Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 14,478 : : Positions : : 10,974 7,716 0 1,778 717 0 0 0 488 1,881 1,551 : : : : Changes from: January 5, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 53.3 0.0 12.3 5.0 0.0 0.0 0.0 3.4 13.0 10.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 0 . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 33,834 : : Positions : : 21,584 26,370 2,119 935 3,264 560 300 793 4,429 1,092 1,080 : : : : Changes from: January 5, 2021 : : -832 -763 -732 325 658 32 0 43 1,234 125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 77.9 6.3 2.8 9.6 1.7 0.9 2.3 13.1 3.2 3.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 32,658 : : Positions : : 25,672 23,641 0 4,277 1,580 115 0 300 3,165 1,035 1,825 : : : : Changes from: January 5, 2021 : : 560 1,435 0 101 480 0 0 0 375 -600 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 72.4 0.0 13.1 4.8 0.4 0.0 0.9 9.7 3.2 5.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 0 . . . 0 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 131,307 : : Positions : : 91,705 97,648 2,110 14,339 12,595 16,689 1,455 633 5,544 3,042 1,275 : : : : Changes from: January 5, 2021 : : -3,759 -3,392 9 -796 470 -829 -70 -27 66 -7 -513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 74.4 1.6 10.9 9.6 12.7 1.1 0.5 4.2 2.3 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 32 . 4 5 7 4 . 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 57,347 : : Positions : : 43,979 40,262 1,485 10,063 4,008 4,318 300 51 1,361 458 2,145 : : : : Changes from: January 5, 2021 : : -3,003 -2,788 -250 -93 -382 668 -60 -69 -250 91 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 70.2 2.6 17.5 7.0 7.5 0.5 0.1 2.4 0.8 3.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 . . . . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 32,210 : : Positions : : 30,501 24,485 570 4,877 564 0 555 0 375 1,529 200 : : : : Changes from: January 5, 2021 : : -1,548 -1,425 -54 -102 0 0 0 0 0 -75 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 76.0 1.8 15.1 1.8 0.0 1.7 0.0 1.2 4.7 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 49,278 : : Positions : : 27,948 18,209 2,878 20,968 2,978 13,686 100 50 418 5,588 988 : : : : Changes from: January 5, 2021 : : -506 -183 341 -561 -293 -200 100 0 -216 234 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 37.0 5.8 42.6 6.0 27.8 0.2 0.1 0.8 11.3 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 63,256 : : Positions : : 36,781 22,348 1,762 30,005 3,425 18,177 835 50 552 4,697 1,569 : : : : Changes from: January 5, 2021 : : -813 -680 -225 -1,560 -156 -668 110 0 -411 389 -339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 35.3 2.8 47.4 5.4 28.7 1.3 0.1 0.9 7.4 2.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 19 . 5 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 61,541 : : Positions : : 42,972 32,137 11,034 23,108 4,081 0 25 0 1,264 486 1,704 : : : : Changes from: January 5, 2021 : : -3,066 -2,405 -577 -813 -35 0 -25 0 -180 -187 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 52.2 17.9 37.5 6.6 0.0 0.0 0.0 2.1 0.8 2.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 82,282 : : Positions : : 56,939 33,877 20,137 44,143 1,314 0 25 0 1,225 702 2,151 : : : : Changes from: January 5, 2021 : : -3,339 -2,516 80 -617 0 0 -25 0 -344 -205 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 41.2 24.5 53.6 1.6 0.0 0.0 0.0 1.5 0.9 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 17 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 33,970 : : Positions : : 22,721 29,857 8,679 896 2,323 0 0 0 0 0 0 : : : : Changes from: January 5, 2021 : : -2,313 -2,540 -36 346 -346 0 0 0 -75 -195 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 87.9 25.5 2.6 6.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 27,962 : : Positions : : 24,106 14,775 0 10,501 1,945 0 600 0 1,560 100 0 : : : : Changes from: January 5, 2021 : : -895 -777 0 -36 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 52.8 0.0 37.6 7.0 0.0 2.1 0.0 5.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 100,460 : : Positions : : 78,888 79,267 200 8,275 7,283 6,943 787 209 4,051 2,105 2,420 : : : : Changes from: January 5, 2021 : : -950 -594 -85 -148 -332 -252 25 6 108 -450 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 78.9 0.2 8.2 7.2 6.9 0.8 0.2 4.0 2.1 2.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 34 . . . 5 5 . 