Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 15,921 : : Positions : : 12,727 8,491 16 1,278 1,019 47 0 49 294 2,902 1,076 : : : : Changes from: February 9, 2021 : : 787 512 -23 -30 278 -60 0 0 8 25 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 53.3 0.1 8.0 6.4 0.3 0.0 0.3 1.8 18.2 6.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 34,864 : : Positions : : 23,517 27,312 2,692 1,433 3,172 303 200 799 2,870 317 1,511 : : : : Changes from: February 9, 2021 : : 210 280 33 100 -25 19 -50 21 -77 -205 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 78.3 7.7 4.1 9.1 0.9 0.6 2.3 8.2 0.9 4.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . . . . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 31,969 : : Positions : : 27,233 24,262 0 3,507 1,690 0 65 510 915 315 1,620 : : : : Changes from: February 9, 2021 : : -3 -153 0 125 25 0 -50 50 -90 -15 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 75.9 0.0 11.0 5.3 0.0 0.2 1.6 2.9 1.0 5.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 0 . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 130,694 : : Positions : : 91,455 94,057 1,011 17,469 12,324 16,344 1,730 762 6,778 2,721 1,364 : : : : Changes from: February 9, 2021 : : 2,792 -3,964 950 4,994 -2,630 -285 70 240 -3,028 -735 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 72.0 0.8 13.4 9.4 12.5 1.3 0.6 5.2 2.1 1.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 34 . 5 5 7 . . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 55,862 : : Positions : : 42,818 37,901 1,485 10,997 3,611 5,390 100 5 778 1,423 1,760 : : : : Changes from: February 9, 2021 : : -388 109 0 38 37 656 -115 5 54 267 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 67.8 2.7 19.7 6.5 9.6 0.2 0.0 1.4 2.5 3.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 21 . . . 5 . . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 30,926 : : Positions : : 28,275 23,970 559 3,880 1,161 0 580 0 675 1,079 256 : : : : Changes from: February 9, 2021 : : -75 450 95 -325 -60 0 0 0 100 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 77.5 1.8 12.5 3.8 0.0 1.9 0.0 2.2 3.5 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 49,319 : : Positions : : 29,048 18,515 1,964 20,204 3,440 13,390 162 0 187 5,675 972 : : : : Changes from: February 9, 2021 : : 1,212 1,377 15 -28 55 0 0 0 122 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 37.5 4.0 41.0 7.0 27.1 0.3 0.0 0.4 11.5 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 61,657 : : Positions : : 36,910 22,288 1,151 28,304 3,360 17,498 1,079 30 220 4,787 1,540 : : : : Changes from: February 9, 2021 : : 148 413 -3 -196 -29 127 66 -21 74 80 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 36.1 1.9 45.9 5.4 28.4 1.8 0.0 0.4 7.8 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 20 . 4 4 . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 63,733 : : Positions : : 45,134 32,552 12,261 23,910 2,991 0 25 0 1,389 2,880 1,375 : : : : Changes from: February 9, 2021 : : 1,425 -190 -200 225 0 0 0 0 10 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 51.1 19.2 37.5 4.7 0.0 0.0 0.0 2.2 4.5 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 10,100 : : Positions : : 8,500 6,250 0 2,950 50 500 500 150 250 200 0 : : : : Changes from: February 9, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 61.9 0.0 29.2 0.5 5.0 5.0 1.5 2.5 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 4 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 82,061 : : Positions : : 58,170 33,019 18,888 42,601 1,348 25 0 25 1,159 3,062 1,966 : : : : Changes from: February 9, 2021 : : 1,391 -171 -147 225 8 0 0 0 10 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 40.2 23.0 51.9 1.6 0.0 0.0 0.0 1.4 3.7 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 19 4 . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 32,940 : : Positions : : 22,708 29,312 7,994 655 1,991 0 0 0 0 227 0 : : : : Changes from: February 9, 2021 : : -125 0 0 -125 99 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 89.0 24.3 2.0 6.0 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 30,564 : : Positions : : 27,348 15,600 0 12,871 1,465 0 550 0 1,435 68 0 : : : : Changes from: February 9, 2021 : : 2,200 875 0 1,325 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 51.0 0.0 42.1 4.8 0.0 1.8 0.0 4.7 0.2 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 February 16, 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 107,046 : : Positions : : 83,361 83,852 200 10,128 7,852 6,948 150 81 5,138 1,788 2,911 : : : : Changes from: February 9, 2021 : : -2,112 1,964 -12 -425 -160 2,095 -560 -208 817 -236 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 78.3 0.2 9.5 7.3 6.5 0.1 0.1 4.8 1.7 2.