Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 14,835 : : Positions : : 11,475 8,165 163 807 1,173 75 0 49 90 2,833 879 : : : : Changes from: March 2, 2021 : : -192 46 23 -42 232 -55 0 0 -6 -227 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 55.0 1.1 5.4 7.9 0.5 0.0 0.3 0.6 19.1 5.9 : : : : 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 9, 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 34,139 : : Positions : : 21,396 28,456 2,605 0 3,581 323 100 798 4,365 0 1,071 : : : : Changes from: March 2, 2021 : : -736 1,439 218 -711 387 248 -118 -102 775 -117 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 83.4 7.6 0.0 10.5 0.9 0.3 2.3 12.8 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . 0 . . . . 8 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 30,121 : : Positions : : 25,216 24,272 0 1,861 1,775 0 98 455 1,390 375 1,285 : : : : Changes from: March 2, 2021 : : -27 998 0 -600 35 0 -50 0 115 -260 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 80.6 0.0 6.2 5.9 0.0 0.3 1.5 4.6 1.2 4.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 0 . . 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 130,109 : : Positions : : 93,415 90,380 981 21,821 10,942 17,768 1,985 355 4,544 3,148 1,266 : : : : Changes from: March 2, 2021 : : -4,048 -4,691 420 2,292 -767 1,124 60 -199 -748 -685 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 69.5 0.8 16.8 8.4 13.7 1.5 0.3 3.5 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 27 . 5 5 7 4 . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 53,793 : : Positions : : 41,268 36,245 1,485 10,890 2,775 5,308 50 257 1,456 2,330 1,169 : : : : Changes from: March 2, 2021 : : -2,312 -1,356 0 -495 -242 59 50 0 188 -240 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 67.4 2.8 20.2 5.2 9.9 0.1 0.5 2.7 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 21 . . . 7 . . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 30,994 : : Positions : : 27,307 23,570 1,403 3,925 912 0 614 50 903 1,504 419 : : : : Changes from: March 2, 2021 : : -1,311 -1,250 -91 38 -63 0 -25 0 100 -65 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 76.0 4.5 12.7 2.9 0.0 2.0 0.2 2.9 4.9 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 17 . . . 0 . . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 49,676 : : Positions : : 29,569 18,540 1,848 20,563 3,560 13,340 0 0 181 5,706 906 : : : : Changes from: March 2, 2021 : : -622 -287 -50 -368 168 -50 -162 0 -7 -13 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 37.3 3.7 41.4 7.2 26.9 0.0 0.0 0.4 11.5 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 61,117 : : Positions : : 37,069 21,996 1,212 28,454 3,183 17,088 984 0 227 4,768 1,436 : : : : Changes from: March 2, 2021 : : -1,573 -462 121 -1,252 182 -344 -72 -10 7 -49 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 36.0 2.0 46.6 5.2 28.0 1.6 0.0 0.4 7.8 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . 4 4 . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 62,170 : : Positions : : 43,639 31,748 13,508 22,012 1,772 0 25 0 1,366 5,280 1,333 : : : : Changes from: March 2, 2021 : : -1,834 -1,505 -284 -663 -159 0 0 0 -11 0 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 51.1 21.7 35.4 2.9 0.0 0.0 0.0 2.2 8.5 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 80,917 : : Positions : : 56,496 32,510 20,340 40,209 810 20 0 5 981 5,401 1,947 : : : : Changes from: March 2, 2021 : : -2,469 -1,972 -373 -1,192 0 -25 0 0 -229 -78 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 40.2 25.1 49.7 1.0 0.0 0.0 0.0 1.2 6.7 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 19 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 32,832 : : Positions : : 22,108 29,692 8,425 140 2,085 0 0 0 0 125 0 : : : : Changes from: March 2, 2021 : : -938 -185 431 -190 69 0 0 0 0 -202 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.4 25.7 0.4 6.4 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 30,611 : : Positions : : 26,900 14,315 0 13,641 2,155 0 500 0 1,260 0 0 : : : : Changes from: March 2, 2021 : : -683 -1,420 0 720 690 0 -50 0 -125 -68 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 46.8 0.0 44.6 7.0 0.0 1.6 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 100,716 : : Positions : : 78,806 75,229 200 11,355 7,361 6,287 245 593 4,193 2,966 2,817 : : : : Changes from: March 2, 2021 : : -5,425 -6,648 0 850 -101 -393 -15 288 1 -69 -714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 74.7 0.2 11.3 7.3 6.2 0.2 0.6 4.2 2.9 2.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 35 . 4 . 6 . . 