Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 15,573 : : Positions : : 11,639 8,246 0 1,684 834 116 0 49 320 1,908 1,816 : : : : Changes from: January 19, 2021 : : 236 358 0 -69 24 116 0 49 -2 -13 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 53.0 0.0 10.8 5.4 0.7 0.0 0.3 2.1 12.3 11.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 0 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 35,016 : : Positions : : 24,137 27,804 2,356 1,585 3,112 466 325 778 3,407 657 755 : : : : Changes from: January 19, 2021 : : 799 801 85 525 -75 -37 25 0 324 -175 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 79.4 6.7 4.5 8.9 1.3 0.9 2.2 9.7 1.9 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 33,381 : : Positions : : 29,230 24,644 0 4,552 1,560 0 35 415 830 830 1,345 : : : : Changes from: January 19, 2021 : : 558 603 0 25 -45 -40 35 40 -35 -180 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 73.8 0.0 13.6 4.7 0.0 0.1 1.2 2.5 2.5 4.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 0 . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 133,079 : : Positions : : 92,867 99,730 1,406 12,527 13,812 17,349 1,670 633 5,056 3,202 1,240 : : : : Changes from: January 19, 2021 : : 1,133 -116 151 -392 888 0 220 0 -1,213 375 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 74.9 1.1 9.4 10.4 13.0 1.3 0.5 3.8 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 28 34 . 5 5 7 4 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 59,283 : : Positions : : 45,277 41,488 1,485 9,784 4,345 4,838 340 51 784 703 2,503 : : : : Changes from: January 19, 2021 : : 974 917 0 154 119 282 145 -24 -130 -88 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 70.0 2.5 16.5 7.3 8.2 0.6 0.1 1.3 1.2 4.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 20 . . . . . . 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 32,048 : : Positions : : 29,651 24,620 570 4,242 1,071 0 555 0 475 1,279 281 : : : : Changes from: January 19, 2021 : : -850 35 -75 -675 507 0 0 0 100 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 76.8 1.8 13.2 3.3 0.0 1.7 0.0 1.5 4.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 48,515 : : Positions : : 27,981 17,748 2,331 20,499 3,069 13,621 100 50 0 5,607 944 : : : : Changes from: January 19, 2021 : : -438 92 213 -710 57 -25 0 0 -420 44 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 36.6 4.8 42.3 6.3 28.1 0.2 0.1 0.0 11.6 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 62,094 : : Positions : : 36,229 21,863 1,454 29,130 3,605 17,982 780 57 0 4,741 1,447 : : : : Changes from: January 19, 2021 : : -366 255 -128 -1,032 -53 -45 -120 7 -519 69 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 35.2 2.3 46.9 5.8 29.0 1.3 0.1 0.0 7.6 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . 4 4 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 64,101 : : Positions : : 44,572 33,107 12,839 24,653 3,153 0 25 0 1,448 1,680 1,483 : : : : Changes from: January 19, 2021 : : 865 175 905 2,015 -918 0 0 0 300 0 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 51.6 20.0 38.5 4.9 0.0 0.0 0.0 2.3 2.6 2.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 85,181 : : Positions : : 59,270 34,972 20,652 44,903 1,334 0 25 0 1,453 1,946 1,956 : : : : Changes from: January 19, 2021 : : 1,181 385 155 1,240 20 0 0 0 308 45 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 41.1 24.2 52.7 1.6 0.0 0.0 0.0 1.7 2.3 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 17 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 34,948 : : Positions : : 24,126 30,932 8,404 926 2,171 0 0 0 0 25 0 : : : : Changes from: January 19, 2021 : : 140 140 -300 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 88.5 24.0 2.6 6.2 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 27,825 : : Positions : : 25,184 14,740 0 11,586 745 0 600 0 1,560 118 0 : : : : Changes from: January 19, 2021 : : 397 -91 0 480 -300 0 0 0 0 8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 53.0 0.0 41.6 2.7 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 26, 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 106,591 : : Positions : : 86,612 80,745 228 13,108 6,221 5,625 965 216 4,221 2,184 3,017 : : : : Changes from: January 19, 2021 : : 2,278 1,445 28 824 -505 -796 88 -7 676 -73 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.8 0.2 12.3 5.8 5.3 0.9 0.2 4.0 2.0 2.8 : : : : Number of Traders in Each Category Total Traders: 70 : : 40 34 . . . 