,285 1,950 335 625 0 1,420 0 0: 1,040 140 Old : 13,700: 7,655 8,700 1,300 2,285 1,950 335 625 0 1,420 0 0: 1,040 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 5: 0 25 -25 -30 10 0 0 0 0 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 63.5 9.5 16.7 14.2 2.4 4.6 0.0 10.4 0.0 0.0: 7.6 1.0 Old : 100.0: 55.9 63.5 9.5 16.7 14.2 2.4 4.6 0.0 10.4 0.0 0.0: 7.6 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 9 . . . . . 0 . 0 0: Old : 24: 10 9 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 80.3 82.7 95.7 41.8 65.7 64.7 75.3 Old : 52.1 80.3 82.7 95.7 41.8 65.7 64.7 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 352 Hours) : : : Positions : All : 25,685: 22,078 21,685 677 858 1,992 0 0 0 465 755 365: 108 30 Old : 25,685: 22,078 21,685 677 858 1,992 0 0 0 465 755 365: 108 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,826: 889 978 477 50 450 0 0 0 0 350 0: 10 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 84.4 2.6 3.3 7.8 0.0 0.0 0.0 1.8 2.9 1.4: 0.4 0.1 Old : 100.0: 86.0 84.4 2.6 3.3 7.8 0.0 0.0 0.0 1.8 2.9 1.4: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 15 . . 4 0 0 0 . . .: Old : 34: 20 15 . . 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 73.0 78.5 83.7 54.6 60.3 64.1 66.8 Old : 59.2 73.0 78.5 83.7 54.6 60.3 64.1 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1MW for about 352 Hours) : : : Positions : All : 14,251: 10,406 13,246 650 480 525 1,600 0 0 650 0 0: 420 0 Old : 14,251: 10,406 13,246 650 480 525 1,600 0 0 650 0 0: 420 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 185: 95 85 300 0 100 0 0 0 -300 0 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 92.9 4.6 3.4 3.7 11.2 0.0 0.0 4.6 0.0 0.0: 2.9 0.0 Old : 100.0: 73.0 92.9 4.6 3.4 3.7 11.2 0.0 0.0 4.6 0.0 0.0: 2.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 10 . . . . 0 0 . 0 0: Old : 30: 19 10 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 77.0 81.3 91.9 55.7 68.6 66.9 78.4 Old : 63.1 77.0 81.3 91.9 55.7 68.6 66.9 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 88,417: 63,990 56,738 12,298 16,424 1,754 0 5,943 240 2,860 0 0: 7,275 7,318 Old : 88,417: 63,990 56,738 12,298 16,424 1,754 0 5,943 240 2,860 0 0: 7,275 7,318 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 125: -784 -1,655 0 871 909 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 64.2 13.9 18.6 2.0 0.0 6.7 0.3 3.2 0.0 0.0: 8.2 8.3 Old : 100.0: 72.4 64.2 13.9 18.6 2.0 0.0 6.7 0.3 3.2 0.0 0.0: 8.2 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . . . 0 . . . 0 0: Old : 25: 13 14 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 65.0 86.1 84.0 73.0 63.9 81.9 79.3 Old : 74.9 65.0 86.1 84.0 73.0 63.9 81.9 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 69,807: 50,045 39,435 8,486 17,066 1,019 25 4,678 60 2,545 0 0: 7,627 7,549 Old : 69,807: 50,045 39,435 8,486 17,066 1,019 25 4,678 60 2,545 0 0: 7,627 7,549 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 161: -514 -1,525 45 1,046 739 0 0 0 0 0 0: -109 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 56.5 12.2 24.4 1.5 0.0 6.7 0.1 3.6 0.0 0.0: 10.9 10.8 Old : 100.0: 71.7 56.5 12.2 24.4 1.5 0.0 6.7 0.1 3.6 0.0 0.0: 10.9 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 12 . . . . . . . 