11 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 20,356 : : Positions : : 12,956 17,465 4,967 1,250 861 300 0 0 350 0 0 : : : : Changes from: March 2, 2021 : : -996 -798 -52 0 0 300 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 85.8 24.4 6.1 4.2 1.5 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 18,240 : : Positions : : 11,535 16,479 4,892 1,250 511 300 0 0 350 0 0 : : : : Changes from: March 2, 2021 : : -524 -161 73 0 -73 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 90.3 26.8 6.9 2.8 1.6 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 31,148 : : Positions : : 25,386 24,186 2,233 0 3,364 0 3,598 0 0 0 0 : : : : Changes from: March 2, 2021 : : 1,020 1,029 -46 0 -58 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 77.6 7.2 0.0 10.8 0.0 11.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 63,415 : : Positions : : 54,732 47,145 0 9,509 3,724 3,598 200 0 250 1,680 385 : : : : Changes from: March 2, 2021 : : -867 -1,804 0 -98 0 -260 200 0 -900 -35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 74.3 0.0 15.0 5.9 5.7 0.3 0.0 0.4 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 0 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 36,828 : : Positions : : 27,533 34,527 7,594 0 1,589 0 0 0 100 220 0 : : : : Changes from: March 2, 2021 : : -1,451 -656 735 -25 -70 0 0 0 -50 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 93.8 20.6 0.0 4.3 0.0 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 42,520 : : Positions : : 39,833 24,647 0 14,507 1,590 681 1,545 20 0 160 50 : : : : Changes from: March 2, 2021 : : -1,826 -2,267 0 717 -176 -40 -215 20 -50 -153 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 58.0 0.0 34.1 3.7 1.6 3.6 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 0 . . . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 51,538 : : Positions : : 38,538 48,333 7,620 250 2,420 0 0 0 2,111 0 35 : : : : Changes from: March 2, 2021 : : -1,804 -3,060 -601 -75 -50 0 0 0 -181 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 93.8 14.8 0.5 4.7 0.0 0.0 0.0 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 57,215 : : Positions : : 43,954 50,098 7,708 4,500 2,185 0 45 0 2,823 0 35 : : : : Changes from: March 2, 2021 : : -2,162 -3,292 -326 235 -235 0 -135 0 -287 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 87.6 13.5 7.9 3.8 0.0 0.1 0.0 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 84,290 : : Positions : : 66,740 75,301 11,852 4,804 1,244 0 423 0 1,921 190 2,128 : : : : Changes from: March 2, 2021 : : -3,542 -4,346 -144 488 -543 0 -20 0 -63 130 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 89.3 14.1 5.7 1.5 0.0 0.5 0.0 2.3 0.2 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 99,238 : : Positions : : 78,002 86,625 12,547 5,534 1,849 0 1,461 10 3,596 741 2,643 : : : : Changes from: March 2, 2021 : : -3,881 -4,995 -269 772 -1,049 0 101 -226 102 102 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 87.3 12.6 5.6 1.9 0.0 1.5 0.0 3.6 0.7 2.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 24 5 . 5 0 5 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 59,724 : : Positions : : 42,803 52,663 14,073 581 1,306 0 3,888 3 476 216 1,043 : : : : Changes from: March 2, 2021 : : -992 -2,136 -1,164 113 19 0 -434 0 -216 106 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 88.2 23.6 1.0 2.2 0.0 6.5 0.0 0.8 0.4 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 . . . 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 41,170 : : Positions : : 26,662 36,905 12,863 0 375 0 400 0 300 2,520 970 : : : : Changes from: March 2, 2021 : : -1,107 -1,475 -732 -89 7 0 -50 0 -95 -320 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 89.6 31.2 0.0 0.9 0.0 1.0 0.0 0.7 6.1 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 52,754 : : Positions : : 32,098 43,133 11,180 250 7,860 0 0 0 275 1,319 120 : : : : Changes from: March 2, 2021 : : -1,796 -2,237 -839 -25 -338 0 -240 0 70 -97 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 81.8 21.2 0.5 14.9 0.0 0.0 0.0 0.5 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 60,690 : : Positions : : 43,091 48,097 9,284 2,508 5,689 1,210 2,435 0 120 1,353 120 : : : : Changes from: March 2, 2021 : : -610 -1,185 -2,014 -367 152 -135 -1,057 0 75 -166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 79.3 15.3 4.1 9.4 2.0 4.0 0.0 0.2 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 22,634 : : Positions : : 10,054 18,902 11,163 97 536 100 1,995 0 0 652 361 : : : : Changes from: March 2, 2021 : : -61 -241 -231 75 -303 0 -278 0 0 49 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 83.5 