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 37 . 4 . 7 . . 10 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 21,154 : : Positions : : 13,952 18,263 5,019 1,250 861 0 0 0 375 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 86.3 23.7 5.9 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 February 16, 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 18,474 : : Positions : : 12,059 16,640 4,819 1,250 584 0 0 0 350 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 90.1 26.1 6.8 3.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 30,067 : : Positions : : 24,426 23,037 2,099 0 3,422 0 3,608 0 0 0 0 : : : : Changes from: February 9, 2021 : : 900 -600 -1,020 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 76.6 7.0 0.0 11.4 0.0 12.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 29,777 : : Positions : : 23,898 22,897 2,487 0 3,272 0 3,608 0 0 0 0 : : : : Changes from: February 9, 2021 : : 900 -600 -1,020 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 76.9 8.4 0.0 11.0 0.0 12.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643A7 Open Interest is 18,262 : : Positions : : 15,640 14,713 0 0 0 144 376 0 88 392 352 : : : : Changes from: February 9, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 80.6 0.0 0.0 0.0 0.8 2.1 0.0 0.5 2.1 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 64,672 : : Positions : : 55,259 48,519 0 9,727 3,544 3,858 0 0 1,150 1,685 415 : : : : Changes from: February 9, 2021 : : -845 855 0 -1,120 124 700 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 75.0 0.0 15.0 5.5 6.0 0.0 0.0 1.8 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 0 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 37,375 : : Positions : : 29,114 33,348 6,279 1,270 1,909 0 0 0 50 286 0 : : : : Changes from: February 9, 2021 : : -370 55 300 -125 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 89.2 16.8 3.4 5.1 0.0 0.0 0.0 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 43,012 : : Positions : : 40,575 26,320 0 13,050 1,716 350 1,640 0 0 251 0 : : : : Changes from: February 9, 2021 : : 1,867 732 0 1,045 600 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 61.2 0.0 30.3 4.0 0.8 3.8 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . . 4 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 53,488 : : Positions : : 40,083 50,423 7,990 325 2,470 0 0 0 2,094 0 35 : : : : Changes from: February 9, 2021 : : 380 650 175 -25 0 0 0 0 60 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 94.3 14.9 0.6 4.6 0.0 0.0 0.0 3.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 57,292 : : Positions : : 45,437 50,254 6,114 4,265 2,420 0 138 0 2,746 0 35 : : : : Changes from: February 9, 2021 : : 795 705 -200 -35 0 0 0 0 70 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 87.7 10.7 7.4 4.2 0.0 0.2 0.0 4.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 13 . 4 5 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 87,034 : : Positions : : 69,512 78,027 11,722 4,931 1,464 0 363 0 1,905 0 2,057 : : : : Changes from: February 9, 2021 : : -245 -305 40 0 0 0 5 0 -118 0 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 89.7 13.5 5.7 1.7 0.0 0.4 0.0 2.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 5 . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 102,698 : : Positions : : 80,712 90,020 12,815 5,116 2,486 0 1,620 226 3,155 251 2,693 : : : : Changes from: February 9, 2021 : : 120 396 28 25 17 0 -16 7 345 97 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 87.7 12.5 5.0 2.4 0.0 1.6 0.2 3.1 0.2 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 26 5 . 5 0 7 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 59,768 : : Positions : : 41,022 52,944 15,412 409 1,472 0 3,882 12 836 0 994 : : : : Changes from: February 9, 2021 : : 631 825 125 47 -50 0 9 0 95 -30 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 88.6 25.8 0.7 2.5 0.0 6.5 0.0 1.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . . 0 . . 6 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 42,592 : : Positions : : 28,244 38,360 13,145 54 478 0 400 0 300 2,875 425 : : : : Changes from: February 9, 2021 : : 0 180 0 -180 120 0 0 0 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 90.1 30.9 0.1 1.1 0.0 0.9 0.0 0.7 6.8 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 54,461 : : Positions : : 33,660 43,901 11,028 275 8,498 0 240 0 235 1,322 170 : : : : Changes from: February 9, 2021 : : 261 1,775 1,432 -18 18 0 0 0 5 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 80.6 20.2 0.5 15.6 0.0 0.4 0.0 0.4 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 64,013 : : Positions : : 43,830 50,012 11,546 2,870 5,477 1,323 3,517 0 206 1,421 120 : : : : Changes from: February 9, 2021 : : 928 2,062 432 -770 704 10 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 78.1 18.0 4.5 8.6 2.1 5.5 0.0 0.3 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 23,424 : : Positions : : 10,418 19,163 11,215 22 839 262 2,273 0 0 598 410 : : : : Changes from: February 9, 2021 : : 25 -25 -50 0 48 5 5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 81.8 47.9 0.1 3.6 1.1 9.7 0.0 0.0 2.6 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 20,753 : : Positions : : 9,392 18,348 10,242 260 717 0 480 0 51 910 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 88.4 49.4 1.3 3.5 0.0 2.3 0.0 0.2 4.4 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 February 16, 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 26,354 : : Positions : : 21,078 17,989 1,985 5,662 332 217 35 319 1,040 897 669 : : : : Changes from: February 9, 2021 : : 300 285 5 -20 20 -19 0 19 0 16 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 68.3 7.5 21.5 1.3 0.8 0.1 1.2 3.9 3.4 2.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 17,123 : : Positions : : 13,356 15,027 2,017 300 65 0 0 0 650 1,208 280 : : : : Changes from: February 9, 2021 : : 1,110 800 50 0 0 0 0 0 -65 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 87.8 11.8 1.8 0.4 0.0 0.0 0.0 3.8 7.1 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 48,811 : : Positions : : 34,257 21,064 6,066 17,951 840 2,251 5,378 209 3,449 1,605 1,514 : : : : Changes from: February 9, 2021 : : -1,392 -45 226 291 5 -40 6 50 1,625 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 43.2 12.4 36.8 1.7 4.6 11.0 0.4 7.1 3.3 3.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 . . 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 29,402 : : Positions : : 23,910 8,758 1,358 14,750 1,137 700 2,835 0 587 266 1,413 : : : : Changes from: February 9, 2021 : : 241 106 -15 235 15 0 25 0 5 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 29.8 4.6 50.2 3.9 2.4 9.6 0.0 2.0 0.9 4.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 17,023 : : Positions : : 5,213 16,320 9,860 0 95 0 316 0 1,733 150 100 : : : : Changes from: February 9, 2021 : : 356 350 0 0 0 0 6 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 95.9 57.9 0.0 0.6 0.0 1.9 0.0 10.2 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 20,396 : : Positions : : 6,237 20,396 11,879 0 0 0 0 0 2,250 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 100.0 58.2 0.0 0.0 0.0 0.0 0.0 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 0 0 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 8,979 : : Positions : : 4,923 5,497 1,570 1,750 1,322 40 25 5 740 200 100 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 61.2 17.5 19.5 14.7 0.4 0.3 0.1 8.2 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 8,287 : : Positions : : 4,341 4,700 1,508 1,750 1,377 45 25 0 560 150 205 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 56.7 18.2 21.1 16.6 0.5 0.3 0.0 6.8 1.8 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 49,268 : : Positions : : 16,595 46,008 26,865 145 1,140 600 50 0 1,975 0 1,920 : : : : Changes from: February 9, 2021 : : -25 -200 -175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 93.4 54.5 0.3 2.3 1.2 0.1 0.0 4.0 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 49,708 : : Positions : : 17,335 46,493 26,615 145 1,125 600 25 25 1,935 0 1,890 : : : : Changes from: February 9, 2021 : : -25 -200 -175 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 93.5 53.5 0.3 2.3 1.2 0.1 0.1 3.9 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 115,046 : : Positions : : 85,048 93,672 20,801 9,058 5,419 185 1,925 630 1,546 3,321 997 : : : : Changes from: February 9, 2021 : : 345 8,243 1,855 -2,795 -297 180 -105 105 0 -2,967 742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 81.4 18.1 7.9 4.7 0.2 1.7 0.5 1.3 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 4 . 5 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 120,880 : : Positions : : 87,441 99,839 20,661 5,842 7,498 43 1,862 1,490 1,947 2,634 1,606 : : : : Changes from: February 9, 2021 : : 50 8,408 1,565 -3,575 111 43 -365 365 -115 -2,925 687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 82.6 17.1 4.8 6.2 0.0 1.5 1.2 1.6 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 29 6 . 6 . . . 