0 0: Old : 23: 14 12 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 65.0 82.7 82.1 72.6 64.3 80.0 79.1 Old : 73.7 65.0 82.7 82.1 72.6 64.3 80.0 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,351: 10,510 18,011 8,120 0 4,105 605 700 175 50 0 0: 3,786 4,360 Old : 27,351: 10,510 18,011 8,120 0 4,105 605 700 175 50 0 0: 3,786 4,360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 275: -845 275 1,120 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 65.9 29.7 0.0 15.0 2.2 2.6 0.6 0.2 0.0 0.0: 13.8 15.9 Old : 100.0: 38.4 65.9 29.7 0.0 15.0 2.2 2.6 0.6 0.2 0.0 0.0: 13.8 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 11 . 0 . . . . . 0 0: Old : 20: 11 11 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 57.6 79.6 75.0 45.0 50.1 55.6 56.7 Old : 65.3 57.6 79.6 75.0 45.0 50.1 55.6 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 15,990: 11,295 7,700 0 7,071 664 3,195 0 225 0 0 0: 611 330 Old : 15,990: 11,295 7,700 0 7,071 664 3,195 0 225 0 0 0: 611 330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 48.2 0.0 44.2 4.2 20.0 0.0 1.4 0.0 0.0 0.0: 3.8 2.1 Old : 100.0: 70.6 48.2 0.0 44.2 4.2 20.0 0.0 1.4 0.0 0.0 0.0: 3.8 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 10 0 . . 4 0 . 0 0 0: Old : 20: 9 10 0 . . 4 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 80.5 85.3 94.4 66.8 76.1 80.2 88.2 Old : 67.9 80.5 85.3 94.4 66.8 76.1 80.2 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 44,277: 26,994 17,713 7,611 15,716 0 3,965 4,574 1,780 137 704 540: 3,250 3,250 Old : 44,277: 26,994 17,713 7,611 15,716 0 3,965 4,574 1,780 137 704 540: 3,250 3,250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 675: -2,330 377 2,767 0 0 0 0 0 -60 0 60: 238 238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 40.0 17.2 35.5 0.0 9.0 10.3 4.0 0.3 1.6 1.2: 7.3 7.3 Old : 100.0: 61.0 40.0 17.2 35.5 0.0 9.0 10.3 4.0 0.3 1.6 1.2: 7.3 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 13 . . 0 . . . . . .: Old : 27: 15 13 . . 0 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 57.0 70.1 74.9 35.8 52.1 50.7 62.8 Old : 49.9 57.0 70.1 74.9 35.8 52.1 50.7 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 32,394: 19,164 12,189 9,375 8,560 0 350 7,215 720 0 927 336: 2,449 2,447 Old : 32,394: 19,164 12,189 9,375 8,560 0 350 7,215 720 0 927 336: 2,449 2,447 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 281: -2,692 220 3,092 0 0 0 0 0 0 0 0: -119 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 37.6 28.9 26.4 0.0 1.1 22.3 2.2 0.0 2.9 1.0: 7.6 7.6 Old : 100.0: 59.2 37.6 28.9 26.4 0.0 1.1 22.3 2.2 0.0 2.9 1.0: 7.6 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 10 . . 0 . . . 0 . .: Old : 24: 13 10 . . 0 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 58.7 79.4 81.3 51.4 56.2 66.0 67.7 Old : 59.0 58.7 79.4 81.3 51.4 56.2 66.0 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,320: 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60: 1,830 1,675 Old : 20,320: 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60: 1,830 1,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 38.3 35.3 0.0 1.0 0.1 50.2 2.0 0.1 0.0 0.3: 9.0 8.2 Old : 100.0: 52.3 38.3 35.3 0.0 1.0 0.1 50.2 2.0 0.1 0.0 0.3: 9.0 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 . 0 . . . . . 0 .: Old : 22: 11 11 . 0 . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 69.5 80.3 86.1 46.2 62.5 67.0 72.4 Old : 54.5 69.5 80.3 86.1 46.2 62.5 67.0 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 93,723: 38,513 34,486 17,390 39,965 3,880 18,940 845 0 730 0 680: 13,590 13,867 Old : 93,723: 38,513 34,486 17,390 39,965 3,880 18,940 845 0 730 0 680: 13,590 13,867 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,640: -2,390 -375 1,315 600 1,375 1,300 0 0 0 0 0: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 36.8 18.6 42.6 4.1 20.2 0.9 0.0 0.8 0.0 0.7: 14.5 14.8 Old : 100.0: 41.1 36.8 18.6 42.6 4.1 20.2 0.9 0.0 0.8 0.0 0.7: 14.5 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 15 . . . . . 