49.3 0.4 2.4 0.4 8.8 0.0 0.0 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 20,605 : : Positions : : 9,496 18,215 9,879 310 667 0 465 0 50 910 0 : : : : Changes from: March 2, 2021 : : 265 -132 -502 50 -50 0 -15 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 88.4 47.9 1.5 3.2 0.0 2.3 0.0 0.2 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 25,247 : : Positions : : 20,424 17,627 1,890 5,528 302 436 0 0 1,159 1,397 393 : : : : Changes from: March 2, 2021 : : -1,279 -1,233 -80 -164 -20 219 -35 -319 104 327 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 69.8 7.5 21.9 1.2 1.7 0.0 0.0 4.6 5.5 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,051 : : Positions : : 12,464 14,112 1,905 300 62 0 0 0 630 802 260 : : : : Changes from: March 2, 2021 : : -1,049 -1,039 -163 0 16 0 0 0 10 -456 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 87.9 11.9 1.9 0.4 0.0 0.0 0.0 3.9 5.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 46,044 : : Positions : : 33,031 21,227 5,617 16,171 772 2,225 4,987 180 2,380 799 1,611 : : : : Changes from: March 2, 2021 : : -1,949 -812 -669 -1,151 7 -41 -229 -4 269 -222 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 46.1 12.2 35.1 1.7 4.8 10.8 0.4 5.2 1.7 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 28,642 : : Positions : : 22,826 9,185 1,522 14,031 939 700 2,765 0 1,048 30 1,356 : : : : Changes from: March 2, 2021 : : -1,341 -310 82 -836 -94 0 -70 0 146 -171 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 32.1 5.3 49.0 3.3 2.4 9.7 0.0 3.7 0.1 4.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,134 : : Positions : : 5,420 16,120 9,229 0 170 0 172 350 1,793 155 140 : : : : Changes from: March 2, 2021 : : 116 133 -188 0 100 0 -175 100 10 5 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 94.1 53.9 0.0 1.0 0.0 1.0 2.0 10.5 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 21,491 : : Positions : : 5,497 21,491 12,099 0 0 0 0 0 3,820 0 0 : : : : Changes from: March 2, 2021 : : 70 400 325 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 100.0 56.3 0.0 0.0 0.0 0.0 0.0 17.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . 0 0 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 7,972 : : Positions : : 4,595 4,811 926 1,170 1,581 0 0 50 680 200 100 : : : : Changes from: March 2, 2021 : : -698 -350 -629 -305 219 0 -60 30 -60 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 60.3 11.6 14.7 19.8 0.0 0.0 0.6 8.5 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . 4 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 7,393 : : Positions : : 4,148 4,124 866 1,170 1,584 0 0 50 500 200 205 : : : : Changes from: March 2, 2021 : : -615 -465 -627 -305 167 0 -55 30 -60 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 55.8 11.7 15.8 21.4 0.0 0.0 0.7 6.8 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . 4 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 47,097 : : Positions : : 15,675 44,062 25,585 60 1,295 600 25 0 1,755 0 1,655 : : : : Changes from: March 2, 2021 : : -810 -1,416 -885 -85 0 0 -25 0 -220 0 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 93.6 54.3 0.1 2.7 1.3 0.1 0.0 3.7 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 47,572 : : Positions : : 16,445 44,572 25,385 60 1,295 600 0 25 1,670 0 1,620 : : : : Changes from: March 2, 2021 : : -770 -1,466 -125 -85 0 0 -25 0 -265 0 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 93.7 53.4 0.1 2.7 1.3 0.0 0.1 3.5 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 117,251 : : Positions : : 88,741 98,148 18,869 7,997 5,747 65 1,690 620 1,316 1,420 1,531 : : : : Changes from: March 2, 2021 : : -4,582 -4,570 -699 132 208 -195 -235 15 -245 -965 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 83.7 16.1 6.8 4.9 0.1 1.4 0.5 1.1 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 5 . 5 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 123,005 : : Positions : : 91,234 103,003 18,094 4,823 8,098 0 2,193 1,037 2,205 1,590 2,179 : : : : Changes from: March 2, 2021 : : -5,217 -6,201 -885 353 -19 -135 396 -548 -6 -342 -434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 83.7 14.7 3.9 6.6 0.0 1.8 0.8 1.8 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 29 4 . 6 0 5 . 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 529,621 : : Positions : : 340,591 355,229 10,854 9,636 92,444 17,376 15,100 22,903 20,392 9,247 24,199 : : : : Changes from: March 2, 2021 : : -1,718 -3,143 -645 -1,736 3,524 -1,367 3,216 -2,033 -1,071 -2,296 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 67.1 2.0 1.8 17.5 3.3 2.9 4.3 3.9 1.7 4.6 : : : : Number of Traders in Each Category Total Traders: 101 : : 38 38 . 