Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 14,975 : : Positions : : 11,403 7,888 0 1,754 810 0 0 0 322 1,921 1,655 : : : : Changes from: January 12, 2021 : : 429 172 0 -24 93 0 0 0 -166 40 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 52.7 0.0 11.7 5.4 0.0 0.0 0.0 2.2 12.8 11.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 34,060 : : Positions : : 23,338 27,003 2,271 1,060 3,187 503 300 778 3,083 832 895 : : : : Changes from: January 12, 2021 : : 1,754 633 152 125 -77 -57 0 -15 -1,346 -260 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 79.3 6.7 3.1 9.4 1.5 0.9 2.3 9.1 2.4 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 33,048 : : Positions : : 28,672 24,041 0 4,527 1,605 40 0 375 865 1,010 1,490 : : : : Changes from: January 12, 2021 : : 3,000 400 0 250 25 -75 0 75 -2,300 -25 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.7 0.0 13.7 4.9 0.1 0.0 1.1 2.6 3.1 4.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 0 . . . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 132,256 : : Positions : : 91,734 99,846 1,255 12,919 12,924 17,349 1,450 633 6,269 2,827 1,396 : : : : Changes from: January 12, 2021 : : 29 2,198 -855 -1,420 329 660 -5 0 725 -215 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 75.5 0.9 9.8 9.8 13.1 1.1 0.5 4.7 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 34 . 4 5 7 4 . 8 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 58,105 : : Positions : : 44,303 40,571 1,485 9,630 4,226 4,556 195 75 914 791 2,546 : : : : Changes from: January 12, 2021 : : 324 309 0 -433 218 238 -105 24 -447 333 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.8 2.6 16.6 7.3 7.8 0.3 0.1 1.6 1.4 4.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 20 . . . . . . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 32,381 : : Positions : : 30,501 24,585 645 4,917 564 0 555 0 375 1,479 281 : : : : Changes from: January 12, 2021 : : 0 100 75 40 0 0 0 0 0 -50 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 75.9 2.0 15.2 1.7 0.0 1.7 0.0 1.2 4.6 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 49,008 : : Positions : : 28,419 17,656 2,118 21,209 3,012 13,646 100 50 420 5,563 1,011 : : : : Changes from: January 12, 2021 : : 471 -553 -760 241 34 -40 0 0 2 -25 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 36.0 4.3 43.3 6.1 27.8 0.2 0.1 0.9 11.4 2.1 : : : : 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 19, 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 63,025 : : Positions : : 36,595 21,608 1,582 30,162 3,658 18,027 900 50 519 4,672 1,629 : : : : Changes from: January 12, 2021 : : -186 -740 -180 157 233 -150 65 0 -33 -25 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 34.3 2.5 47.9 5.8 28.6 1.4 0.1 0.8 7.4 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . 5 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 63,054 : : Positions : : 43,707 32,932 11,934 22,638 4,071 0 25 0 1,148 1,680 1,708 : : : : Changes from: January 12, 2021 : : 735 795 900 -470 -10 0 0 0 -116 1,194 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 52.2 18.9 35.9 6.5 0.0 0.0 0.0 1.8 2.7 2.7 : : : : 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 19, 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 83,712 : : Positions : : 58,089 34,587 20,497 43,663 1,314 0 25 0 1,145 1,901 2,151 : : : : Changes from: January 12, 2021 : : 1,150 710 360 -480 0 0 0 0 -80 1,199 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 41.3 24.5 52.2 1.6 0.0 0.0 0.0 1.4 2.3 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 19, 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 35,108 : : Positions : : 23,986 30,792 8,704 1,226 2,171 0 0 0 0 25 0 : : : : Changes from: January 12, 2021 : : 1,265 935 25 330 -152 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 87.7 24.8 3.5 6.2 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 27,728 : : Positions : : 24,787 14,831 0 11,106 1,045 0 600 0 1,560 110 0 : : : : Changes from: January 12, 2021 : : 681 56 0 605 -900 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 53.5 0.0 40.1 3.8 0.0 2.2 0.0 5.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 104,845 : : Positions : : 84,334 79,300 200 12,284 6,726 6,421 877 223 3,545 2,257 2,919 : : : : Changes from: January 12, 2021 : : 5,446 33 0 4,009 -556 -522 90 14 -506 152 499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 75.6 0.2 11.7 6.4 6.1 0.8 0.2 3.4 2.2 2.