0 . 0 .: Old : 28: 15 15 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 60.2 76.8 74.7 59.0 60.0 66.0 66.8 Old : 62.5 60.2 76.8 74.7 59.0 60.0 66.0 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 89,855: 37,299 35,551 16,177 35,870 3,490 19,190 755 0 138 460 561: 13,000 13,168 Old : 89,855: 37,299 35,551 16,177 35,870 3,490 19,190 755 0 138 460 561: 13,000 13,168 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,600: -1,970 145 1,415 600 855 1,300 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 39.6 18.0 39.9 3.9 21.4 0.8 0.0 0.2 0.5 0.6: 14.5 14.7 Old : 100.0: 41.5 39.6 18.0 39.9 3.9 21.4 0.8 0.0 0.2 0.5 0.6: 14.5 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 15 . . . . . 0 . . .: Old : 29: 14 15 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 58.4 76.7 75.6 58.8 58.4 65.0 66.3 Old : 61.9 58.4 76.7 75.6 58.8 58.4 65.0 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 30,233: 22,855 6,792 130 1,163 2,165 0 11,170 200 1,045 4,980 230: 3,608 3,533 Old : 30,233: 22,855 6,792 130 1,163 2,165 0 11,170 200 1,045 4,980 230: 3,608 3,533 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 475: 500 0 -150 350 125 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 22.5 0.4 3.8 7.2 0.0 36.9 0.7 3.5 16.5 0.8: 11.9 11.7 Old : 100.0: 75.6 22.5 0.4 3.8 7.2 0.0 36.9 0.7 3.5 16.5 0.8: 11.9 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 8 . . . 0 . . . . .: Old : 27: 17 8 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 57.0 66.5 74.5 44.0 50.0 57.9 61.9 Old : 46.6 57.0 66.5 74.5 44.0 50.0 57.9 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 29,958: 22,755 6,832 130 1,273 2,140 0 11,120 200 1,045 4,780 255: 3,433 3,358 Old : 29,958: 22,755 6,832 130 1,273 2,140 0 11,120 200 1,045 4,780 255: 3,433 3,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 475: 500 0 -150 350 125 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 22.8 0.4 4.2 7.1 0.0 37.1 0.7 3.5 16.0 0.9: 11.5 11.2 Old : 100.0: 76.0 22.8 0.4 4.2 7.1 0.0 37.1 0.7 3.5 16.0 0.9: 11.5 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 8 . . . 0 . . . . .: Old : 27: 17 8 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 57.2 66.7 75.0 44.4 50.0 58.5 62.2 Old : 47.0 57.2 66.7 75.0 44.4 50.0 58.5 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 56,022: 19,777 44,470 16,813 8,585 215 10,935 0 0 5,455 0 0: 2,827 2,752 Old : 56,022: 19,777 44,470 16,813 8,585 215 10,935 0 0 5,455 0 0: 2,827 2,752 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 480: -55 -45 425 440 120 0 0 0 0 0 0: -10 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 79.4 30.0 15.3 0.4 19.5 0.0 0.0 9.7 0.0 0.0: 5.0 4.9 Old : 100.0: 35.3 79.4 30.0 15.3 0.4 19.5 0.0 0.0 9.7 0.0 0.0: 5.0 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 11 . 4 . . 0 0 . 0 0: Old : 24: 12 11 . 4 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 85.7 91.2 92.0 70.9 85.1 90.2 90.2 Old : 71.4 85.7 91.2 92.0 70.9 85.1 90.2 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 55,670: 19,480 46,255 17,925 6,725 215 10,585 0 0 4,880 0 0: 2,585 2,475 Old : 55,670: 19,480 46,255 17,925 6,725 215 10,585 0 0 4,880 0 0: 2,585 2,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 425: -120 -60 425 365 120 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 83.1 32.2 12.1 0.4 19.0 0.0 0.0 8.8 0.0 0.0: 4.6 4.4 Old : 100.0: 35.0 83.1 32.2 12.1 0.4 19.0 0.0 0.0 8.8 0.0 0.0: 4.6 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 9 . . . . 