Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 14,727 : : Positions : : 11,666 8,119 139 849 941 130 0 49 96 3,059 787 : : : : Changes from: February 23, 2021 : : -989 -344 80 -498 -35 47 0 0 -178 125 -323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 55.1 0.9 5.8 6.4 0.9 0.0 0.3 0.7 20.8 5.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 33,419 : : Positions : : 22,132 27,017 2,387 711 3,194 75 218 900 3,590 117 1,141 : : : : Changes from: February 23, 2021 : : -1,285 -295 -341 -587 40 -45 68 -82 753 -105 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 80.8 7.1 2.1 9.6 0.2 0.7 2.7 10.7 0.4 3.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 29,988 : : Positions : : 25,243 23,274 0 2,461 1,740 0 148 455 1,275 635 1,275 : : : : Changes from: February 23, 2021 : : -1,853 -1,191 0 -656 -25 0 58 -55 410 345 -470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 77.6 0.0 8.2 5.8 0.0 0.5 1.5 4.3 2.1 4.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 0 . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 134,464 : : Positions : : 97,463 95,071 561 19,529 11,709 16,644 1,925 554 5,292 3,833 1,170 : : : : Changes from: February 23, 2021 : : 1,279 -150 469 824 -527 150 195 -58 -490 549 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 70.7 0.4 14.5 8.7 12.4 1.4 0.4 3.9 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 32 . 5 5 7 4 . 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 56,355 : : Positions : : 43,580 37,601 1,485 11,385 3,017 5,249 0 257 1,268 2,570 1,469 : : : : Changes from: February 23, 2021 : : 1,506 550 0 437 -345 -19 0 126 153 695 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 66.7 2.6 20.2 5.4 9.3 0.0 0.5 2.3 4.6 2.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 22 . . . 6 0 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 32,311 : : Positions : : 28,618 24,820 1,494 3,887 975 0 639 50 803 1,569 371 : : : : Changes from: February 23, 2021 : : 138 675 350 -418 -36 0 56 50 175 350 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 76.8 4.6 12.0 3.0 0.0 2.0 0.2 2.5 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . 0 . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 50,535 : : Positions : : 30,191 18,827 1,898 20,931 3,392 13,390 162 0 188 5,719 962 : : : : Changes from: February 23, 2021 : : 293 -446 -56 629 -75 0 0 0 1 -30 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 37.3 3.8 41.4 6.7 26.5 0.3 0.0 0.4 11.3 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 62,950 : : Positions : : 38,642 22,458 1,091 29,706 3,001 17,432 1,056 10 220 4,817 1,494 : : : : Changes from: February 23, 2021 : : 336 -182 -50 603 -37 20 -91 0 0 -55 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 35.7 1.7 47.2 4.8 27.7 1.7 0.0 0.3 7.7 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 . 4 4 . 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 64,773 : : Positions : : 45,473 33,253 13,792 22,675 1,931 0 25 0 1,377 5,280 1,411 : : : : Changes from: February 23, 2021 : : -199 -209 1,508 -900 -1,045 0 0 0 -25 2,400 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 51.3 21.3 35.0 3.0 0.0 0.0 0.0 2.1 8.2 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 84,368 : : Positions : : 58,965 34,482 20,713 41,401 810 45 0 5 1,210 5,479 1,966 : : : : Changes from: February 23, 2021 : : 55 107 1,541 -900 -480 0 0 0 0 2,376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 40.9 24.6 49.1 1.0 0.1 0.0 0.0 1.4 6.5 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 19 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,305 : : Positions : : 23,046 29,877 7,994 330 2,016 0 0 0 0 327 0 : : : : Changes from: February 23, 2021 : : 535 460 0 -25 25 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 89.7 24.0 1.0 6.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 30,749 : : Positions : : 27,583 15,735 0 12,921 1,465 0 550 0 1,385 68 0 : : : : Changes from: February 23, 2021 : : -140 110 0 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 51.2 0.0 42.0 4.8 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 March 2, 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 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 107,101 : : Positions : : 84,231 81,877 200 10,505 7,462 6,680 260 305 4,192 3,035 3,531 : : : : Changes from: February 23, 2021 : : -357 -345 0 -433 -79 -96 20 100 415 725 363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 76.4 0.2 9.8 7.0 6.2 0.2 0.3 3.9 2.8 3.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 37 35 . 4 . 7 . . 