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 32 . . . 5 5 . 6 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 20,465 : : Positions : : 13,486 18,414 4,711 650 861 0 0 0 375 0 0 : : : : Changes from: January 12, 2021 : : 650 2,450 1,500 0 -96 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 90.0 23.0 3.2 4.2 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 17,552 : : Positions : : 11,247 15,645 4,386 650 657 0 0 0 350 0 0 : : : : Changes from: January 12, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 89.1 25.0 3.7 3.7 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 64,423 : : Positions : : 57,643 46,636 0 13,175 1,680 3,058 0 0 1,150 1,720 430 : : : : Changes from: January 12, 2021 : : 4,123 548 0 3,855 -480 690 0 0 0 120 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 72.4 0.0 20.5 2.6 4.7 0.0 0.0 1.8 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 39,965 : : Positions : : 30,753 34,960 6,229 1,335 2,849 0 0 0 100 25 0 : : : : Changes from: January 12, 2021 : : 1,280 980 25 300 -85 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 87.5 15.6 3.3 7.1 0.0 0.0 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 41,351 : : Positions : : 38,582 25,564 0 11,834 2,106 267 1,495 0 0 296 0 : : : : Changes from: January 12, 2021 : : 1,691 -199 0 1,885 -908 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 61.8 0.0 28.6 5.1 0.6 3.6 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 0 . . . 4 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 55,308 : : Positions : : 42,623 52,038 7,171 470 2,500 0 0 0 2,131 0 60 : : : : Changes from: January 12, 2021 : : 1,060 1,360 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 94.1 13.0 0.8 4.5 0.0 0.0 0.0 3.9 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 19, 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 59,831 : : Positions : : 47,698 52,811 6,238 4,235 2,535 0 0 0 2,730 0 60 : : : : Changes from: January 12, 2021 : : 1,110 1,660 245 20 0 0 0 0 315 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 88.3 10.4 7.1 4.2 0.0 0.0 0.0 4.6 0.0 0.1 : : : : 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 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 87,182 : : Positions : : 68,479 78,654 12,042 4,526 1,807 0 171 0 2,681 0 1,807 : : : : Changes from: January 12, 2021 : : 1,143 638 -5 0 0 0 171 0 -430 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 90.2 13.8 5.2 2.1 0.0 0.2 0.0 3.1 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 5 . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 103,669 : : Positions : : 79,810 90,894 13,194 4,457 3,005 469 1,493 120 3,076 145 3,346 : : : : Changes from: January 12, 2021 : : 885 -555 184 -82 -38 13 472 -25 -1,228 22 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 87.7 12.7 4.3 2.9 0.5 1.4 0.1 3.0 0.1 3.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 27 5 . 4 . 5 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 57,993 : : Positions : : 38,636 51,233 16,166 650 1,270 0 3,941 0 1,202 125 699 : : : : Changes from: January 12, 2021 : : 1,758 1,210 -147 252 0 0 317 0 88 -80 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 88.3 27.9 1.1 2.2 0.0 6.8 0.0 2.1 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . . . 0 . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 44,514 : : Positions : : 29,716 40,345 13,900 646 73 0 225 0 525 2,925 300 : : : : Changes from: January 12, 2021 : : 840 -1,375 -925 415 4 0 0 0 225 1,100 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 90.6 31.2 1.5 0.2 0.0 0.5 0.0 1.2 6.6 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 55,164 : : Positions : : 35,167 44,035 10,712 456 8,501 0 470 0 442 1,570 132 : : : : Changes from: January 12, 2021 : : -12 253 260 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 79.8 19.4 0.8 15.4 0.0 0.9 0.0 0.8 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 64,370 : : Positions : : 44,717 49,321 11,886 4,261 4,602 1,260 3,967 35 151 1,585 120 : : : : Changes from: January 12, 2021 : : -4 1,152 191 -1,178 1,200 -20 -25 0 -795 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 76.6 18.5 6.6 7.1 2.0 6.2 0.1 0.2 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 24,280 : : Positions : : 10,989 19,686 11,574 307 897 290 2,449 0 56 665 160 : : : : Changes from: January 12, 2021 : : 25 -81 -61 0 6 130 0 0 6 190 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 81.1 47.7 