0 0 . 0 0: Old : 20: 11 9 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 89.1 92.6 93.9 71.9 88.5 91.3 92.0 Old : 72.6 89.1 92.6 93.9 71.9 88.5 91.3 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,480: 16,930 47,920 14,585 1,310 1,695 2,610 300 260 14,565 0 85: 2,750 1,910 Old : 53,480: 16,930 47,920 14,585 1,310 1,695 2,610 300 260 14,565 0 85: 2,750 1,910 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 615: -110 150 860 0 215 -600 0 65 0 0 0: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 89.6 27.3 2.4 3.2 4.9 0.6 0.5 27.2 0.0 0.2: 5.1 3.6 Old : 100.0: 31.7 89.6 27.3 2.4 3.2 4.9 0.6 0.5 27.2 0.0 0.2: 5.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 10 . . . . . . . 0 .: Old : 29: 15 10 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 85.5 78.3 93.4 59.6 85.1 74.7 89.8 Old : 62.2 85.5 78.3 93.4 59.6 85.1 74.7 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 47,245: 14,695 41,475 14,215 1,550 1,300 2,510 300 285 11,165 0 435: 2,640 1,900 Old : 47,245: 14,695 41,475 14,215 1,550 1,300 2,510 300 285 11,165 0 435: 2,640 1,900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 340: -385 -125 860 0 215 -600 0 65 0 0 0: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 87.8 30.1 3.3 2.8 5.3 0.6 0.6 23.6 0.0 0.9: 5.6 4.0 Old : 100.0: 31.1 87.8 30.1 3.3 2.8 5.3 0.6 0.6 23.6 0.0 0.9: 5.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 11 . . . . . . . 0 .: Old : 29: 15 11 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 83.1 78.6 91.7 57.6 82.3 74.7 89.2 Old : 60.7 83.1 78.6 91.7 57.6 82.3 74.7 89.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 85,590: 26,690 74,630 16,535 2,195 1,910 19,935 210 2,100 13,730 300 1,225: 3,465 3,020 Old : 85,590: 26,690 74,630 16,535 2,195 1,910 19,935 210 2,100 13,730 300 1,225: 3,465 3,020 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 0: -85 -2,280 50 2,195 85 0 0 0 -50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 87.2 19.3 2.6 2.2 23.3 0.2 2.5 16.0 0.4 1.4: 4.0 3.5 Old : 100.0: 31.2 87.2 19.3 2.6 2.2 23.3 0.2 2.5 16.0 0.4 1.4: 4.0 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 10 . . . . . . . . .: Old : 31: 17 10 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 76.4 82.0 87.3 58.5 76.2 76.4 85.2 Old : 62.7 76.4 82.0 87.3 58.5 76.2 76.4 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 83,925: 25,515 72,675 17,500 2,195 1,935 19,585 510 2,100 12,845 300 1,225: 3,220 2,985 Old : 83,925: 25,515 72,675 17,500 2,195 1,935 19,585 510 2,100 12,845 300 1,225: 3,220 2,985 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 0: -85 -2,280 0 2,195 85 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 86.6 20.9 2.6 2.3 23.3 0.6 2.5 15.3 0.4 1.5: 3.8 3.6 Old : 100.0: 30.4 86.6 20.9 2.6 2.3 23.3 0.6 2.5 15.3 0.4 1.5: 3.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 11 . . . . . . . . .: Old : 31: 16 11 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 76.2 82.1 87.3 60.2 76.0 75.7 84.6 Old : 64.5 76.2 82.1 87.3 60.2 76.0 75.7 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,883: 35,873 25,559 2,201 20,739 250 13,715 1,070 1,880 1,390 5,920 1,300: 6,274 6,165 Old : 62,883: 35,873 25,559 2,201 20,739 250 13,715 1,070 1,880 1,390 5,920 1,300: 6,274 6,165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,360: -336 90 2,006 1,515 -105 0 0 0 0 -140 0: -205 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 