10 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : 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 23, 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 March 2, 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 23, 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 March 2, 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 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 30,187 : : Positions : : 24,366 23,157 2,279 0 3,422 0 3,608 0 0 0 0 : : : : Changes from: February 23, 2021 : : -60 95 155 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 76.7 7.5 0.0 11.3 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 March 2, 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 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 29,897 : : Positions : : 23,838 23,017 2,667 0 3,272 0 3,608 0 0 0 0 : : : : Changes from: February 23, 2021 : : -60 95 155 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 77.0 8.9 0.0 10.9 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 March 2, 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 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 65,177 : : Positions : : 55,599 48,949 0 9,607 3,724 3,858 0 0 1,150 1,715 400 : : : : Changes from: February 23, 2021 : : 315 460 0 -145 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 75.1 0.0 14.7 5.7 5.9 0.0 0.0 1.8 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 0 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 37,675 : : Positions : : 28,984 35,183 6,859 25 1,659 0 0 0 150 286 0 : : : : Changes from: February 23, 2021 : : 455 520 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 93.4 18.2 0.1 4.4 0.0 0.0 0.0 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 44,618 : : Positions : : 41,659 26,914 0 13,790 1,766 722 1,760 0 50 313 50 : : : : Changes from: February 23, 2021 : : -796 291 0 -670 50 367 0 0 50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 60.3 0.0 30.9 4.0 1.6 3.9 0.0 0.1 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 54,458 : : Positions : : 40,342 51,393 8,221 325 2,470 0 0 0 2,292 0 35 : : : : Changes from: February 23, 2021 : : -32 785 471 0 0 0 0 0 104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 94.4 15.1 0.6 4.5 0.0 0.0 0.0 4.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 60,470 : : Positions : : 46,116 53,390 8,034 4,265 2,420 0 180 0 3,110 0 35 : : : : Changes from: February 23, 2021 : : 367 1,640 1,000 0 0 0 22 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 88.3 13.3 7.1 4.0 0.0 0.3 0.0 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 88,589 : : Positions : : 70,282 79,647 11,996 4,316 1,787 0 443 0 1,984 60 2,174 : : : : Changes from: February 23, 2021 : : 268 728 149 -300 8 0 10 0 4 0 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 89.9 13.5 4.9 2.0 0.0 0.5 0.0 2.2 0.1 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 23 5 . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 104,653 : : Positions : : 81,883 91,620 12,816 4,762 2,898 0 1,360 236 3,494 639 2,702 : : : : Changes from: February 23, 2021 : : 936 501 -197 70 -10 0 -40 10 -87 102 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 87.5 12.2 4.6 2.8 0.0 1.3 0.2 3.3 0.6 2.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 27 5 . 5 0 6 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 62,258 : : Positions : : 43,795 54,799 15,237 468 1,287 0 4,322 3 692 110 1,224 : : : : Changes from: February 23, 2021 : : 1,993 1,735 50 134 -197 0 410 -9 236 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 88.0 24.5 0.8 2.1 0.0 6.9 0.0 1.1 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 . . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 42,777 : : Positions : : 27,769 38,380 13,595 89 368 0 450 0 395 2,840 650 : : : : Changes from: February 23, 2021 : : -250 -325 0 50 -50 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 89.7 31.8 0.2 0.9 0.0 1.1 0.0 0.9 6.6 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 55,914 : : Positions : : 33,894 45,370 12,019 275 8,198 0 240 0 205 1,416 170 : : : : Changes from: February 23, 2021 : : 289 1,255 572 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 81.1 21.5 0.5 14.7 0.0 0.4 0.0 0.4 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 63,333 : : Positions : : 43,701 49,282 11,298 2,875 5,537 1,345 3,492 0 45 1,519 120 : : : : Changes from: February 23, 2021 : : -454 -206 327 0 65 22 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 77.8 17.8 4.5 8.7 2.1 5.5 0.0 0.1 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 23,644 : : Positions : : 10,115 19,143 11,394 22 839 100 2,273 0 0 603 410 : : : : Changes from: February 23, 2021 : : -303 -280 -57 0 0 -162 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 81.0 48.2 0.1 3.5 0.4 9.6 0.0 0.0 2.6 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 March 2, 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 21,002 : : Positions : : 9,231 18,347 10,381 260 717 0 480 0 51 910 0 : : : : Changes from: February 23, 2021 : : -161 -261 -97 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 87.4 49.4 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 March 2, 