Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 4,745 : : Positions : : 2,224 2,707 666 241 895 330 192 0 220 534 0 : : : : Changes from: December 29, 2020 : : 0 -132 0 0 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 57.0 14.0 5.1 18.9 7.0 4.0 0.0 4.6 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 9 . . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 33,296 : : Positions : : 22,416 27,133 2,851 610 2,606 528 300 750 3,195 967 930 : : : : Changes from: December 29, 2020 : : 167 -1,636 -284 -90 116 51 -25 75 -1,120 565 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 81.5 8.6 1.8 7.8 1.6 0.9 2.3 9.6 2.9 2.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 30,867 : : Positions : : 25,112 22,206 0 4,176 1,100 115 0 300 2,790 1,635 1,450 : : : : Changes from: December 29, 2020 : : -416 -1,880 0 29 -138 -175 0 0 -1,050 210 415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 71.9 0.0 13.5 3.6 0.4 0.0 1.0 9.0 5.3 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 0 . . . 0 . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 135,792 : : Positions : : 95,464 101,040 2,101 15,135 12,125 17,518 1,525 660 5,478 3,049 1,788 : : : : Changes from: December 29, 2020 : : -914 -426 84 -184 400 -13 -85 17 63 308 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 74.4 1.5 11.1 8.9 12.9 1.1 0.5 4.0 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 32 . 4 6 7 4 4 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,438 : : Positions : : 46,982 43,050 1,735 10,156 4,390 3,650 360 120 1,611 367 1,950 : : : : Changes from: December 29, 2020 : : -26 60 0 -358 311 -19 80 0 -65 113 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 71.2 2.9 16.8 7.3 6.0 0.6 0.2 2.7 0.6 3.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 24 . . . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 33,762 : : Positions : : 32,049 25,910 624 4,979 564 0 555 0 375 1,604 150 : : : : Changes from: December 29, 2020 : : 75 250 -75 -325 0 0 0 0 75 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 76.7 1.8 14.7 1.7 0.0 1.6 0.0 1.1 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 50,481 : : Positions : : 28,454 18,392 2,537 21,529 3,271 13,886 0 50 634 5,354 1,297 : : : : Changes from: December 29, 2020 : : 285 -41 -25 14 -3 0 0 0 2 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 36.4 5.0 42.6 6.5 27.5 0.0 0.1 1.3 10.6 2.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 . 4 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 65,697 : : Positions : : 37,594 23,028 1,987 31,565 3,581 18,845 725 50 963 4,308 1,908 : : : : Changes from: December 29, 2020 : : -80 371 -5 -307 -66 -25 -25 0 -3 55 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 35.1 3.0 48.0 5.5 28.7 1.1 0.1 1.5 6.6 2.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 . 5 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 65,611 : : Positions : : 46,038 34,542 11,611 23,921 4,116 0 50 0 1,444 673 1,824 : : : : Changes from: December 29, 2020 : : -766 122 1,446 360 86 0 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 52.6 17.7 36.5 6.3 0.0 0.1 0.0 2.2 1.0 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 86,185 : : Positions : : 60,278 36,393 20,057 44,760 1,314 0 50 0 1,569 907 2,186 : : : : Changes from: December 29, 2020 : : -138 547 1,431 720 0 0 0 0 84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 42.2 23.3 51.9 1.5 0.0 0.1 0.0 1.8 1.1 2.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 20 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 36,510 : : Positions : : 25,034 32,397 8,715 550 2,669 0 0 0 75 195 0 : : : : Changes from: December 29, 2020 : : 20 180 0 -155 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 88.7 23.9 1.5 7.3 0.0 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,857 : : Positions : : 25,001 15,552 0 10,537 1,945 0 600 0 1,560 150 0 : : : : Changes from: December 29, 2020 : : 276 -162 0 375 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 53.9 0.0 36.5 6.7 0.0 2.1 0.0 5.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 26,188 : : Positions : : 18,051 23,241 3,970 600 1,915 0 0 0 1,875 132 300 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 88.7 15.2 2.3 7.3 0.0 0.0 0.0 7.2 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 101,917 : : Positions : : 79,838 79,861 285 8,424 7,615 7,195 762 202 3,943 2,555 2,366 : : : : Changes from: December 29, 2020 : : 300 764 0 -140 128 49 -40 -14 -4 -240 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 78.4 0.3 8.3 7.5 7.1 0.7 0.2 3.9 2.5 2.