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 18,111 : : Positions : : 12,836 15,964 3,211 650 957 0 0 0 75 0 0 : : : : Changes from: January 5, 2021 : : 11 724 663 0 -63 0 0 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 88.1 17.7 3.6 5.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 60,090 : : Positions : : 53,520 46,088 0 9,320 2,160 2,368 0 0 1,150 1,600 250 : : : : Changes from: January 5, 2021 : : -1,977 -3,226 0 1,025 -1,385 0 0 0 -510 75 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 76.7 0.0 15.5 3.6 3.9 0.0 0.0 1.9 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 38,745 : : Positions : : 29,473 33,980 6,204 1,035 2,934 0 0 0 100 0 0 : : : : Changes from: January 5, 2021 : : -1,360 -1,600 115 275 -275 0 0 0 -125 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.7 16.0 2.7 7.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 40,568 : : Positions : : 36,891 25,763 0 9,949 3,014 267 1,495 0 0 296 0 : : : : Changes from: January 5, 2021 : : -704 -1,113 0 416 -304 -50 -25 0 -10 -94 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 63.5 0.0 24.5 7.4 0.7 3.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 0 . . . 4 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 53,948 : : Positions : : 41,563 50,678 6,871 470 2,500 0 0 0 2,131 0 60 : : : : Changes from: January 5, 2021 : : -2,888 -3,694 -545 -50 0 0 0 0 -36 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 93.9 12.7 0.9 4.6 0.0 0.0 0.0 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 58,331 : : Positions : : 46,588 51,151 5,993 4,215 2,535 0 0 0 2,415 0 240 : : : : Changes from: January 5, 2021 : : -2,676 -3,268 -294 90 -120 0 -135 0 -63 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 87.7 10.3 7.2 4.3 0.0 0.0 0.0 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 12 . 4 5 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 86,490 : : Positions : : 67,336 78,016 12,047 4,526 1,807 0 0 0 3,111 0 1,833 : : : : Changes from: January 5, 2021 : : -3,692 -2,866 -62 232 -248 0 -690 0 408 -72 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 90.2 13.9 5.2 2.1 0.0 0.0 0.0 3.6 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 5 . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 103,593 : : Positions : : 78,925 91,449 13,010 4,539 3,043 456 1,021 145 4,304 124 3,068 : : : : Changes from: January 5, 2021 : : -3,913 -3,501 -307 309 -237 2 47 0 679 -324 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 88.3 12.6 4.4 2.9 0.4 1.0 0.1 4.2 0.1 3.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 20 26 5 . 4 . 5 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 55,979 : : Positions : : 36,878 50,023 16,313 398 1,270 0 3,624 0 1,114 205 384 : : : : Changes from: January 5, 2021 : : -2,386 -2,520 -1,012 46 35 0 -799 0 98 -57 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 89.4 29.1 0.7 2.3 0.0 6.5 0.0 2.0 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . . . 0 . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 44,145 : : Positions : : 28,876 41,720 14,825 231 69 0 225 0 300 1,825 75 : : : : Changes from: January 5, 2021 : : -1,995 -2,240 285 155 -140 0 0 0 -75 300 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 94.5 33.6 0.5 0.2 0.0 0.5 0.0 0.7 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 10 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 54,911 : : Positions : : 35,179 43,782 10,452 456 8,501 0 470 0 442 1,570 132 : : : : Changes from: January 5, 2021 : : 671 -653 -1,229 35 -216 -150 0 -70 -31 54 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 79.7 19.0 0.8 15.5 0.0 0.9 0.0 0.8 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 63,234 : : Positions : : 44,721 48,169 11,695 5,439 3,402 1,280 3,992 35 946 1,585 133 : : : : Changes from: January 5, 2021 : : 566 -326 -662 1,086 -1,103 1,090 -25 0 -15 152 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 76.2 18.5 8.6 5.4 2.0 6.3 0.1 1.5 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 24,355 : : Positions : : 10,964 19,767 11,635 307 891 160 2,449 0 50 475 350 : : : : Changes from: January 5, 2021 : : -573 -609 -659 0 23 160 -65 0 0 -298 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 81.2 47.8 1.3 3.7 0.7 10.1 0.0 0.2 2.0 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 21,758 : : Positions : : 9,812 19,318 10,784 390 727 0 495 0 50 790 0 : : : : Changes from: January 5, 2021 : : -428 -963 -562 0 0 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 88.8 