5 6 . 9 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 20,751 : : Positions : : 13,832 18,460 4,711 650 861 0 0 0 375 0 0 : : : : Changes from: January 19, 2021 : : 346 46 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 89.0 22.7 3.1 4.1 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 26, 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 17,852 : : Positions : : 11,787 16,545 4,386 650 657 0 0 0 350 0 0 : : : : Changes from: January 19, 2021 : : 540 900 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 92.7 24.6 3.6 3.7 0.0 0.0 0.0 2.0 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 26, 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 65,198 : : Positions : : 57,964 47,221 0 13,475 1,680 3,058 0 0 1,600 1,720 430 : : : : Changes from: January 19, 2021 : : 321 585 0 300 0 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 72.4 0.0 20.7 2.6 4.7 0.0 0.0 2.5 2.6 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 39,797 : : Positions : : 30,865 35,128 6,279 1,335 2,519 0 0 0 100 25 0 : : : : Changes from: January 19, 2021 : : 112 168 50 0 -330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 88.3 15.8 3.4 6.3 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 26, 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 41,338 : : Positions : : 39,439 26,003 0 12,344 1,236 267 1,375 0 0 324 0 : : : : Changes from: January 19, 2021 : : 857 439 0 510 -870 0 -120 0 0 28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 62.9 0.0 29.9 3.0 0.6 3.3 0.0 0.0 0.8 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 26, 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 55,433 : : Positions : : 42,743 52,163 7,166 460 2,510 0 0 0 2,131 0 60 : : : : Changes from: January 19, 2021 : : 120 125 -5 -10 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 94.1 12.9 0.8 4.5 0.0 0.0 0.0 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 60,062 : : Positions : : 47,769 53,032 6,366 4,235 2,535 0 0 0 2,762 0 60 : : : : Changes from: January 19, 2021 : : 71 221 128 0 0 0 0 0 32 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 88.3 10.6 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 13 . 4 5 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 89,618 : : Positions : : 71,509 80,876 12,071 4,532 1,818 0 171 0 2,287 427 1,567 : : : : Changes from: January 19, 2021 : : 3,030 2,222 29 6 11 0 0 0 -394 427 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 90.2 13.5 5.1 2.0 0.0 0.2 0.0 2.6 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 104,754 : : Positions : : 81,844 91,718 13,097 4,680 3,137 484 1,548 120 2,415 297 3,041 : : : : Changes from: January 19, 2021 : : 2,033 824 -97 223 132 15 55 0 -661 152 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 87.6 12.5 4.5 3.0 0.5 1.5 0.1 2.3 0.3 2.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 23 28 5 . 4 . 5 . 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 60,845 : : Positions : : 41,311 53,200 16,191 450 1,470 0 4,459 12 1,007 355 834 : : : : Changes from: January 19, 2021 : : 2,675 1,967 25 -200 200 0 518 12 -195 230 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 87.4 26.6 0.7 2.4 0.0 7.3 0.0 1.7 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . . . 0 . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,079 : : Positions : : 30,296 40,950 13,675 346 283 0 300 0 600 2,975 225 : : : : Changes from: January 19, 2021 : : 580 605 -225 -300 210 0 75 0 75 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 90.8 30.3 0.8 0.6 0.0 0.7 0.0 1.3 6.6 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 55,956 : : Positions : : 35,596 44,864 10,895 456 8,501 0 470 0 529 1,445 220 : : : : Changes from: January 19, 2021 : : 429 829 183 0 0 0 0 0 87 -125 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 80.2 19.5 0.8 15.2 0.0 0.8 0.0 0.9 2.6 0.4 : : : : 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 26, 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 64,443 : : Positions : : 44,749 49,374 11,954 4,266 4,607 1,250 3,967 0 196 1,585 120 : : : : Changes from: January 19, 2021 : : 32 53 68 5 5 -10 0 -35 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 76.6 18.5 6.6 7.1 1.9 6.2 0.0 0.3 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 24,299 : : Positions : : 10,909 19,676 11,764 427 737 235 2,449 0 0 559 335 : : : : Changes from: January 19, 2021 : : -80 -10 190 120 -160 -55 0 0 -56 -106 