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 26,922 : : Positions : : 21,703 18,860 1,970 5,692 322 217 35 319 1,055 1,070 601 : : : : Changes from: February 23, 2021 : : 231 479 -10 30 -10 0 0 0 -15 102 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 70.1 7.3 21.1 1.2 0.8 0.1 1.2 3.9 4.0 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 17,268 : : Positions : : 13,513 15,151 2,068 300 46 0 0 0 620 1,258 270 : : : : Changes from: February 23, 2021 : : 102 84 -14 0 0 0 0 0 -30 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 87.7 12.0 1.7 0.3 0.0 0.0 0.0 3.6 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 48,412 : : Positions : : 34,980 22,039 6,286 17,322 765 2,266 5,216 184 2,111 1,021 1,779 : : : : Changes from: February 23, 2021 : : 445 998 190 281 -10 -14 -171 -21 41 -456 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 45.5 13.0 35.8 1.6 4.7 10.8 0.4 4.4 2.1 3.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 30,060 : : Positions : : 24,167 9,495 1,440 14,867 1,033 700 2,835 0 902 201 1,386 : : : : Changes from: February 23, 2021 : : 142 656 106 147 -102 0 0 0 395 -25 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 31.6 4.8 49.5 3.4 2.3 9.4 0.0 3.0 0.7 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 16,971 : : Positions : : 5,304 15,987 9,417 0 70 0 347 250 1,783 150 125 : : : : Changes from: February 23, 2021 : : 48 -190 -28 0 -40 0 60 250 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 94.2 55.5 0.0 0.4 0.0 2.0 1.5 10.5 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 21,091 : : Positions : : 5,427 21,091 11,774 0 0 0 0 0 3,820 0 0 : : : : Changes from: February 23, 2021 : : -335 -860 -375 0 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 100.0 55.8 0.0 0.0 0.0 0.0 0.0 18.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 0 0 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 9,168 : : Positions : : 5,293 5,161 1,555 1,475 1,362 0 60 20 740 400 100 : : : : Changes from: February 23, 2021 : : 122 -300 10 -250 -10 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 56.3 17.0 16.1 14.9 0.0 0.7 0.2 8.1 4.4 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 8,551 : : Positions : : 4,763 4,589 1,493 1,475 1,417 0 55 20 560 350 205 : : : : Changes from: February 23, 2021 : : 122 -150 10 -250 -10 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 53.7 17.5 17.2 16.6 0.0 0.6 0.2 6.5 4.1 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 49,023 : : Positions : : 16,485 45,478 26,470 145 1,295 600 50 0 1,975 0 1,920 : : : : Changes from: February 23, 2021 : : -80 -180 -75 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 92.8 54.0 0.3 2.6 1.2 0.1 0.0 4.0 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 49,543 : : Positions : : 17,215 46,038 25,510 145 1,295 600 25 25 1,935 0 1,890 : : : : Changes from: February 23, 2021 : : -105 -170 -835 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 92.9 51.5 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 March 2, 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 123,463 : : Positions : : 93,323 102,718 19,568 7,865 5,539 260 1,925 605 1,561 2,385 1,357 : : : : Changes from: February 23, 2021 : : 4,280 2,144 -793 1,506 -430 0 0 0 35 -268 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 83.2 15.8 6.4 4.5 0.2 1.6 0.5 1.3 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 27 4 . 5 . . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 131,475 : : Positions : : 96,451 109,204 18,979 4,470 8,117 135 1,797 1,585 2,211 1,932 2,613 : : : : Changes from: February 23, 2021 : : 4,289 1,498 -899 1,614 -790 17 -20 45 195 5 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 83.1 14.4 3.4 6.2 0.1 1.4 1.2 1.7 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 29 5 . 6 . . . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 533,527 : : Positions : : 342,309 358,373 11,499 11,372 88,920 18,743 11,884 24,936 21,462 11,544 23,997 : : : : Changes from: February 23, 2021 : : 5,563 2,892 -937 -90 -750 -264 1,704 719 588 -350 -967 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 67.2 2.2 2.1 16.7 3.5 2.2 4.7 4.0 2.2 4.5 : : : : Number of Traders in Each Category Total Traders: 106 : : 42 40 4 5 6 11 12 14 14 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 15,935 : : Positions : : 8,840 12,785 2,190 995 1,160 900 550 115 1,760 0 0 : : : : Changes from: February 23, 2021 : : -220 -175 -535 -600 470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 80.2 13.7 6.2 7.3 5.6 3.5 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 March 2, 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 13,559 : : Positions : : 6,929 9,810 2,140 1,444 1,300 300 550 140 1,760 0 0 : : : : Changes from: February 23, 2021 : : -210 -175 -535 -600 460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 72.4 15.8 10.6 9.6 2.2 4.1 1.0 13.0 