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 530,095 : : Positions : : 332,877 359,224 19,186 14,531 84,441 19,365 10,733 23,984 23,506 10,590 26,140 : : : : Changes from: February 9, 2021 : : 7,870 3,027 -153 1,565 1,290 222 1,218 405 -2,674 -552 507 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 67.8 3.6 2.7 15.9 3.7 2.0 4.5 4.4 2.0 4.9 : : : : Number of Traders in Each Category Total Traders: 106 : : 43 42 4 5 6 10 11 13 17 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,575 : : Positions : : 9,010 12,850 1,425 395 1,580 900 550 115 1,760 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 82.5 9.1 2.5 10.1 5.8 3.5 0.7 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 13,149 : : Positions : : 7,099 9,975 1,475 844 1,570 300 550 140 1,760 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 75.9 11.2 6.4 11.9 2.3 4.2 1.1 13.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 8,045 : : Positions : : 5,635 5,005 110 0 240 200 1,560 100 845 345 445 : : : : Changes from: February 9, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 62.2 1.4 0.0 3.0 2.5 19.4 1.2 10.5 4.3 5.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . 0 . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 10,465 : : Positions : : 8,713 9,838 480 98 252 0 0 0 835 100 145 : : : : Changes from: February 9, 2021 : : 316 106 0 0 0 0 0 0 -100 100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 94.0 4.6 0.9 2.4 0.0 0.0 0.0 8.0 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 87,583 : : Positions : : 64,171 55,025 11,930 14,916 935 0 9,626 0 3,495 0 0 : : : : Changes from: February 9, 2021 : : 60 140 80 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 62.8 13.6 17.0 1.1 0.0 11.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 73,607 : : Positions : : 52,546 43,326 9,420 13,790 650 0 8,281 0 3,440 0 0 : : : : Changes from: February 9, 2021 : : -35 15 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 58.9 12.8 18.7 0.9 0.0 11.3 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 February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 27,006 : : Positions : : 11,050 14,841 4,890 0 5,825 175 1,175 200 250 0 0 : : : : Changes from: February 9, 2021 : : 30 480 10 -290 -10 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 55.0 18.1 0.0 21.6 0.6 4.4 0.7 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 42,487 : : Positions : : 26,880 11,306 4,031 18,421 10 4,235 6,270 2,335 1,440 869 0 : : : : Changes from: February 9, 2021 : : 136 -6,094 420 0 0 -6,650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 26.6 9.5 43.4 0.0 10.0 14.8 5.5 3.4 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 32,232 : : Positions : : 21,749 9,847 6,339 10,215 0 250 8,110 720 50 269 336 : : : : Changes from: February 9, 2021 : : 1,466 -204 1,680 0 0 -1,560 1,790 -1,790 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 30.6 19.7 31.7 0.0 0.8 25.2 2.2 0.2 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 19,260 : : Positions : : 9,965 8,720 6,975 0 250 545 8,650 55 75 0 0 : : : : Changes from: February 9, 2021 : : -7,550 -650 0 0 0 0 -6,900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 45.3 36.2 0.0 1.3 2.8 44.9 0.3 0.4 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 February 16, 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 83,102 : : Positions : : 45,767 28,347 8,995 36,635 2,750 11,825 1,140 0 60 460 1,085 : : : : Changes from: February 9, 2021 : : 310 -55 0 350 0 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 34.1 10.8 44.1 3.3 14.2 1.4 0.0 0.1 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 79,862 : : Positions : : 43,014 28,452 8,408 32,335 3,160 12,450 990 35 0 2,085 315 : : : : Changes from: February 9, 2021 : : 325 -40 0 350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 35.6 10.5 40.5 4.0 15.6 1.2 0.0 0.0 2.6 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 February 16, 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 27,596 : : Positions : : 19,095 5,104 1,629 185 797 0 10,860 700 700 5,525 350 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 18.5 5.9 0.7 2.9 0.0 39.4 2.5 2.5 20.0 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 27,346 : : Positions : : 19,095 5,144 1,294 185 1,058 0 10,860 700 700 5,150 425 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 18.8 4.7 0.7 3.9 0.0 39.7 2.6 2.6 18.8 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 61,860 : : Positions : : 19,935 50,730 17,195 8,550 130 15,810 0 120 6,515 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 82.0 27.8 13.8 0.2 25.6 0.0 0.2 10.5 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 February 16, 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 63,310 : : Positions : : 20,310 53,745 19,405 7,330 165 15,810 0 120 5,690 0 0 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 84.9 30.7 11.6 0.3 25.0 0.0 0.2 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 50,543 : : Positions : : 19,080 43,978 5,648 1,570 1,945 4,660 0 0 15,890 50 165 : : : : Changes from: February 9, 2021 : : 300 1,225 300 