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 81.0 48.4 1.8 3.0 1.0 10.1 0.0 0.0 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 21,759 : : Positions : : 9,922 19,259 10,734 510 667 0 495 0 51 790 0 : : : : Changes from: January 19, 2021 : : 60 -59 0 120 -60 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 88.5 49.3 2.3 3.1 0.0 2.3 0.0 0.2 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 27,458 : : Positions : : 22,207 18,821 2,110 5,865 287 436 168 100 1,070 1,026 665 : : : : Changes from: January 19, 2021 : : 615 406 0 5 0 0 0 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 68.5 7.7 21.4 1.0 1.6 0.6 0.4 3.9 3.7 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,045 : : Positions : : 13,235 15,135 1,996 300 63 0 0 0 736 973 294 : : : : Changes from: January 19, 2021 : : 226 142 90 0 0 0 0 0 -80 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 88.8 11.7 1.8 0.4 0.0 0.0 0.0 4.3 5.7 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 52,125 : : Positions : : 38,369 23,468 6,569 18,409 727 2,555 5,246 155 2,256 2,462 1,348 : : : : Changes from: January 19, 2021 : : -247 -194 115 388 -33 10 90 -25 595 220 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 45.0 12.6 35.3 1.4 4.9 10.1 0.3 4.3 4.7 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 . . 4 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 31,303 : : Positions : : 25,677 9,584 1,717 15,602 996 700 2,820 0 430 631 1,415 : : : : Changes from: January 19, 2021 : : 257 262 45 55 72 0 0 0 0 5 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 30.6 5.5 49.8 3.2 2.2 9.0 0.0 1.4 2.0 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 16,825 : : Positions : : 4,529 16,128 10,190 0 95 0 310 0 1,886 135 115 : : : : Changes from: January 19, 2021 : : 122 31 -56 0 -25 0 93 0 138 60 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 95.9 60.6 0.0 0.6 0.0 1.8 0.0 11.2 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 20,946 : : Positions : : 5,967 20,946 12,429 0 0 0 0 0 2,475 0 0 : : : : Changes from: January 19, 2021 : : 210 -620 -605 0 0 0 0 0 -225 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 100.0 59.3 0.0 0.0 0.0 0.0 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 0 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 10,154 : : Positions : : 5,631 6,127 1,983 2,055 1,312 35 50 10 780 400 100 : : : : Changes from: January 19, 2021 : : 72 -53 -125 0 96 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.3 19.5 20.2 12.9 0.3 0.5 0.1 7.7 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 9,497 : : Positions : : 5,075 5,350 1,895 2,080 1,412 45 50 0 600 300 205 : : : : Changes from: January 19, 2021 : : 50 -75 -150 -25 153 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 56.3 20.0 21.9 14.9 0.5 0.5 0.0 6.3 3.2 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 50,744 : : Positions : : 17,725 47,169 27,675 230 1,150 0 0 0 1,815 0 2,185 : : : : Changes from: January 19, 2021 : : 300 1,850 1,550 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 93.0 54.5 0.5 2.3 0.0 0.0 0.0 3.6 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,254 : : Positions : : 18,485 47,682 27,410 230 1,150 25 0 0 1,820 0 2,160 : : : : Changes from: January 19, 2021 : : 375 1,975 1,600 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 93.0 53.5 0.4 2.2 0.0 0.0 0.0 3.6 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 114,748 : : Positions : : 84,659 87,855 21,502 12,076 5,275 101 1,615 880 1,359 6,541 501 : : : : Changes from: January 19, 2021 : : 2,820 3,708 425 709 236 0 100 0 74 -1,134 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 76.6 18.7 10.5 4.6 0.1 1.4 0.8 1.2 5.7 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 27 5 . 5 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 121,783 : : Positions : : 87,166 95,273 21,841 9,624 7,018 578 1,591 1,494 2,324 5,554 1,152 : : : : Changes from: January 19, 2021 : : 2,570 3,998 530 1,265 50 -7 -42 172 626 -1,433 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 78.2 17.9 7.9 5.8 0.5 1.3 1.2 1.9 4.6 0.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 31 6 . 6 . . . 