40.6 3.5 33.0 0.4 21.8 1.7 3.0 2.2 9.4 2.1: 10.0 9.8 Old : 100.0: 57.0 40.6 3.5 33.0 0.4 21.8 1.7 3.0 2.2 9.4 2.1: 10.0 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 9 . . . . . . . . .: Old : 27: 16 9 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 75.1 70.2 87.5 54.6 67.0 65.5 75.8 Old : 55.2 75.1 70.2 87.5 54.6 67.0 65.5 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 54,466: 31,646 25,152 2,201 14,482 250 9,840 1,070 1,880 1,030 4,390 1,355: 6,264 5,887 Old : 54,466: 31,646 25,152 2,201 14,482 250 9,840 1,070 1,880 1,030 4,390 1,355: 6,264 5,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,370: -531 100 2,006 1,475 -105 0 0 0 0 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 46.2 4.0 26.6 0.5 18.1 2.0 3.5 1.9 8.1 2.5: 11.5 10.8 Old : 100.0: 58.1 46.2 4.0 26.6 0.5 18.1 2.0 3.5 1.9 8.1 2.5: 11.5 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 8 . . . . . . . . .: Old : 28: 16 8 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 72.9 69.8 86.1 52.5 64.9 64.2 72.5 Old : 56.5 72.9 69.8 86.1 52.5 64.9 64.2 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 231,276: 132,918 81,337 31,499 7,836 9,659 0 47,944 45 425 27,668 286: 56,444 56,501 Old : 231,276: 132,918 81,337 31,499 7,836 9,659 0 47,944 45 425 27,668 286: 56,444 56,501 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 2,522: -2,995 -8,661 1,499 6,806 3,091 0 9 0 -300 70 -120: 1,347 1,327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 35.2 13.6 3.4 4.2 0.0 20.7 0.0 0.2 12.0 0.1: 24.4 24.4 Old : 100.0: 57.5 35.2 13.6 3.4 4.2 0.0 20.7 0.0 0.2 12.0 0.1: 24.4 24.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 21 25 . . 4 0 4 . . 4 .: Old : 42: 21 25 . . 4 0 4 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 34.1 62.0 52.2 36.0 32.3 47.8 45.6 Old : 45.0 34.1 62.0 52.2 36.0 32.3 47.8 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 209,860: 127,013 77,292 19,351 1,946 10,780 0 42,875 75 300 24,527 1,423: 50,918 50,942 Old : 209,860: 127,013 77,292 19,351 1,946 10,780 0 42,875 75 300 24,527 1,423: 50,918 50,942 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 2,481: -4,015 -4,256 1,925 1,946 3,721 0 160 0 0 80 -175: 1,025 1,005 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 36.8 9.2 0.9 5.1 0.0 20.4 0.0 0.1 11.7 0.7: 24.3 24.3 Old : 100.0: 60.5 36.8 9.2 0.9 5.1 0.0 20.4 0.0 0.1 11.7 0.7: 24.3 24.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 23 26 . . 4 0 4 . . 5 .: Old : 43: 23 26 . . 4 0 4 . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 36.0 60.9 53.8 36.7 33.3 47.7 47.7 Old : 46.3 36.0 60.9 53.8 36.7 33.3 47.7 47.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,702: 16,555 26,775 17,526 9,361 5,305 3,350 0 1,791 0 1,265 10: 5,165 5,195 Old : 49,702: 16,555 26,775 17,526 9,361 5,305 3,350 0 1,791 0 1,265 10: 5,165 5,195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 75: -1,830 -1,695 135 70 1,640 60 0 0 0 -10 10: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 53.9 35.3 18.8 10.7 6.7 0.0 3.6 0.0 2.5 0.0: 10.4 10.5 Old : 100.0: 33.3 53.9 35.3 18.8 10.7 6.7 0.0 3.6 0.0 2.5 0.0: 10.4 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 15 . . 4 . 0 . 0 . .: Old : 29: 14 15 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 51.6 75.4 69.3 49.8 43.8 59.7 57.5 Old : 59.7 51.6 75.4 69.3 49.8 43.8 59.7 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 42,275: 14,865 24,400 14,241 6,741 3,969 3,040 0 1,830 0 965 10: 4,320 4,360 Old : 42,275: 14,865 24,400 14,241 6,741 3,969 3,040 0 1,830 0 965 10: 4,320 4,360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -125: -1,685 -1,755 -300 -220 1,900 0 0 0 0 -10 10: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 57.7 33.7 15.9 9.4 7.2 0.0 4.3 0.0 2.3 0.0: 10.2 10.3 Old : 100.0: 35.2 57.7 33.7 15.9 9.4 7.2 0.0 4.3 0.0 2.3 0.0: 10.2 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 16 . . 