Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 15,849 : : Positions : : 12,656 8,463 59 1,347 976 83 0 49 274 2,934 1,110 : : : : Changes from: February 16, 2021 : : -72 -28 43 69 -43 37 0 0 -20 32 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 53.4 0.4 8.5 6.2 0.5 0.0 0.3 1.7 18.5 7.0 : : : : 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 23, 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 34,709 : : Positions : : 23,417 27,312 2,728 1,298 3,154 120 150 982 2,837 222 1,471 : : : : Changes from: February 16, 2021 : : -100 0 36 -135 -18 -183 -50 183 -33 -95 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 78.7 7.9 3.7 9.1 0.3 0.4 2.8 8.2 0.6 4.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 31,982 : : Positions : : 27,096 24,465 0 3,117 1,765 0 90 510 865 290 1,745 : : : : Changes from: February 16, 2021 : : -137 203 0 -390 75 0 25 0 -50 -25 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 76.5 0.0 9.7 5.5 0.0 0.3 1.6 2.7 0.9 5.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 0 . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 133,422 : : Positions : : 96,184 95,221 92 18,705 12,236 16,494 1,730 612 5,782 3,284 1,351 : : : : Changes from: February 16, 2021 : : 4,729 1,164 -919 1,236 -88 150 0 -150 -996 563 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 71.4 0.1 14.0 9.2 12.4 1.3 0.5 4.3 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 34 . 5 5 7 . . 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 54,950 : : Positions : : 42,074 37,051 1,485 10,948 3,362 5,268 0 131 1,115 1,875 1,485 : : : : Changes from: February 16, 2021 : : -744 -850 0 -49 -249 -122 -100 126 337 452 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 67.4 2.7 19.9 6.1 9.6 0.0 0.2 2.0 3.4 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 . . . 5 0 . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 31,609 : : Positions : : 28,480 24,145 1,144 4,305 1,011 0 583 0 628 1,219 346 : : : : Changes from: February 16, 2021 : : 205 175 585 425 -150 0 3 0 -47 140 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 76.4 3.6 13.6 3.2 0.0 1.8 0.0 2.0 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 50,237 : : Positions : : 29,898 19,273 1,954 20,302 3,467 13,390 162 0 187 5,749 933 : : : : Changes from: February 16, 2021 : : 850 758 -10 98 27 0 0 0 0 74 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 38.4 3.9 40.4 6.9 26.7 0.3 0.0 0.4 11.4 1.9 : : : : 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 23, 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 62,517 : : Positions : : 38,306 22,640 1,141 29,103 3,038 17,412 1,147 10 220 4,872 1,439 : : : : Changes from: February 16, 2021 : : 1,396 352 -10 799 -322 -86 68 -20 0 85 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 36.2 1.8 46.6 4.9 27.9 1.8 0.0 0.4 7.8 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 4 4 . 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 64,304 : : Positions : : 45,672 33,462 12,284 23,575 2,976 0 25 0 1,402 2,880 1,386 : : : : Changes from: February 16, 2021 : : 538 910 23 -335 -15 0 0 0 13 0 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 52.0 19.1 36.7 4.6 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 83,080 : : Positions : : 58,910 34,375 19,172 42,301 1,290 45 0 5 1,210 3,103 1,966 : : : : Changes from: February 16, 2021 : : 740 1,356 284 -300 -58 20 0 -20 51 41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 41.4 23.1 50.9 1.6 0.1 0.0 0.0 1.5 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 23, 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 32,745 : : Positions : : 22,511 29,417 7,994 355 1,991 0 0 0 0 227 0 : : : : Changes from: February 16, 2021 : : -197 105 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 89.8 24.4 1.1 6.1 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 30,889 : : Positions : : 27,723 15,625 0 13,171 1,465 0 550 0 1,385 68 0 : : : : Changes from: February 16, 2021 : : 375 25 0 300 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 50.6 0.0 42.6 4.7 0.0 1.8 0.0 4.5 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 23, 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 106,755 : : Positions : : 84,588 82,222 200 10,938 7,541 6,776 240 205 3,777 2,310 3,168 : : : : Changes from: February 16, 2021 : : 1,227 -1,629 0 810 -311 -172 90 124 -1,361 522 257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 77.0 0.2 10.2 7.1 6.3 0.2 0.2 3.5 2.2 3.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 38 36 . 4 . 7 . . 