1.3 3.7 1.2 10.1 0.0 0.2 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 : : 9,862 19,318 10,734 390 727 0 495 0 50 790 0 : : : : Changes from: January 12, 2021 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 88.8 49.3 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 19, 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 26,838 : : Positions : : 21,592 18,415 2,110 5,860 287 436 168 100 1,070 716 665 : : : : Changes from: January 12, 2021 : : -69 249 0 -18 30 0 0 0 -20 -183 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 68.6 7.9 21.8 1.1 1.6 0.6 0.4 4.0 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 16,773 : : Positions : : 13,009 14,993 1,906 300 63 0 0 0 816 973 164 : : : : Changes from: January 12, 2021 : : 35 167 152 0 0 0 0 0 0 25 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 89.4 11.4 1.8 0.4 0.0 0.0 0.0 4.9 5.8 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 51,771 : : Positions : : 38,616 23,662 6,454 18,021 760 2,545 5,156 180 1,661 2,242 1,419 : : : : Changes from: January 12, 2021 : : 327 241 -30 0 10 -45 128 25 -6 -190 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 45.7 12.5 34.8 1.5 4.9 10.0 0.3 3.2 4.3 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 18 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 30,859 : : Positions : : 25,420 9,322 1,672 15,547 924 700 2,820 0 430 626 1,365 : : : : Changes from: January 12, 2021 : : 220 95 -125 60 22 0 0 0 -5 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 30.2 5.4 50.4 3.0 2.3 9.1 0.0 1.4 2.0 4.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 16,636 : : Positions : : 4,407 16,097 10,246 0 120 0 217 0 1,748 75 100 : : : : Changes from: January 12, 2021 : : 50 -325 -225 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 96.8 61.6 0.0 0.7 0.0 1.3 0.0 10.5 0.5 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 19, 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 : : 5,757 21,566 13,034 0 0 0 0 0 2,700 0 75 : : : : Changes from: January 12, 2021 : : -15 25 0 0 0 0 0 0 40 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 99.7 60.2 0.0 0.0 0.0 0.0 0.0 12.5 0.0 0.3 : : : : 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 19, 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 10,111 : : Positions : : 5,559 6,180 2,108 2,055 1,216 35 50 10 780 400 100 : : : : Changes from: January 12, 2021 : : 25 0 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 61.1 20.8 20.3 12.0 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 19, 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 9,444 : : Positions : : 5,025 5,425 2,045 2,105 1,259 45 50 0 600 300 205 : : : : Changes from: January 12, 2021 : : 25 0 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 57.4 21.7 22.3 13.3 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 19, 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 26,125 230 1,200 0 0 0 1,815 0 2,185 : : : : Changes from: January 12, 2021 : : 0 0 50 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 92.6 53.4 0.5 2.5 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 19, 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 25,810 230 1,200 25 0 0 1,820 0 2,160 : : : : Changes from: January 12, 2021 : : 0 0 50 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 92.7 52.3 0.5 2.4 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 19, 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 111,129 : : Positions : : 81,839 84,147 21,077 11,367 5,039 101 1,515 880 1,285 7,675 489 : : : : Changes from: January 12, 2021 : : 265 171 105 -75 275 0 0 0 -15 439 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 75.7 19.0 10.2 4.5 0.1 1.4 0.8 1.2 6.9 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 27 5 . 5 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 117,617 : : Positions : : 84,596 91,275 21,311 8,359 6,968 585 1,633 1,322 1,698 6,987 991 : : : : Changes from: January 12, 2021 : : 141 601 465 -75 180 -31 -170 170 -225 -6 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 77.6 18.1 7.1 5.9 0.5 1.4 1.1 1.4 5.9 0.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 31 6 . 6 . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 519,035 : : Positions : : 324,335 358,516 24,016 11,422 79,724 19,989 11,050 25,331 20,451 7,616 24,860 : : : : Changes from: January 12, 2021 : : 256 -234 -1,801 -120 1,117 1,604 -1,121 -149 -274 1,225 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 69.1 4.6 2.2 15.4 3.9 2.1 4.9 3.9 1.5 4.8 : : : : Number of Traders in Each Category Total Traders: 103 : : 42 43 4 4 6 12 9 11 16 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 14,755 : : Positions : : 9,355 11,585 475 870 1,525 800 550 135 1,850 0 0 : : : : Changes from: January 12, 2021 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 78.5 3.2 5.9 10.3 5.4 3.7 0.9 12.5 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 19, 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 12,226 : : Positions : : 7,331 8,525 445 1,316 1,525 200 550 160 1,850 0 0 : : : : Changes from: January 12, 2021 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 69.7 3.6 10.8 12.5 1.6 4.5 1.3 15.1 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 19, 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 8,704 : : Positions : : 7,047 8,279 480 98 252 0 0 0 860 0 45 : : : : Changes from: January 12, 2021 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 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 19, 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 89,485 : : Positions : : 65,480 57,110 11,899 14,191 1,375 0 9,667 0 3,620 0 0 : : : : Changes from: January 12, 2021 : : 300 195 -50 0 0 0 25 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.8 13.3 15.9 1.5 0.0 10.8 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 76,638 : : Positions : : 53,964 46,239 9,743 12,570 1,780 0 8,507 0 3,610 0 0 : : : : Changes from: January 12, 2021 : : 195 195 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 60.3 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 19, 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 : : 30,667 17,765 2,748 18,491 0 10,725 8,820 2,495 1,590 924 0 : : : : Changes from: January 12, 2021 : : -15 0 0 0 0 0 0 0 15 0 0 : : : : 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 3.1 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 19, 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 12, 2021 : : 0 0 0 0 0 0 0 0 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 19, 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 : : 18,040 10,045 7,185 0 250 500 15,560 350 75 0 0 : : : : Changes from: January 12, 2021 : : -300 0 300 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 36.1 25.8 0.0 0.9 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 19, 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 86,644 : : Positions : : 48,884 29,719 6,755 36,785 2,925 12,980 1,235 5 75 885 1,070 : : : : Changes from: January 12, 2021 : : -1,720 890 2,670 35 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 34.3 7.8 42.5 3.4 15.0 1.4 0.0 0.1 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 83,454 : : Positions : : 45,379 29,784 6,695 32,190 3,335 13,680 1,085 40 0 2,695 315 : : : : Changes from: January 12, 2021 : : -1,205 1,440 2,670 0 -70 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 35.7 8.0 38.6 4.0 16.4 1.3 0.0 0.0 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 12, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 12, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 67,090 : : Positions : : 21,270 55,335 18,550 8,955 130 17,660 0 240 6,995 0 0 : : : : Changes from: January 12, 2021 : : 1,200 300 0 1,200 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 82.5 27.6 13.3 0.2 26.3 0.0 0.4 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 68,030 : : Positions : : 21,310 57,825 20,635 7,740 165 17,660 0 240 6,120 0 0 : : : : Changes from: January 12, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 85.0 30.3 11.4 0.2 26.0 0.0 0.4 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 51,583 : : Positions : : 20,550 44,668 4,338 1,615 1,985 5,110 0 0 16,085 100 165 : : : : Changes from: January 12, 2021 : : 630 30 -600 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 86.6 8.4 3.1 3.8 9.9 0.0 0.0 31.2 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 19, 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 44,403 : : Positions : : 19,140 37,523 4,808 1,975 1,340 5,110 0 0 10,360 100 515 : : : : Changes from: January 12, 2021 : : 630 30 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 84.5 10.8 4.4 3.0 11.5 0.0 0.0 23.3 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 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 67,175 : : Positions : : 31,365 40,335 4,655 0 4,055 4,655 15,125 175 14,955 700 1,225 : : : : Changes from: January 12, 2021 : : 410 4,210 3,350 -550 -825 0 50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 60.0 6.9 0.0 6.0 6.9 22.5 0.3 22.3 1.