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 32 . . . 5 5 . 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439S Open Interest is 17,475 : : Positions : : 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 14,932 : : Positions : : 10,931 12,841 2,223 650 816 0 0 0 50 25 0 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 26,448 : : Positions : : 20,183 21,393 3,208 50 2,912 25 2,068 0 0 25 0 : : : : Changes from: December 29, 2020 : : 255 270 75 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 80.9 12.1 0.2 11.0 0.1 7.8 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 26,135 : : Positions : : 19,650 21,303 3,651 50 2,689 25 2,068 0 0 25 0 : : : : Changes from: December 29, 2020 : : 255 270 75 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 81.5 14.0 0.2 10.3 0.1 7.9 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 63,712 : : Positions : : 55,497 49,314 0 8,295 3,545 2,368 0 0 1,660 1,525 350 : : : : Changes from: December 29, 2020 : : -5 320 0 75 0 0 0 0 200 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 77.4 0.0 13.0 5.6 3.7 0.0 0.0 2.6 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,400 : : Positions : : 30,833 35,580 6,089 760 3,209 0 0 0 225 135 0 : : : : Changes from: December 29, 2020 : : 50 205 180 25 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 88.1 15.1 1.9 7.9 0.0 0.0 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,678 : : Positions : : 37,595 26,876 0 9,533 3,318 317 1,520 0 10 390 20 : : : : Changes from: December 29, 2020 : : 257 -53 0 331 49 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 64.5 0.0 22.9 8.0 0.8 3.6 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 . . . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 57,747 : : Positions : : 44,451 54,372 7,416 520 2,500 0 0 0 2,167 0 85 : : : : Changes from: December 29, 2020 : : 375 299 -385 0 0 0 0 0 4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 94.2 12.8 0.9 4.3 0.0 0.0 0.0 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 61,780 : : Positions : : 49,264 54,419 6,287 4,125 2,655 0 135 0 2,478 0 261 : : : : Changes from: December 29, 2020 : : 319 418 -176 0 0 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 88.1 10.2 6.7 4.3 0.0 0.2 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 . 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 90,081 : : Positions : : 71,028 80,882 12,109 4,294 2,055 0 690 0 2,703 72 2,018 : : : : Changes from: December 29, 2020 : : -207 338 -25 0 19 0 0 0 575 -5 -284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 89.8 13.4 4.8 2.3 0.0 0.8 0.0 3.0 0.1 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 107,593 : : Positions : : 82,838 94,950 13,317 4,230 3,280 454 974 145 3,625 448 3,470 : : : : Changes from: December 29, 2020 : : -124 1,237 -30 10 55 59 5 -5 930 -377 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.2 12.4 3.9 3.0 0.4 0.9 0.1 3.4 0.4 3.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 28 5 . 4 . 5 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 59,031 : : Positions : : 39,264 52,543 17,325 352 1,235 0 4,423 0 1,016 262 171 : : : : Changes from: December 29, 2020 : : 2,175 2,100 0 60 240 0 0 0 0 15 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 89.0 29.3 0.6 2.1 0.0 7.5 0.0 1.7 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,995 : : Positions : : 30,871 43,960 14,540 76 209 0 225 0 375 1,525 0 : : : : Changes from: December 29, 2020 : : 75 -75 25 0 0 0 0 0 75 250 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 95.6 31.6 0.2 0.5 0.0 0.5 0.0 0.8 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 55,907 : : Positions : : 34,508 44,435 11,681 421 8,717 150 470 70 473 1,516 198 : : : : Changes from: December 29, 2020 : : -100 464 555 0 0 0 0 0 1 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 79.5 20.9 0.8 15.6 0.3 0.8 0.1 0.8 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 6 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 63,427 : : Positions : : 44,155 48,495 12,357 4,353 4,505 190 4,017 35 961 1,433 296 : : : : Changes from: December 29, 2020 : : 202 658 590 120 0 -75 0 35 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 