11 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 16, 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 23, 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 16, 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 23, 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 30,092 : : Positions : : 24,426 23,062 2,124 0 3,422 0 3,608 0 0 0 0 : : : : Changes from: February 16, 2021 : : 0 25 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 76.6 7.1 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 23, 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 29,802 : : Positions : : 23,898 22,922 2,512 0 3,272 0 3,608 0 0 0 0 : : : : Changes from: February 16, 2021 : : 0 25 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 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 23, 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 15,438 : : Positions : : 13,648 12,105 0 168 0 48 208 0 0 664 216 : : : : Changes from: February 16, 2021 : : -1,992 -2,608 0 168 0 -96 -168 0 -88 272 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 78.4 0.0 1.1 0.0 0.3 1.3 0.0 0.0 4.3 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 64,682 : : Positions : : 55,284 48,489 0 9,752 3,544 3,858 0 0 1,150 1,715 400 : : : : Changes from: February 16, 2021 : : 25 -30 0 25 0 0 0 0 0 30 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 75.0 0.0 15.1 5.5 6.0 0.0 0.0 1.8 2.7 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 23, 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 37,220 : : Positions : : 28,529 34,663 6,859 50 1,659 0 0 0 150 286 0 : : : : Changes from: February 16, 2021 : : -585 1,315 580 -1,220 -250 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 93.1 18.4 0.1 4.5 0.0 0.0 0.0 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 44,897 : : Positions : : 42,455 26,623 0 14,460 1,716 355 1,760 0 0 313 0 : : : : Changes from: February 16, 2021 : : 1,880 303 0 1,410 0 5 120 0 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 59.3 0.0 32.2 3.8 0.8 3.9 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 0 . . . 4 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 53,673 : : Positions : : 40,374 50,608 7,750 325 2,470 0 0 0 2,188 0 35 : : : : Changes from: February 16, 2021 : : 291 185 -240 0 0 0 0 0 94 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 94.3 14.4 0.6 4.6 0.0 0.0 0.0 4.1 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 58,808 : : Positions : : 45,749 51,750 7,034 4,265 2,420 0 158 0 3,015 0 35 : : : : Changes from: February 16, 2021 : : 312 1,496 920 0 0 0 20 0 269 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 88.0 12.0 7.3 4.1 0.0 0.3 0.0 5.1 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 23, 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 88,018 : : Positions : : 70,014 78,919 11,847 4,616 1,779 0 433 0 1,980 60 2,029 : : : : Changes from: February 16, 2021 : : 502 892 125 -315 315 0 70 0 75 60 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 89.7 13.5 5.2 2.0 0.0 0.5 0.0 2.2 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 5 . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 103,983 : : Positions : : 80,947 91,119 13,013 4,692 2,908 0 1,400 226 3,581 537 2,710 : : : : Changes from: February 16, 2021 : : 235 1,099 198 -424 422 0 -220 0 426 286 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 87.6 12.5 4.5 2.8 0.0 1.3 0.2 3.4 0.5 2.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 27 5 . 5 0 8 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 60,110 : : Positions : : 41,802 53,064 15,187 334 1,484 0 3,912 12 456 110 1,149 : : : : Changes from: February 16, 2021 : : 780 120 -225 -75 12 0 30 0 -380 110 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 88.3 25.3 0.6 2.5 0.0 6.5 0.0 0.8 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . . . 0 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 43,077 : : Positions : : 28,019 38,705 13,595 39 418 0 450 0 420 2,840 625 : : : : Changes from: February 16, 2021 : : -225 345 450 -15 -60 0 50 0 120 -35 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 89.9 31.6 0.1 1.0 0.0 1.0 0.0 1.0 6.6 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 54,782 : : Positions : : 33,605 44,115 11,447 275 8,498 0 240 0 205 1,416 170 : : : : Changes from: February 16, 2021 : : -55 214 419 0 0 0 0 0 -30 94 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 80.5 20.9 0.5 15.5 0.0 0.4 0.0 0.4 2.6 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 63,536 : : Positions : : 44,155 49,488 10,971 2,875 5,472 1,323 3,492 0 45 1,519 120 : : : : Changes from: February 16, 2021 : : 325 -524 -575 5 -5 0 -25 0 -161 98 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 77.9 17.3 4.5 8.6 2.1 5.5 0.0 0.1 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 23,684 : : Positions : : 10,418 19,423 11,451 22 839 262 2,273 0 0 598 410 : : : : Changes from: February 16, 2021 : : 0 260 236 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 82.0 48.3 0.1 3.5 1.1 9.6 0.0 0.0 2.5 1.7 : : : : 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 23, 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 21,013 : : Positions : : 9,392 18,608 10,478 260 717 0 480 0 51 910 0 : : : : Changes from: February 16, 2021 : : 0 260 236 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 88.6 49.9 1.2 3.4 0.0 2.3 0.0 0.2 