49.6 1.8 3.3 0.0 2.3 0.0 0.2 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 26,683 : : Positions : : 21,661 18,166 2,110 5,878 257 436 168 100 1,090 899 606 : : : : Changes from: January 5, 2021 : : -1,125 -1,316 -50 111 -131 -40 -65 0 102 -20 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 68.1 7.9 22.0 1.0 1.6 0.6 0.4 4.1 3.4 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,584 : : Positions : : 12,974 14,826 1,754 300 63 0 0 0 816 948 162 : : : : Changes from: January 5, 2021 : : -1,205 -982 -112 10 -10 0 -75 -120 155 -46 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 89.4 10.6 1.8 0.4 0.0 0.0 0.0 4.9 5.7 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 51,531 : : Positions : : 38,289 23,421 6,484 18,021 750 2,590 5,028 155 1,667 2,432 1,414 : : : : Changes from: January 5, 2021 : : -1,649 -1,608 -195 -795 0 -30 -263 0 -198 417 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 45.5 12.6 35.0 1.5 5.0 9.8 0.3 3.2 4.7 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 18 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 30,682 : : Positions : : 25,200 9,227 1,797 15,487 902 700 2,820 0 435 686 1,305 : : : : Changes from: January 5, 2021 : : -1,188 -918 -7 -476 -13 0 -150 0 -75 205 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 30.1 5.9 50.5 2.9 2.3 9.2 0.0 1.4 2.2 4.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 16,811 : : Positions : : 4,357 16,422 10,471 0 120 0 67 0 1,748 75 100 : : : : Changes from: January 5, 2021 : : 0 125 50 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 97.7 62.3 0.0 0.7 0.0 0.4 0.0 10.4 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 21,641 : : Positions : : 5,772 21,541 13,034 0 0 0 0 0 2,660 0 100 : : : : Changes from: January 5, 2021 : : 100 25 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 99.5 60.2 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 12, 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 10,086 : : Positions : : 5,534 6,180 2,133 2,055 1,191 35 50 10 780 400 100 : : : : Changes from: January 5, 2021 : : -155 -385 -202 180 -18 -40 0 0 80 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 61.3 21.1 20.4 11.8 0.3 0.5 0.1 7.7 4.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 9,419 : : Positions : : 5,000 5,425 2,070 2,105 1,234 45 50 0 600 300 205 : : : : Changes from: January 5, 2021 : : -100 -290 -233 180 -7 -15 0 0 80 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 57.6 22.0 22.3 13.1 0.5 0.5 0.0 6.4 3.2 2.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 48,944 : : Positions : : 17,425 45,319 26,075 180 1,250 0 0 0 1,815 0 2,185 : : : : Changes from: January 5, 2021 : : -1,025 -1,971 -790 150 -90 -50 0 0 165 0 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 92.6 53.3 0.4 2.6 0.0 0.0 0.0 3.7 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,329 : : Positions : : 18,110 45,707 25,760 180 1,250 25 0 0 1,820 0 2,160 : : : : Changes from: January 5, 2021 : : -985 -2,078 -365 150 -90 -50 0 0 115 0 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 92.7 52.2 0.4 2.5 0.1 0.0 0.0 3.7 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 110,579 : : Positions : : 81,574 83,976 20,972 11,442 4,764 101 1,515 880 1,300 7,236 569 : : : : Changes from: January 5, 2021 : : -4,080 -2,656 513 332 -1,604 101 -218 -76 -110 -288 -439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 75.9 19.0 10.3 4.3 0.1 1.4 0.8 1.2 6.5 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 28 5 . 5 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 116,814 : : Positions : : 84,455 90,674 20,846 8,434 6,788 616 1,803 1,152 1,923 6,993 893 : : : : Changes from: January 5, 2021 : : -6,583 -5,373 733 -55 -1,256 114 297 -627 505 396 -664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 77.6 17.8 7.2 5.8 0.5 1.5 1.0 1.6 6.0 0.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 31 6 . 6 . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 518,705 : : Positions : : 324,079 358,749 25,818 11,542 78,607 18,385 12,170 25,480 20,725 6,391 25,251 : : : : Changes from: January 5, 2021 : : 2,679 -809 -1,191 5,076 -2,419 2,166 -374 -929 -1,923 -1,190 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 69.2 5.0 2.2 15.2 3.5 2.3 4.9 4.0 1.2 4.9 : : : : Number of Traders in Each Category Total Traders: 105 : : 42 45 4 4 6 13 9 11 16 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 14,605 : : Positions : : 9,205 11,435 475 870 1,525 800 550 135 1,850 0 0 : : : : Changes from: January 5, 2021 : : -610 -360 -410 75 90 75 -50 40 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 78.3 3.3 6.0 10.4 5.5 3.8 0.9 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 12,076 : : Positions : : 7,181 8,375 445 1,316 1,525 200 550 160 1,850 0 0 : : : : Changes from: January 5, 2021 : : -609 -305 -175 -44 14 -235 -50 65 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 69.4 3.7 10.9 12.6 1.7 4.6 1.3 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 8,684 : : Positions : : 7,027 8,259 480 98 252 0 0 0 860 0 45 : : : : Changes from: January 5, 2021 : : -850 -861 25 -19 -31 0 0 0 -65 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 95.1 5.5 1.1 2.9 0.0 0.0 0.0 9.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 89,265 : : Positions : : 65,180 56,915 11,949 14,191 1,375 0 9,642 0 3,650 0 0 : : : : Changes from: January 5, 2021 : : -2,701 -2,520 -196 -315 -580 0 -220 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 63.8 13.4 15.9 1.5 0.0 10.8 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 76,443 : : Positions : : 53,769 46,044 9,743 12,570 1,780 0 8,507 0 3,610 0 0 : : : : Changes from: January 5, 2021 : : -2,067 -1,301 -241 -210 -525 0 -825 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 60.2 12.7 16.4 2.3 0.0 11.1 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 51,969 : : Positions : : 30,682 17,765 2,748 18,491 0 10,725 8,820 2,495 1,575 924 0 : : : : Changes from: January 5, 2021 : : -674 -1,124 -1,320 -785 0 -50 -170 -15 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 34.2 5.3 35.6 0.0 20.6 17.0 4.8 3.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 34,867 : : Positions : : 22,684 12,116 4,671 10,090 145 1,625 6,615 2,725 75 324 336 : : : : Changes from: January 5, 2021 : : -129 -1,201 -1,165 -440 0 0 65 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 34.7 13.4 28.9 0.4 4.7 19.0 7.8 0.2 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 27,850 : : Positions : : 18,340 10,045 6,885 0 550 500 15,560 350 75 0 0 : : : : Changes from: January 5, 2021 : : -525 -370 30 0 -175 25 -15 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 36.1 24.7 0.0 2.0 1.8 55.9 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 86,189 : : Positions : : 50,604 28,829 4,085 36,750 2,925 12,980 1,210 5 75 885 1,070 : : : : Changes from: January 5, 2021 : : -1,575 -1,660 655 -190 -605 -1,030 55 -45 0 -170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 33.4 4.7 42.6 3.4 15.1 1.4 0.0 0.1 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 82,279 : : Positions : : 46,584 28,344 4,025 32,190 3,405 13,680 1,060 40 0 2,695 315 : : : : Changes from: January 5, 2021 : : -1,580 -1,375 605 -380 -580 -1,060 -15 -25 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 34.4 4.9 39.1 4.1 16.6 1.3 0.0 0.0 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 28,942 : : Positions : : 20,205 5,133 1,608 325 712 0 11,460 975 725 5,880 330 : : : : Changes from: January 5, 2021 : : -480 -274 -344 25 75 0 -510 -250 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 17.7 5.6 1.1 2.5 0.0 39.6 3.4 2.5 20.3 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,737 : : Positions : : 20,310 5,193 1,048 325 1,124 0 11,460 975 725 5,380 405 : : : : Changes from: January 5, 2021 : : -480 -299 -344 25 75 0 -495 -265 0 -30 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 18.1 3.6 1.1 3.9 0.0 39.9 3.4 2.5 18.7 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 65,590 : : Positions : : 20,070 55,035 18,550 7,755 130 17,360 0 240 6,995 0 0 : : : : Changes from: January 5, 2021 : : -660 -4,805 -1,985 -210 -25 -1,915 0 0 -490 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 83.9 28.3 11.8 0.2 26.5 0.0 0.4 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 50,933 : : Positions : : 19,920 44,638 4,938 1,615 1,945 5,110 0 0 16,085 100 165 : : : : Changes from: January 5, 2021 : : -1,225 -3,140 -1,000 -285 0 -135 0 0 -1,070 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 87.6 9.7 3.2 3.8 10.0 0.0 0.0 31.