76.5 19.5 6.9 7.1 0.3 6.3 0.1 1.5 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,406 : : Positions : : 11,537 20,376 12,294 307 868 0 2,514 0 50 773 164 : : : : Changes from: December 29, 2020 : : -150 -267 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 80.2 48.4 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 22,956 : : Positions : : 10,240 20,281 11,346 390 727 0 495 0 50 805 0 : : : : Changes from: December 29, 2020 : : 65 -45 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 88.3 49.4 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,223 : : Positions : : 22,786 19,482 2,160 5,767 388 476 233 100 988 919 713 : : : : Changes from: December 29, 2020 : : 219 78 -100 -33 35 0 18 0 0 95 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 69.0 7.7 20.4 1.4 1.7 0.8 0.4 3.5 3.3 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,962 : : Positions : : 14,179 15,808 1,866 290 73 0 75 120 661 994 317 : : : : Changes from: December 29, 2020 : : 13 10 0 0 0 0 0 0 -10 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.7 5.5 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 53,586 : : Positions : : 39,938 25,029 6,679 18,816 750 2,620 5,291 155 1,865 2,015 1,433 : : : : Changes from: December 29, 2020 : : 104 -396 -140 350 0 5 45 0 74 -40 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 46.7 12.5 35.1 1.4 4.9 9.9 0.3 3.5 3.8 2.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 . . 4 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 32,051 : : Positions : : 26,388 10,145 1,804 15,963 915 700 2,970 0 510 481 1,237 : : : : Changes from: December 29, 2020 : : -86 -326 -170 22 -90 0 0 0 -95 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 31.7 5.6 49.8 2.9 2.2 9.3 0.0 1.6 1.5 3.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,686 : : Positions : : 4,357 16,297 10,421 0 120 0 67 0 1,673 75 100 : : : : Changes from: December 29, 2020 : : -480 -430 190 0 -190 -33 67 -67 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 97.7 62.5 0.0 0.7 0.0 0.4 0.0 10.0 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 21,616 : : Positions : : 5,672 21,516 13,109 0 0 0 0 0 2,660 0 100 : : : : Changes from: December 29, 2020 : : -515 -609 -116 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 99.5 60.6 0.0 0.0 0.0 0.0 0.0 12.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,629 : : Positions : : 5,689 6,565 2,335 1,875 1,209 75 50 10 700 400 205 : : : : Changes from: December 29, 2020 : : -74 -115 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 61.8 22.0 17.6 11.4 0.7 0.5 0.1 6.6 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 9 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,866 : : Positions : : 5,100 5,715 2,303 1,925 1,241 60 50 0 520 300 310 : : : : Changes from: December 29, 2020 : : -54 -115 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 57.9 23.3 19.5 12.6 0.6 0.5 0.0 5.3 3.0 3.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 9 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 51,255 : : Positions : : 18,450 47,290 26,865 30 1,340 50 0 0 1,650 0 2,450 : : : : Changes from: December 29, 2020 : : -250 -135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 92.3 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,645 : : Positions : : 19,095 47,785 26,125 30 1,340 75 0 0 1,705 0 2,375 : : : : Changes from: December 29, 2020 : : -325 -105 -405 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 92.5 50.6 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,390 : : Positions : : 85,654 86,632 20,459 11,110 6,368 0 1,733 956 1,410 7,524 1,008 : : : : Changes from: December 29, 2020 : : -392 -927 95 -169 129 0 -21 21 40 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 74.4 17.6 9.5 5.5 0.0 1.5 0.8 1.2 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 5 . 5 0 4 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 125,016 : : Positions : : 91,038 96,047 20,113 8,489 8,044 502 1,506 1,779 1,418 6,597 1,557 : : : : Changes from: December 29, 2020 : : -705 -637 495 143 79 77 -4 4 35 -102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 76.8 16.1 6.8 6.4 0.4 1.2 1.4 1.1 5.3 1.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 32 5 . 6 . . 