4 . 0 . 0 . .: Old : 27: 16 16 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 55.2 72.7 73.8 52.2 49.1 60.3 58.1 Old : 58.0 55.2 72.7 73.8 52.2 49.1 60.3 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 46,652: 20,385 26,247 4,332 200 11,355 4,125 3,925 0 1,220 0 0: 5,235 4,925 Old : 46,652: 20,385 26,247 4,332 200 11,355 4,125 3,925 0 1,220 0 0: 5,235 4,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -280: -420 -855 -435 0 60 0 0 0 0 0 0: 515 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.7 56.3 9.3 0.4 24.3 8.8 8.4 0.0 2.6 0.0 0.0: 11.2 10.6 Old : 100.0: 43.7 56.3 9.3 0.4 24.3 8.8 8.4 0.0 2.6 0.0 0.0: 11.2 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 15 4 . 4 . . 0 . 0 0: Old : 26: 14 15 4 . 4 . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 44.1 72.5 71.8 26.7 27.6 38.4 41.5 Old : 50.2 44.1 72.5 71.8 26.7 27.6 38.4 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 48,160: 14,430 30,800 220 135 7,855 19,145 4,105 0 1,220 0 0: 5,290 5,265 Old : 48,160: 14,430 30,800 220 135 7,855 19,145 4,105 0 1,220 0 0: 5,290 5,265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : -400: -215 -745 -945 -415 435 0 0 0 0 0 0: 325 325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 64.0 0.5 0.3 16.3 39.8 8.5 0.0 2.5 0.0 0.0: 11.0 10.9 Old : 100.0: 30.0 64.0 0.5 0.3 16.3 39.8 8.5 0.0 2.5 0.0 0.0: 11.0 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 16 . . . . . 0 . 0 0: Old : 25: 12 16 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 51.8 79.4 71.5 50.9 41.8 54.0 51.8 Old : 66.2 51.8 79.4 71.5 50.9 41.8 54.0 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 225,309: 117,104 136,014 6,634 7,819 33,901 22,814 330 1,920 0 2,389 1,128: 41,809 41,809 Old : 225,309: 117,104 136,014 6,634 7,819 33,901 22,814 330 1,920 0 2,389 1,128: 41,809 41,809 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 6,080: -1,468 4,473 4,349 -1,608 3,116 -151 35 0 0 -170 20: 214 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 60.4 2.9 3.5 15.0 10.1 0.1 0.9 0.0 1.1 0.5: 18.6 18.6 Old : 100.0: 52.0 60.4 2.9 3.5 15.0 10.1 0.1 0.9 0.0 1.1 0.5: 18.6 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 29 24 . . 5 . . . 0 4 .: Old : 45: 29 24 . . 5 . . . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 45.9 58.3 64.6 29.9 34.2 37.9 39.7 Old : 34.9 45.9 58.3 64.6 29.9 34.2 37.9 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 173,900: 98,947 96,859 1,992 14,063 16,571 11,560 0 9,720 0 1,327 980: 34,130 34,380 Old : 173,900: 98,947 96,859 1,992 14,063 16,571 11,560 0 9,720 0 1,327 980: 34,130 34,380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 11, 2021 : : 1,240: -2,358 -1,622 1,992 1,275 1,091 0 0 0 0 -19 0: 515 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.9 55.7 1.1 8.1 9.5 6.6 0.0 5.6 0.0 0.8 0.6: 19.6 19.8 Old : 100.0: 56.9 55.7 1.1 8.1 9.5 6.6 0.0 5.6 0.0 0.8 0.6: 19.6 19.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 26 21 . . 5 . 0 . 0 4 .: Old : 41: 26 21 . . 5 . 0 . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 40.4 61.2 61.6 27.9 30.3 37.3 39.9 Old : 41.7 40.4 61.2 61.6 27.9 30.3 37.3 39.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2021