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 531,978 : : Positions : : 328,346 359,958 23,466 12,136 86,228 19,527 12,194 25,348 21,648 8,729 26,802 : : : : Changes from: January 19, 2021 : : 4,011 1,443 -550 714 6,503 -462 1,145 17 1,197 1,113 1,943 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 67.7 4.4 2.3 16.2 3.7 2.3 4.8 4.1 1.6 5.0 : : : : Number of Traders in Each Category Total Traders: 108 : : 42 43 4 5 6 11 10 12 16 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 14,800 : : Positions : : 9,355 11,610 445 875 1,540 800 550 135 1,850 0 0 : : : : Changes from: January 19, 2021 : : 0 25 -30 5 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 78.4 3.0 5.9 10.4 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 26, 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 8,550 445 1,291 1,525 200 550 160 1,850 0 0 : : : : Changes from: January 19, 2021 : : 0 25 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 69.9 3.6 10.6 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 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 9,115 : : Positions : : 7,403 8,685 480 98 252 0 0 0 885 0 45 : : : : Changes from: January 19, 2021 : : 356 406 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 95.3 5.3 1.1 2.8 0.0 0.0 0.0 9.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 90,572 : : Positions : : 66,382 57,062 12,449 14,971 1,020 0 10,377 0 3,610 0 0 : : : : Changes from: January 19, 2021 : : 902 -48 550 780 -355 0 710 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 63.0 13.7 16.5 1.1 0.0 11.5 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 26, 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 76,460 : : Positions : : 54,376 45,536 9,753 13,245 1,130 0 8,957 0 3,610 0 0 : : : : Changes from: January 19, 2021 : : 412 -703 10 675 -650 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 59.6 12.8 17.3 1.5 0.0 11.7 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 26, 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 50,320 : : Positions : : 28,238 18,516 3,468 18,431 0 10,725 6,420 2,495 1,590 924 0 : : : : Changes from: January 19, 2021 : : -2,429 751 720 -60 0 0 -2,400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 36.8 6.9 36.6 0.0 21.3 12.8 5.0 3.2 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 26, 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 34,382 : : Positions : : 21,624 11,531 5,146 10,090 0 1,625 6,615 2,725 75 324 336 : : : : Changes from: January 19, 2021 : : -1,060 -585 475 0 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 33.5 15.0 29.3 0.0 4.7 19.2 7.9 0.2 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19, 2021 : : 0 0 0 0 0 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 26, 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 87,904 : : Positions : : 48,944 30,319 8,555 38,045 2,750 12,980 1,235 5 75 885 1,070 : : : : Changes from: January 19, 2021 : : 60 600 1,800 1,260 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 34.5 9.7 43.3 3.1 14.8 1.4 0.0 0.1 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 84,554 : : Positions : : 45,479 30,424 8,495 33,450 3,160 13,680 1,085 40 0 2,695 315 : : : : Changes from: January 19, 2021 : : 100 640 1,800 1,260 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 36.0 10.0 39.6 3.7 16.2 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 26, 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 29,042 : : Positions : : 20,305 5,133 1,523 325 747 0 11,460 975 725 5,880 330 : : : : Changes from: January 19, 2021 : : 100 0 -85 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 17.7 5.2 1.1 2.6 0.0 39.5 3.4 2.5 20.2 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 26, 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 28,787 : : Positions : : 20,360 5,193 1,013 325 1,159 0 11,460 975 725 5,380 405 : : : : Changes from: January 19, 2021 : : 50 0 -35 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 18.0 3.5 1.1 4.0 0.0 39.8 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 26, 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 67,085 : : Positions : : 21,270 55,330 18,545 8,955 130 17,660 0 240 6,995 0 0 : : : : Changes from: January 19, 2021 : : 0 -5 -5 0 0 0 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 26, 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 68,025 : : Positions : : 21,310 57,770 20,630 7,740 165 17,660 0 240 6,120 0 0 : : : : Changes from: January 19, 2021 : : 0 -55 -5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 84.9 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 26, 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 51,533 : : Positions : : 20,500 44,618 4,338 1,615 1,985 5,110 0 0 16,085 100 165 : : : : Changes from: January 19, 2021 