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 43,753 : : Positions : : 18,510 37,493 5,408 1,975 1,340 5,110 0 0 10,360 100 515 : : : : Changes from: January 5, 2021 : : -1,015 -2,550 -1,000 -285 0 -135 0 0 -695 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 85.7 12.4 4.5 3.1 11.7 0.0 0.0 23.7 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 63,830 : : Positions : : 30,955 36,125 1,305 550 4,880 4,655 15,075 175 15,005 700 1,225 : : : : Changes from: January 5, 2021 : : -2,165 -2,185 -20 -155 0 45 -235 -65 -510 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 56.6 2.0 0.9 7.6 7.3 23.6 0.3 23.5 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 59,065 : : Positions : : 29,195 32,530 1,785 0 5,510 4,320 15,075 175 12,725 700 1,225 : : : : Changes from: January 5, 2021 : : -2,315 -2,025 175 0 -195 5 -250 -50 -220 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 55.1 3.0 0.0 9.3 7.3 25.5 0.3 21.5 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 55,838 : : Positions : : 29,735 21,855 0 16,645 20 18,345 365 3,565 0 9,235 1,355 : : : : Changes from: January 5, 2021 : : -2,891 -1,045 0 -881 -50 -365 60 -180 0 -1,395 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 39.1 0.0 29.8 0.0 32.9 0.7 6.4 0.0 16.5 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 47,636 : : Positions : : 25,857 19,265 0 14,222 70 13,825 365 3,565 0 5,950 1,490 : : : : Changes from: January 5, 2021 : : -2,673 -890 0 -643 0 10 35 -155 0 -1,180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.4 0.0 29.9 0.1 29.0 0.8 7.5 0.0 12.5 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 180,031 : : Positions : : 95,805 79,185 20,994 1,410 6,053 0 27,595 7,385 700 9,335 3,000 : : : : Changes from: January 5, 2021 : : -5,610 -2,395 1,577 135 -959 -70 -1,268 -130 -100 -745 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 44.0 11.7 0.8 3.4 0.0 15.3 4.1 0.4 5.2 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 150,332 : : Positions : : 74,811 65,270 19,041 50 5,243 0 22,105 7,105 700 7,178 3,755 : : : : Changes from: January 5, 2021 : : -4,413 -2,183 1,512 -10 -716 0 -873 -225 -100 -25 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 43.4 12.7 0.0 3.5 0.0 14.7 4.7 0.5 4.8 2.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 26 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 60,571 : : Positions : : 22,245 33,160 18,176 6,781 7,630 965 0 7,200 0 1,495 0 : : : : Changes from: January 5, 2021 : : -1,050 -1,885 -380 485 -240 -305 0 -250 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 54.7 30.0 11.2 12.6 1.6 0.0 11.9 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 52,215 : : Positions : : 21,040 28,305 11,561 4,591 5,454 1,345 0 7,300 0 1,220 0 : : : : Changes from: January 5, 2021 : : -1,380 -1,225 280 275 -575 -110 0 -325 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 54.2 22.1 8.8 10.4 2.6 0.0 14.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 44,665 : : Positions : : 23,895 22,055 250 4,760 5,385 4,375 3,655 4,725 1,680 0 0 : : : : Changes from: January 5, 2021 : : -1,640 -170 0 -1,440 470 -75 35 -260 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 49.4 0.6 10.7 12.1 9.8 8.2 10.6 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 53,735 : : Positions : : 19,140 31,750 0 5,380 5,770 19,400 3,155 3,450 1,680 0 0 : : : : Changes from: January 5, 2021 : : -1,795 -735 0 -1,125 315 -75 -75 -225 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 59.1 0.0 10.0 10.7 36.1 5.9 6.4 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 199,883 : : Positions : : 107,322 133,974 7,674 8,383 22,704 30,105 150 4,515 100 2,927 378 : : : : Changes from: January 5, 2021 : : -4,002 -1,768 2,819 -397 -2,692 -195 0 -390 0 760 -535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 67.0 3.8 4.2 11.4 15.1 0.1 2.3 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 26 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 155,450 : : Positions : : 81,365 103,945 1,272 2,930 21,887 26,245 50 6,025 0 2,244 195 : : : : Changes from: January 5, 2021 : : 1,053 810 550 -950 -260 -1,120 0 -10 -65 720 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 66.9 0.8 1.9 14.1 16.9 0.0 3.9 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 28,510 : : Positions : : 20,425 15,455 1,010 8,695 1,915 2,420 300 100 595 0 255 : : : : Changes from: January 5, 2021 : : -865 -475 155 -455 -155 -130 0 -60 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 54.2 3.5 30.5 6.7 8.5 1.1 0.4 2.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,150 : : Positions : : 20,790 14,685 340 8,455 2,280 2,420 300 100 0 110 475 : : : : Changes from: January 5, 2021 : : -800 -645 195 -230 -195 -180 0 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 52.2 1.2 30.0 8.1 8.6 1.1 0.4 0.0 0.4 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2021