4 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 520,312 : : Positions : : 321,400 359,558 27,009 6,466 81,026 16,219 12,544 26,410 22,648 7,580 25,119 : : : : Changes from: December 29, 2020 : : -3,054 -257 3,187 -1,049 -2,895 -462 1,218 -1,408 1,762 369 -1,900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 69.1 5.2 1.2 15.6 3.1 2.4 5.1 4.4 1.5 4.8 : : : : Number of Traders in Each Category Total Traders: 107 : : 43 46 4 4 6 10 11 11 19 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,220 : : Positions : : 9,815 11,795 885 795 1,435 725 600 95 2,080 0 0 : : : : Changes from: December 29, 2020 : : -55 -420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 77.5 5.8 5.2 9.4 4.8 3.9 0.6 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 12,806 : : Positions : : 7,790 8,680 620 1,360 1,511 435 600 95 2,080 0 0 : : : : Changes from: December 29, 2020 : : -45 -420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 67.8 4.8 10.6 11.8 3.4 4.7 0.7 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 9,550 : : Positions : : 7,877 9,120 455 117 283 0 0 0 925 0 0 : : : : Changes from: December 29, 2020 : : 70 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 95.5 4.8 1.2 3.0 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 92,877 : : Positions : : 67,881 59,435 12,145 14,506 1,955 0 9,862 0 3,750 0 0 : : : : Changes from: December 29, 2020 : : 1,276 256 0 1,080 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 64.0 13.1 15.6 2.1 0.0 10.6 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 79,277 : : Positions : : 55,836 47,345 9,984 12,780 2,305 0 9,332 0 3,610 0 0 : : : : Changes from: December 29, 2020 : : 1,370 325 -25 1,080 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 59.7 12.6 16.1 2.9 0.0 11.8 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,686 : : Positions : : 9,137 15,691 6,358 0 5,555 550 615 0 525 0 0 : : : : Changes from: December 29, 2020 : : 820 1,120 0 0 0 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 58.8 23.8 0.0 20.8 2.1 2.3 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 54,141 : : Positions : : 31,356 18,889 4,068 19,276 0 10,775 8,990 2,510 1,575 874 50 : : : : Changes from: December 29, 2020 : : -201 759 -120 -1,080 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 34.9 7.5 35.6 0.0 19.9 16.6 4.6 2.9 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 36,270 : : Positions : : 22,813 13,317 5,836 10,530 145 1,625 6,550 2,800 75 324 336 : : : : Changes from: December 29, 2020 : : -385 575 -120 -1,080 101 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 36.7 16.1 29.0 0.4 4.5 18.1 7.7 0.2 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,505 : : Positions : : 18,865 10,415 6,855 0 725 475 15,575 375 75 0 0 : : : : Changes from: December 29, 2020 : : 60 120 60 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 36.5 24.0 0.0 2.5 1.7 54.6 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 89,459 : : Positions : : 52,179 30,489 3,430 36,940 3,530 14,010 1,155 50 75 1,055 1,070 : : : : Changes from: December 29, 2020 : : 1,885 985 425 1,200 0 0 100 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 34.1 3.8 41.3 3.9 15.7 1.3 0.1 0.1 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 85,549 : : Positions : : 48,164 29,719 3,420 32,570 3,985 14,740 1,075 65 0 2,965 315 : : : : Changes from: December 29, 2020 : : 1,945 1,265 400 900 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 34.7 4.0 38.1 4.7 17.2 1.3 0.1 0.0 3.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 30,013 : : Positions : : 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 29,823 : : Positions : : 20,790 5,492 1,392 300 1,049 0 11,955 1,240 725 5,410 420 : : : : Changes from: December 29, 2020 : : 5 20 0 0 0 0 -15 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 18.4 4.7 1.0 3.5 0.0 40.1 4.2 2.4 18.1 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 70,650 : : Positions : : 20,730 59,840 20,535 7,965 155 19,275 0 240 7,485 0 0 : : : : Changes from: December 29, 2020 : : 610 550 120 -120 95 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 84.7 29.1 11.3 0.2 27.3 0.0 0.3 10.