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 March 2, 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 10,895 : : Positions : : 9,143 10,268 480 98 252 0 0 0 835 100 145 : : : : Changes from: February 23, 2021 : : 305 305 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 94.2 4.4 0.9 2.3 0.0 0.0 0.0 7.7 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 90,023 : : Positions : : 65,541 57,465 13,000 14,916 935 0 9,626 0 3,495 0 0 : : : : Changes from: February 23, 2021 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 63.8 14.4 16.6 1.0 0.0 10.7 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 March 2, 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 74,577 : : Positions : : 51,671 42,671 10,310 14,340 1,550 0 8,281 0 3,320 0 0 : : : : Changes from: February 23, 2021 : : 220 570 600 250 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 57.2 13.8 19.2 2.1 0.0 11.1 0.0 4.5 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 March 2, 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 28,781 : : Positions : : 11,125 18,216 8,190 0 4,650 175 1,175 200 250 0 0 : : : : Changes from: February 23, 2021 : : -275 1,300 1,575 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 63.3 28.5 0.0 16.2 0.6 4.1 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 March 2, 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 44,814 : : Positions : : 28,953 13,784 5,311 18,421 10 3,260 6,170 2,335 1,440 869 0 : : : : Changes from: February 23, 2021 : : 1,808 2,453 560 0 0 -15 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 30.8 11.9 41.1 0.0 7.3 13.8 5.2 3.2 1.9 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 March 2, 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 33,416 : : Positions : : 22,018 11,086 7,309 10,215 0 225 8,085 720 50 269 336 : : : : Changes from: February 23, 2021 : : 804 1,114 310 0 0 -25 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 33.2 21.9 30.6 0.0 0.7 24.2 2.2 0.1 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 March 2, 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 20,385 : : Positions : : 10,960 9,670 7,140 0 60 0 8,130 550 0 25 75 : : : : Changes from: February 23, 2021 : : 150 -10 -75 0 0 0 85 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 47.4 35.0 0.0 0.3 0.0 39.9 2.7 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 March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 87,302 : : Positions : : 44,897 32,062 10,450 36,335 2,505 14,825 1,295 0 60 460 1,085 : : : : Changes from: February 23, 2021 : : -495 2,815 -300 -600 0 3,000 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 36.7 12.0 41.6 2.9 17.0 1.5 0.0 0.1 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 84,082 : : Positions : : 42,486 32,452 9,886 32,105 2,635 15,450 1,170 5 0 2,085 315 : : : : Changes from: February 23, 2021 : : -200 3,100 -300 -600 0 3,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 38.6 11.8 38.2 3.1 18.4 1.4 0.0 0.0 2.5 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 March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 28,656 : : Positions : : 20,410 5,654 274 0 2,250 0 10,860 700 1,120 5,525 350 : : : : Changes from: February 23, 2021 : : 650 900 -355 -185 535 0 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 19.7 1.0 0.0 7.9 0.0 37.9 2.4 3.9 19.3 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,406 : : Positions : : 20,410 5,694 90 151 2,385 0 10,860 700 1,120 5,150 425 : : : : Changes from: February 23, 2021 : : 650 900 -204 -34 384 0 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 20.0 0.3 0.5 8.4 0.0 38.2 2.5 3.9 18.1 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 63,545 : : Positions : : 20,000 53,530 18,465 7,410 130 15,810 25 120 6,815 0 0 : : : : Changes from: February 23, 2021 : : 25 1,290 640 -300 0 0 25 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 84.2 29.1 11.7 0.2 24.9 0.0 0.2 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 64,735 : : Positions : : 20,310 56,310 20,520 6,190 165 15,810 0 120 5,990 0 0 : : : : Changes from: February 23, 2021 : : 0 1,025 415 -300 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 87.0 31.7 9.6 0.3 24.4 0.0 0.2 9.3 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 March 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 51,303 : : Positions : : 19,425 44,648 5,648 1,695 1,820 4,460 0 0 16,490 50 115 : : : : Changes from: February 23, 2021 : : 185 560 0 125 -125 -150 0 0 600 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 87.0 11.0 3.3 3.5 8.7 0.0 0.0 32.