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 26,763 : : Positions : : 21,472 18,381 1,980 5,662 332 217 35 319 1,070 968 673 : : : : Changes from: February 16, 2021 : : 394 392 -5 0 0 0 0 0 30 71 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 68.7 7.4 21.2 1.2 0.8 0.1 1.2 4.0 3.6 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 17,209 : : Positions : : 13,411 15,067 2,082 300 46 0 0 0 650 1,283 270 : : : : Changes from: February 16, 2021 : : 55 40 65 0 -19 0 0 0 0 75 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 87.6 12.1 1.7 0.3 0.0 0.0 0.0 3.8 7.5 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 23, 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 47,712 : : Positions : : 34,535 21,041 6,096 17,041 775 2,280 5,387 205 2,070 1,477 1,526 : : : : Changes from: February 16, 2021 : : 278 -23 30 -910 -65 29 9 -4 -1,379 -128 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 44.1 12.8 35.7 1.6 4.8 11.3 0.4 4.3 3.1 3.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 . . 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 29,411 : : Positions : : 24,025 8,839 1,334 14,720 1,135 700 2,835 0 507 226 1,413 : : : : Changes from: February 16, 2021 : : 115 81 -24 -30 -2 0 0 0 -80 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 30.1 4.5 50.0 3.9 2.4 9.6 0.0 1.7 0.8 4.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 16,891 : : Positions : : 5,256 16,177 9,445 0 110 0 287 0 1,933 150 125 : : : : Changes from: February 16, 2021 : : 43 -143 -415 0 15 0 -29 0 200 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 95.8 55.9 0.0 0.7 0.0 1.7 0.0 11.4 0.9 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 February 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 21,951 : : Positions : : 5,762 21,951 12,149 0 0 0 0 0 3,970 0 0 : : : : Changes from: February 16, 2021 : : -475 1,555 270 0 0 0 0 0 1,720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 100.0 55.3 0.0 0.0 0.0 0.0 0.0 18.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . 0 0 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 9,018 : : Positions : : 5,171 5,461 1,545 1,725 1,372 0 60 20 740 200 100 : : : : Changes from: February 16, 2021 : : 248 -36 -25 -25 50 -40 35 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 60.6 17.1 19.1 15.2 0.0 0.7 0.2 8.2 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,401 : : Positions : : 4,641 4,739 1,483 1,725 1,427 0 55 20 560 150 205 : : : : Changes from: February 16, 2021 : : 300 39 -25 -25 50 -45 30 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 56.4 17.7 20.5 17.0 0.0 0.7 0.2 6.7 1.8 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 49,093 : : Positions : : 16,565 45,658 26,545 145 1,315 600 50 0 1,975 0 1,920 : : : : Changes from: February 16, 2021 : : -30 -350 -320 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 93.0 54.1 0.3 2.7 1.2 0.1 0.0 4.0 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 49,598 : : Positions : : 17,320 46,208 26,345 145 1,300 600 25 25 1,935 0 1,890 : : : : Changes from: February 16, 2021 : : -15 -285 -270 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 93.2 53.1 0.3 2.6 1.2 0.1 0.1 3.9 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 119,408 : : Positions : : 89,043 100,574 20,361 6,359 5,969 260 1,925 605 1,526 2,653 1,224 : : : : Changes from: February 16, 2021 : : 3,995 6,902 -440 -2,699 550 75 0 -25 -20 -668 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 84.2 17.1 5.3 5.0 0.2 1.6 0.5 1.3 2.2 1.0 : : : : 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 23, 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 127,349 : : Positions : : 92,162 107,706 19,878 2,856 8,907 118 1,817 1,540 2,016 1,927 2,513 : : : : Changes from: February 16, 2021 : : 4,721 7,867 -783 -2,986 1,409 75 -45 50 69 -707 907 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 84.6 15.6 2.2 7.0 0.1 1.4 1.2 1.6 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 29 5 . 6 . . . 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 528,406 : : Positions : : 336,746 355,480 12,436 11,462 89,670 19,007 10,180 24,217 20,874 11,893 24,964 : : : : Changes from: February 16, 2021 : : 3,870 -3,744 -6,751 -3,069 5,229 -358 -553 233 -2,632 1,304 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 67.3 2.4 2.2 17.0 3.6 1.9 4.6 4.0 2.3 4.7 : : : : Number of Traders in Each Category Total Traders: 108 : : 43 43 4 5 6 11 12 14 14 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 16,000 : : Positions : : 9,060 12,960 2,725 1,595 690 900 550 115 1,760 0 0 : : : : Changes from: February 16, 2021 : : 50 110 1,300 1,200 -890 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 81.0 17.0 10.0 4.3 5.6 3.4 0.7 11.0 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 23, 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 13,634 : : Positions : : 7,139 9,985 2,675 2,044 840 300 550 140 1,760 0 0 : : : : Changes from: February 16, 2021 : : 40 10 1,200 1,200 -730 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 73.2 19.6 15.0 6.2 2.2 4.0 1.0 12.9 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 23, 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 10,900 : : Positions : : 8,795 5,595 175 0 25 325 1,880 50 585 2,595 505 : : : : Changes from: February 16, 2021 : : 3,160 590 65 0 -215 125 320 -50 -260 2,250 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 51.3 1.6 0.0 0.2 3.0 17.2 0.5 5.4 23.8 4.