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 86.6 8.4 3.1 3.9 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 26, 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 19, 2021 : : 0 0 0 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 26, 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 67,260 : : Positions : : 31,150 40,270 4,655 0 4,105 4,655 15,275 175 15,255 700 1,225 : : : : Changes from: January 19, 2021 : : -215 -65 0 0 50 0 150 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 59.9 6.9 0.0 6.1 6.9 22.7 0.3 22.7 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 26, 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 64,050 : : Positions : : 30,065 37,825 5,635 0 4,305 4,320 15,275 175 13,500 700 1,225 : : : : Changes from: January 19, 2021 : : 410 1,035 -50 0 50 0 150 0 825 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 59.1 8.8 0.0 6.7 6.7 23.8 0.3 21.1 1.1 1.9 : : : : 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 26, 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 19, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 26, 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 19, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 26, 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 185,856 : : Positions : : 104,397 82,232 16,734 1,975 8,571 0 27,445 7,535 900 10,420 2,860 : : : : Changes from: January 19, 2021 : : 5,915 2,850 -2,750 0 1,137 0 -100 50 0 430 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 44.2 9.0 1.1 4.6 0.0 14.8 4.1 0.5 5.6 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 157,422 : : Positions : : 85,595 69,809 13,606 365 7,238 0 21,905 7,255 900 8,088 3,800 : : : : Changes from: January 19, 2021 : : 6,362 2,632 -2,890 0 220 0 -100 50 0 955 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 44.3 8.6 0.2 4.6 0.0 13.9 4.6 0.6 5.1 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 26 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 59,526 : : Positions : : 22,210 32,880 19,376 8,226 5,600 965 0 7,200 0 1,495 0 : : : : Changes from: January 19, 2021 : : 0 -205 1,200 1,405 -2,045 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 55.2 32.6 13.8 9.4 1.6 0.0 12.1 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 26, 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 51,025 : : Positions : : 20,435 27,320 12,761 6,121 4,179 1,295 0 7,300 0 1,220 0 : : : : Changes from: January 19, 2021 : : 70 -135 1,200 1,405 -1,150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 53.5 25.0 12.0 8.2 2.5 0.0 14.3 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 26, 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 44,130 : : Positions : : 22,850 22,110 250 3,655 5,585 4,375 3,655 4,725 1,680 0 0 : : : : Changes from: January 19, 2021 : : 155 155 0 -5 0 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 9.9 8.3 10.7 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 52,655 : : Positions : : 17,570 31,805 0 4,125 5,945 19,400 3,155 3,450 1,680 0 0 : : : : Changes from: January 19, 2021 : : -370 55 0 -55 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 60.4 0.0 7.8 11.3 36.8 6.0 6.6 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 26, 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 200,371 : : Positions : : 106,487 133,973 8,358 8,188 20,775 30,455 150 4,515 100 3,082 453 : : : : Changes from: January 19, 2021 : : -1,246 317 1,509 250 -2,353 350 0 0 0 -195 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 66.9 4.2 4.1 10.4 15.2 0.1 2.3 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 158,552 : : Positions : : 82,245 108,080 2,422 180 21,517 26,245 0 6,025 0 2,699 195 : : : : Changes from: January 19, 2021 : : 805 3,825 835 -2,590 -355 0 0 0 0 165 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 68.2 1.5 0.1 13.6 16.6 0.0 3.8 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 30,430 : : Positions : : 22,365 17,405 960 8,635 1,940 2,420 300 100 595 0 255 : : : : Changes from: January 19, 2021 : : -35 25 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 57.2 3.2 28.4 6.4 8.0 1.0 0.3 2.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 30,030 : : Positions : : 22,705 16,610 290 8,395 2,330 2,420 300 100 0 110 475 : : : : Changes from: January 19, 2021 : : -60 0 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 55.3 1.0 28.0 7.8 8.1 1.0 0.3 0.0 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2021