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 62,815 : : Positions : : 29,655 36,790 5,685 0 4,255 4,320 15,125 175 12,675 700 1,225 : : : : Changes from: January 12, 2021 : : 460 4,260 3,900 0 -1,255 0 50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 58.6 9.1 0.0 6.8 6.9 24.1 0.3 20.2 1.1 2.0 : : : : 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 19, 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 55,898 : : Positions : : 29,760 21,855 0 16,645 20 18,395 365 3,540 0 9,310 1,355 : : : : Changes from: January 12, 2021 : : 25 0 0 0 0 50 0 -25 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 39.1 0.0 29.8 0.0 32.9 0.7 6.3 0.0 16.7 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 19, 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 47,661 : : Positions : : 25,882 19,265 0 14,222 70 13,825 365 3,565 0 5,975 1,490 : : : : Changes from: January 12, 2021 : : 25 0 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.4 0.0 29.8 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 19, 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 182,738 : : Positions : : 98,482 79,382 19,484 1,975 7,434 0 27,545 7,485 900 9,990 3,100 : : : : Changes from: January 12, 2021 : : 2,677 197 -1,510 565 1,381 0 -50 100 200 655 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 43.4 10.7 1.1 4.1 0.0 15.1 4.1 0.5 5.5 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 154,629 : : Positions : : 79,233 67,177 16,496 365 7,018 0 22,005 7,205 900 7,133 4,025 : : : : Changes from: January 12, 2021 : : 4,422 1,907 -2,545 315 1,775 0 -100 100 200 -45 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 43.4 10.7 0.2 4.5 0.0 14.2 4.7 0.6 4.6 2.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 26 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 60,531 : : Positions : : 22,210 33,085 18,176 6,821 7,645 965 0 7,200 0 1,495 0 : : : : Changes from: January 12, 2021 : : -35 -75 0 40 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 54.7 30.0 11.3 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 19, 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 51,375 : : Positions : : 20,365 27,455 11,561 4,716 5,329 1,295 0 7,300 0 1,220 0 : : : : Changes from: January 12, 2021 : : -675 -850 0 125 -125 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 53.4 22.5 9.2 10.4 2.5 0.0 14.2 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 43,835 : : Positions : : 22,695 21,955 250 3,660 5,585 4,375 3,655 4,725 1,680 0 0 : : : : Changes from: January 12, 2021 : : -1,200 -100 0 -1,100 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 50.1 0.6 8.3 12.7 10.0 8.3 10.8 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 19, 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 52,835 : : Positions : : 17,940 31,750 0 4,180 5,945 19,400 3,155 3,450 1,680 0 0 : : : : Changes from: January 12, 2021 : : -1,200 0 0 -1,200 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 60.1 0.0 7.9 11.3 36.7 6.0 6.5 3.2 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 19, 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 200,750 : : Positions : : 107,733 133,655 6,849 7,938 23,128 30,105 150 4,515 100 3,277 378 : : : : Changes from: January 12, 2021 : : 411 -318 -825 -445 425 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 66.6 3.4 4.0 11.5 15.0 0.1 2.2 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 156,185 : : Positions : : 81,440 104,255 1,587 2,770 21,872 26,245 0 6,025 0 2,534 180 : : : : Changes from: January 12, 2021 : : 75 310 315 -160 -15 0 -50 0 0 290 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 66.8 1.0 1.8 14.0 16.8 0.0 3.9 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 30,465 : : Positions : : 22,400 17,380 960 8,695 1,940 2,420 300 100 595 0 255 : : : : Changes from: January 12, 2021 : : 1,975 1,925 -50 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 57.0 3.2 28.5 6.4 7.9 1.0 0.3 2.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 30,090 : : Positions : : 22,765 16,610 290 8,455 2,330 2,420 300 100 0 110 475 : : : : Changes from: January 12, 2021 : : 1,975 1,925 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 55.2 1.0 28.1 7.7 8.0 1.0 0.3 0.0 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 22, 2021