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 20 . 0 . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 10,590 : : Positions : : 8,838 9,963 480 98 252 0 0 0 835 100 145 : : : : Changes from: February 16, 2021 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 94.1 4.5 0.9 2.4 0.0 0.0 0.0 7.9 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 89,423 : : Positions : : 65,541 56,865 12,400 14,916 935 0 9,626 0 3,495 0 0 : : : : Changes from: February 16, 2021 : : 1,370 1,840 470 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 63.6 13.9 16.7 1.0 0.0 10.8 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 72,857 : : Positions : : 51,451 42,101 9,710 14,090 650 0 8,281 0 3,320 0 0 : : : : Changes from: February 16, 2021 : : -1,095 -1,225 290 300 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 57.8 13.3 19.3 0.9 0.0 11.4 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 27,481 : : Positions : : 11,400 16,916 6,615 0 4,660 175 1,175 200 250 0 0 : : : : Changes from: February 16, 2021 : : 350 2,075 1,725 0 -1,165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 61.6 24.1 0.0 17.0 0.6 4.3 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 23, 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 42,512 : : Positions : : 27,145 11,331 4,751 18,421 10 3,275 6,270 2,335 1,440 869 0 : : : : Changes from: February 16, 2021 : : 265 25 720 0 0 -960 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 26.7 11.2 43.3 0.0 7.7 14.7 5.5 3.4 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 32,357 : : Positions : : 21,214 9,972 6,999 10,215 0 250 8,110 720 50 269 336 : : : : Changes from: February 16, 2021 : : -535 125 660 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 30.8 21.6 31.6 0.0 0.8 25.1 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 23, 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 20,345 : : Positions : : 10,810 9,680 7,215 0 60 0 8,045 600 0 25 75 : : : : Changes from: February 16, 2021 : : 845 960 240 0 -190 -545 -605 545 -75 25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 47.6 35.5 0.0 0.3 0.0 39.5 2.9 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 84,582 : : Positions : : 45,392 29,247 10,750 36,935 2,505 11,825 1,320 0 60 460 1,085 : : : : Changes from: February 16, 2021 : : -375 900 1,755 300 -245 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 34.6 12.7 43.7 3.0 14.0 1.6 0.0 0.1 0.5 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 23, 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 81,277 : : Positions : : 42,686 29,352 10,186 32,705 2,635 12,450 1,170 5 0 2,085 315 : : : : Changes from: February 16, 2021 : : -328 900 1,778 370 -525 0 180 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 36.1 12.5 40.2 3.2 15.3 1.4 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 23, 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 27,611 : : Positions : : 19,760 4,754 629 185 1,715 0 10,860 700 700 5,525 350 : : : : Changes from: February 16, 2021 : : 665 -350 -1,000 0 918 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 17.2 2.3 0.7 6.2 0.0 39.3 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 23, 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 27,361 : : Positions : : 19,760 4,794 294 185 2,001 0 10,860 700 700 5,150 425 : : : : Changes from: February 16, 2021 : : 665 -350 -1,000 0 943 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 17.5 1.1 0.7 7.3 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 23, 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 62,530 : : Positions : : 19,975 52,240 17,825 7,710 130 15,810 0 120 6,515 0 0 : : : : Changes from: February 16, 2021 : : 40 1,510 630 -840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 83.5 28.5 12.3 0.2 25.3 0.0 0.2 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 February 23, 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 64,010 : : Positions : : 20,310 55,285 20,105 6,490 165 15,810 0 120 5,690 0 0 : : : : Changes from: February 16, 2021 : : 0 1,540 700 -840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 86.4 31.4 10.1 0.3 24.7 0.0 0.2 8.9 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 23, 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 50,693 : : Positions : : 19,240 44,088 5,648 1,570 1,945 4,610 0 0 15,890 50 165 : : : : Changes from: February 16, 2021 : : 160 110 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 87.0 11.1 3.1 3.8 9.1 0.0 0.0 31.