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 87.0 11.2 3.1 3.8 9.2 0.0 0.0 31.4 0.1 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 February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 43,923 : : Positions : : 17,810 37,503 6,213 1,900 1,340 4,660 0 0 10,565 50 515 : : : : Changes from: February 9, 2021 : : 300 1,225 300 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 85.4 14.1 4.3 3.1 10.6 0.0 0.0 24.1 0.1 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 February 16, 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 68,148 : : Positions : : 31,185 48,257 9,067 0 2,973 4,575 10,665 713 14,200 625 1,225 : : : : Changes from: February 9, 2021 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 70.8 13.3 0.0 4.4 6.7 15.6 1.0 20.8 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 65,883 : : Positions : : 30,450 46,302 10,097 0 3,263 4,255 10,665 713 12,510 625 1,225 : : : : Changes from: February 9, 2021 : : 300 600 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 70.3 15.3 0.0 5.0 6.5 16.2 1.1 19.0 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 61,839 : : Positions : : 34,444 30,127 0 12,707 300 17,365 180 2,275 0 8,840 1,300 : : : : Changes from: February 9, 2021 : : 485 -475 0 360 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 48.7 0.0 20.5 0.5 28.1 0.3 3.7 0.0 14.3 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 52,835 : : Positions : : 30,364 26,952 0 10,322 385 12,630 205 2,275 0 5,645 1,355 : : : : Changes from: February 9, 2021 : : 600 -300 0 300 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 51.0 0.0 19.5 0.7 23.9 0.4 4.3 0.0 10.7 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 191,026 : : Positions : : 115,895 82,506 13,014 2,035 8,125 0 30,500 1,320 865 14,688 2,245 : : : : Changes from: February 9, 2021 : : 1,110 1,070 360 0 90 0 75 0 240 3,878 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 43.2 6.8 1.1 4.3 0.0 16.0 0.7 0.5 7.7 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . . . 0 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 165,018 : : Positions : : 101,802 73,366 7,017 665 8,786 0 24,645 1,258 825 11,018 2,945 : : : : Changes from: February 9, 2021 : : 510 1,010 225 0 89 0 0 0 0 2,079 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 44.5 4.3 0.4 5.3 0.0 14.9 0.8 0.5 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 54,216 : : Positions : : 21,275 31,140 18,531 8,731 5,160 1,400 0 3,000 0 1,410 0 : : : : Changes from: February 9, 2021 : : 220 -905 -560 600 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 57.4 34.2 16.1 9.5 2.6 0.0 5.5 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 45,830 : : Positions : : 19,790 26,577 13,021 6,949 3,521 1,665 0 2,750 0 1,135 0 : : : : Changes from: February 9, 2021 : : 375 -250 -60 600 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 58.0 28.4 15.2 7.7 3.6 0.0 6.0 0.0 2.5 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 February 16, 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 37,870 : : Positions : : 19,945 23,515 1,810 670 6,045 4,075 3,480 0 1,565 0 0 : : : : Changes from: February 9, 2021 : : -510 2,390 600 -2,300 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 62.1 4.8 1.8 16.0 10.8 9.2 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 47,285 : : Positions : : 15,670 30,790 0 2,980 5,770 19,245 3,130 75 1,565 0 0 : : : : Changes from: February 9, 2021 : : -100 500 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 65.1 0.0 6.3 12.2 40.7 6.6 0.2 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 16 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 202,797 : : Positions : : 114,290 131,361 1,643 8,511 26,827 26,315 75 2,280 50 2,342 1,138 : : : : Changes from: February 9, 2021 : : 5,574 995 -1,486 2,458 -484 0 0 0 0 635 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 64.8 0.8 4.2 13.2 13.0 0.0 1.1 0.0 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 177,975 : : Positions : : 105,150 124,990 3,667 2,940 21,453 20,975 0 3,970 0 1,933 955 : : : : Changes from: February 9, 2021 : : 20,595 20,310 -50 -440 1,150 0 0 0 0 675 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 70.2 2.1 1.7 12.1 11.8 0.0 2.2 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,205 : : Positions : : 21,530 16,755 790 8,180 1,935 2,295 300 0 625 0 225 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 57.4 2.7 28.0 6.6 7.9 1.0 0.0 2.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,685 : : Positions : : 21,730 15,960 285 7,965 2,160 2,295 300 0 0 80 475 : : : : Changes from: February 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 55.6 1.0 27.8 7.5 8.0 1.0 0.0 0.0 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 19, 2021