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 68,630 : : Positions : : 20,890 59,075 19,610 7,035 165 19,275 0 240 6,610 0 0 : : : : Changes from: December 29, 2020 : : 360 300 120 -120 95 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 86.1 28.6 10.3 0.2 28.1 0.0 0.3 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,363 : : Positions : : 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 46,593 : : Positions : : 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,150 : : Positions : : 8,580 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280 : : : : Changes from: December 29, 2020 : : -65 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,790 : : Positions : : 8,000 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120 : : : : Changes from: December 29, 2020 : : -65 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 66,910 : : Positions : : 33,120 38,310 1,325 705 4,880 4,610 15,310 240 15,515 800 1,225 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 57.3 2.0 1.1 7.3 6.9 22.9 0.4 23.2 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 61,940 : : Positions : : 31,510 34,555 1,610 0 5,705 4,315 15,325 225 12,945 800 1,225 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 55.8 2.6 0.0 9.2 7.0 24.7 0.4 20.9 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 59,344 : : Positions : : 32,626 22,900 0 17,526 70 18,710 305 3,745 0 10,630 1,355 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 38.6 0.0 29.5 0.1 31.5 0.5 6.3 0.0 17.9 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,509 : : Positions : : 28,530 20,155 0 14,865 70 13,815 330 3,720 0 7,130 1,490 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 39.9 0.0 29.4 0.1 27.4 0.7 7.4 0.0 14.1 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 188,269 : : Positions : : 101,415 81,580 19,417 1,275 7,012 70 28,863 7,515 800 10,080 2,970 : : : : Changes from: December 29, 2020 : : -5 845 600 0 -172 0 -125 125 0 -125 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 43.3 10.3 0.7 3.7 0.0 15.3 4.0 0.4 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 157,264 : : Positions : : 79,224 67,453 17,529 60 5,959 0 22,978 7,330 800 7,203 3,825 : : : : Changes from: December 29, 2020 : : 220 987 600 0 -75 0 -110 110 0 -57 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 42.9 11.1 0.0 3.8 0.0 14.6 4.7 0.5 4.6 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 63,106 : : Positions : : 23,295 35,045 18,556 6,296 7,870 1,270 0 7,450 0 1,840 0 : : : : Changes from: December 29, 2020 : : -15 285 350 75 -75 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 55.5 29.4 10.0 12.5 2.0 0.0 11.8 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 54,245 : : Positions : : 22,420 29,530 11,281 4,316 6,029 1,455 0 7,625 0 1,490 0 : : : : Changes from: December 29, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 54.4 20.8 8.0 11.1 2.7 0.0 14.1 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 46,225 : : Positions : : 25,535 22,225 250 6,200 4,915 4,450 3,620 4,985 1,540 0 140 : : : : Changes from: December 29, 2020 : : 250 370 0 -120 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 48.1 0.5 13.4 10.6 9.6 7.8 10.8 3.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 55,245 : : Positions : : 20,935 32,485 0 6,505 5,455 19,475 3,230 3,675 1,540 0 140 : : : : Changes from: December 29, 2020 : : -100 120 0 -220 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 58.8 0.0 11.8 9.9 35.3 5.8 6.7 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 205,956 : : Positions : : 111,324 135,742 4,855 8,780 25,396 30,300 150 4,905 100 2,167 913 : : : : Changes from: December 29, 2020 : : 738 2,161 953 -230 -501 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 65.9 2.4 4.3 12.3 14.7 0.1 2.4 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 156,835 : : Positions : : 80,312 103,135 722 3,880 22,147 27,365 50 6,035 65 1,524 475 : : : : Changes from: December 29, 2020 : : 897 855 0 550 -450 0 0 0 65 -203 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 65.8 0.5 2.5 14.1 17.4 0.0 3.8 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,730 : : Positions : : 21,290 15,930 855 9,150 2,070 2,550 300 160 670 0 255 : : : : Changes from: December 29, 2020 : : 780 480 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 53.6 2.9 30.8 7.0 8.6 1.0 0.5 2.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,320 : : Positions : : 21,590 15,330 145 8,685 2,475 2,600 300 100 0 35 550 : : : : Changes from: December 29, 2020 : : 780 480 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 52.3 0.5 29.6 8.4 8.9 1.0 0.3 0.0 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 08, 2021