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 44,063 : : Positions : : 17,960 37,603 6,213 1,900 1,340 4,610 0 0 10,565 50 515 : : : : Changes from: February 16, 2021 : : 150 100 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 85.3 14.1 4.3 3.0 10.5 0.0 0.0 24.0 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 68,171 : : Positions : : 31,190 48,280 9,085 0 2,955 4,575 10,665 713 14,200 625 1,225 : : : : Changes from: February 16, 2021 : : 5 23 18 0 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 70.8 13.3 0.0 4.3 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 23, 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 65,906 : : Positions : : 30,455 46,325 10,115 0 3,245 4,255 10,665 713 12,510 625 1,225 : : : : Changes from: February 16, 2021 : : 5 23 18 0 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 70.3 15.3 0.0 4.9 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 23, 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 63,039 : : Positions : : 34,864 30,987 0 13,807 300 17,365 180 2,275 840 8,140 1,300 : : : : Changes from: February 16, 2021 : : 420 860 0 1,100 0 0 0 0 840 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 49.2 0.0 21.9 0.5 27.5 0.3 3.6 1.3 12.9 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 53,245 : : Positions : : 30,534 27,062 0 10,622 385 12,630 205 2,275 0 5,645 1,355 : : : : Changes from: February 16, 2021 : : 170 110 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 50.8 0.0 19.9 0.7 23.7 0.4 4.3 0.0 10.6 2.5 : : : : 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 23, 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 196,986 : : Positions : : 117,718 84,236 17,171 2,035 7,949 0 32,300 970 625 16,888 1,885 : : : : Changes from: February 16, 2021 : : 1,823 1,730 4,157 0 -176 0 1,800 -350 -240 2,200 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 42.8 8.7 1.0 4.0 0.0 16.4 0.5 0.3 8.6 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 170,595 : : Positions : : 103,992 75,458 9,774 595 7,944 0 26,445 908 945 12,218 3,085 : : : : Changes from: February 16, 2021 : : 2,190 2,092 2,757 -70 -842 0 1,800 -350 120 1,200 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 44.2 5.7 0.3 4.7 0.0 15.5 0.5 0.6 7.2 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 27 . . . 0 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 52,161 : : Positions : : 21,375 28,980 16,671 9,131 4,925 1,400 0 3,000 0 1,410 0 : : : : Changes from: February 16, 2021 : : 100 -2,160 -1,860 400 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 55.6 32.0 17.5 9.4 2.7 0.0 5.8 0.0 2.7 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 23, 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 45,782 : : Positions : : 19,710 25,724 13,021 7,722 3,086 1,665 0 2,750 0 1,135 0 : : : : Changes from: February 16, 2021 : : -80 -853 0 773 -435 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 56.2 28.4 16.9 6.7 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 23, 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 38,240 : : Positions : : 20,275 23,635 1,600 670 6,335 4,075 3,480 0 1,565 0 0 : : : : Changes from: February 16, 2021 : : 330 120 -210 0 290 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 61.8 4.2 1.8 16.6 10.7 9.1 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 47,295 : : Positions : : 15,845 30,565 0 3,380 5,595 19,245 3,130 75 1,565 0 0 : : : : Changes from: February 16, 2021 : : 175 -225 0 400 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 64.6 0.0 7.1 11.8 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 23, 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 207,800 : : Positions : : 117,556 127,807 1,693 14,786 23,403 26,115 75 2,355 50 2,762 1,070 : : : : Changes from: February 16, 2021 : : 3,266 -3,554 50 6,275 -3,424 -200 0 75 0 420 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 61.5 0.8 7.1 11.3 12.6 0.0 1.1 0.0 1.3 0.5 : : : : 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 23, 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 173,736 : : Positions : : 101,486 116,836 732 4,265 19,577 20,975 0 3,970 0 2,163 905 : : : : Changes from: February 16, 2021 : : -3,664 -8,154 -2,935 1,325 -1,876 0 0 0 0 230 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 67.2 0.4 2.5 11.3 12.1 0.0 2.3 0.0 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 29,505 : : Positions : : 21,830 16,755 790 8,480 1,935 2,295 300 0 625 0 225 : : : : Changes from: February 16, 2021 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 56.8 2.7 28.7 6.6 7.8 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 23, 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 28,985 : : Positions : : 22,030 15,960 285 8,265 2,160 2,295 300 0 0 80 475 : : : : Changes from: February 16, 2021 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 55.1 1.0 28.5 7.5 7.9 1.0 0.0 0.0 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 26, 2021