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 44,663 : : Positions : : 18,135 38,153 6,213 2,025 1,215 4,460 0 0 11,165 50 465 : : : : Changes from: February 23, 2021 : : 175 550 0 125 -125 -150 0 0 600 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 85.4 13.9 4.5 2.7 10.0 0.0 0.0 25.0 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 68,296 : : Positions : : 31,310 48,225 8,935 0 2,955 4,550 10,865 738 14,400 625 1,225 : : : : Changes from: February 23, 2021 : : 120 -55 -150 0 0 -25 200 25 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 70.6 13.1 0.0 4.3 6.7 15.9 1.1 21.1 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 March 2, 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 66,131 : : Positions : : 30,630 46,325 9,965 0 3,245 4,230 10,865 738 12,710 625 1,225 : : : : Changes from: February 23, 2021 : : 175 0 -150 0 0 -25 200 25 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 70.1 15.1 0.0 4.9 6.4 16.4 1.1 19.2 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 March 2, 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 67,481 : : Positions : : 38,082 35,125 0 12,647 375 17,010 205 2,755 1,080 8,240 1,300 : : : : Changes from: February 23, 2021 : : 3,218 4,138 0 -1,160 75 -355 25 480 240 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 52.1 0.0 18.7 0.6 25.2 0.3 4.1 1.6 12.2 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 57,557 : : Positions : : 33,617 31,065 0 9,437 585 12,250 230 2,755 0 5,745 1,355 : : : : Changes from: February 23, 2021 : : 3,083 4,003 0 -1,185 200 -380 25 480 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 54.0 0.0 16.4 1.0 21.3 0.4 4.8 0.0 10.0 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 8 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 204,724 : : Positions : : 121,913 87,336 18,940 2,035 7,472 0 30,765 1,310 725 21,218 1,575 : : : : Changes from: February 23, 2021 : : 4,195 3,100 1,769 0 -477 0 -1,535 340 100 4,330 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 42.7 9.3 1.0 3.6 0.0 15.0 0.6 0.4 10.4 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 178,340 : : Positions : : 108,462 77,858 10,430 595 7,657 0 24,885 1,248 925 16,378 3,065 : : : : Changes from: February 23, 2021 : : 4,470 2,400 656 0 -287 0 -1,560 340 -20 4,160 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 43.7 5.8 0.3 4.3 0.0 14.0 0.7 0.5 9.2 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 52,336 : : Positions : : 21,345 28,850 16,771 9,331 4,825 1,400 0 3,000 0 1,410 0 : : : : Changes from: February 23, 2021 : : -30 -130 100 200 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 55.1 32.0 17.8 9.2 2.7 0.0 5.7 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 March 2, 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 46,102 : : Positions : : 19,990 26,004 13,221 7,922 2,901 1,665 0 2,750 0 1,135 0 : : : : Changes from: February 23, 2021 : : 280 280 200 200 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 56.4 28.7 17.2 6.3 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 March 2, 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 40,505 : : Positions : : 21,125 25,055 3,245 970 6,190 3,925 4,080 0 1,565 0 0 : : : : Changes from: February 23, 2021 : : 850 1,420 1,645 300 -145 -150 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 61.9 8.0 2.4 15.3 9.7 10.1 0.0 3.9 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 March 2, 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 50,095 : : Positions : : 16,445 32,365 0 1,730 7,195 19,395 3,730 75 1,565 0 0 : : : : Changes from: February 23, 2021 : : 600 1,800 0 -1,650 1,600 150 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 64.6 0.0 3.5 14.4 38.7 7.4 0.1 3.1 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 March 2, 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 208,404 : : Positions : : 118,069 128,371 1,693 15,085 23,920 26,415 75 2,355 50 2,717 970 : : : : Changes from: February 23, 2021 : : 513 564 0 299 517 300 0 0 0 -45 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 61.6 0.8 7.2 11.5 12.7 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 March 2, 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 174,568 : : Positions : : 101,873 116,768 440 4,668 19,229 21,275 0 3,970 0 2,283 905 : : : : Changes from: February 23, 2021 : : 387 -68 -292 403 -348 300 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 66.9 0.3 2.7 11.0 12.2 0.0 2.3 0.0 1.3 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 March 2, 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 31,664 : : Positions : : 23,905 16,730 1,690 9,080 1,935 25 430 1,454 625 0 225 : : : : Changes from: February 23, 2021 : : 2,075 -25 900 600 0 -2,270 130 1,454 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 52.8 5.3 28.7 6.1 0.1 1.4 4.6 2.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 31,169 : : Positions : : 24,130 15,960 1,185 8,865 2,160 25 430 1,454 0 80 475 : : : : Changes from: February 23, 2021 : : 2,100 0 900 600 0 -2,270 130 1,454 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 51.2 3.8 28.4 6.9 0.1 1.4 4.7 0.0 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 05, 2021