5 6 10 13 10 14 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 15,460 : : Positions : : 8,255 12,910 1,775 5 1,830 930 600 35 1,670 0 0 : : : : Changes from: March 2, 2021 : : -585 125 -415 -990 670 30 50 -80 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 83.5 11.5 0.0 11.8 6.0 3.9 0.2 10.8 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 9, 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 13,220 : : Positions : : 6,470 10,085 1,730 430 1,965 330 600 60 1,670 0 0 : : : : Changes from: March 2, 2021 : : -459 275 -410 -1,014 665 30 50 -80 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 76.3 13.1 3.3 14.9 2.5 4.5 0.5 12.6 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 9, 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 10,293 : : Positions : : 8,616 9,666 480 98 252 0 0 0 835 200 45 : : : : Changes from: March 2, 2021 : : -527 -602 0 0 0 0 0 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 93.9 4.7 1.0 2.4 0.0 0.0 0.0 8.1 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 86,902 : : Positions : : 62,674 55,582 13,171 14,641 915 0 8,925 0 3,330 0 0 : : : : Changes from: March 2, 2021 : : -2,867 -1,883 171 -275 -20 0 -701 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 64.0 15.2 16.8 1.1 0.0 10.3 0.0 3.8 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 9, 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 71,419 : : Positions : : 49,454 40,514 10,352 14,820 950 0 7,605 0 3,150 0 0 : : : : Changes from: March 2, 2021 : : -2,217 -2,157 42 480 -600 0 -676 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 56.7 14.5 20.8 1.3 0.0 10.6 0.0 4.4 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 9, 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 45,336 : : Positions : : 30,136 15,690 5,039 17,671 10 3,470 6,070 2,125 1,310 814 0 : : : : Changes from: March 2, 2021 : : 1,183 1,906 -272 -750 0 210 -100 -210 -130 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 34.6 11.1 39.0 0.0 7.7 13.4 4.7 2.9 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 33,055 : : Positions : : 22,622 11,931 6,422 9,590 0 225 7,605 720 25 214 336 : : : : Changes from: March 2, 2021 : : 604 845 -887 -625 0 0 -480 0 -25 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 36.1 19.4 29.0 0.0 0.7 23.0 2.2 0.1 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 19,470 : : Positions : : 10,125 8,765 6,935 0 60 0 8,195 550 0 25 75 : : : : Changes from: March 2, 2021 : : -835 -905 -205 0 0 0 65 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 45.0 35.6 0.0 0.3 0.0 42.1 2.8 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 85,507 : : Positions : : 43,152 30,195 9,490 36,040 2,505 14,570 1,065 0 545 95 1,085 : : : : Changes from: March 2, 2021 : : -1,745 -1,867 -960 -295 0 -255 -230 0 485 -365 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 35.3 11.1 42.1 2.9 17.0 1.2 0.0 0.6 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 81,613 : : Positions : : 40,495 30,120 8,748 31,840 2,635 15,120 940 5 295 1,510 330 : : : : Changes from: March 2, 2021 : : -1,991 -2,332 -1,138 -265 0 -330 -230 0 295 -575 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 36.9 10.7 39.0 3.2 18.5 1.2 0.0 0.4 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 27,045 : : Positions : : 19,170 5,395 390 0 2,110 0 10,310 550 1,095 5,190 350 : : : : Changes from: March 2, 2021 : : -1,240 -259 116 0 -140 0 -550 -150 -25 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 19.9 1.4 0.0 7.8 0.0 38.1 2.0 4.0 19.2 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 26,820 : : Positions : : 19,120 5,435 230 0 2,245 0 10,310 550 1,095 4,940 425 : : : : Changes from: March 2, 2021 : : -1,290 -259 140 -151 -140 0 -550 -150 -25 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 20.3 0.9 0.0 8.4 0.0 38.4 2.1 4.1 18.4 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 57,775 : : Positions : : 19,135 48,425 16,140 7,005 130 13,960 25 0 6,335 0 0 : : : : Changes from: March 2, 2021 : : -865 -5,105 -2,325 -405 0 -1,850 0 -120 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 83.8 27.9 12.1 0.2 24.2 0.0 0.0 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 48,548 : : Positions : : 17,955 42,028 4,718 1,475 1,850 4,060 0 0 16,145 0 85 : : : : Changes from: March 2, 2021 : : -1,470 -2,620 -930 -220 30 -400 0 0 -345 -50 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 86.6 9.7 3.0 3.8 8.4 0.0 0.0 33.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 42,368 : : Positions : : 16,605 36,103 5,378 1,775 1,245 4,060 0 0 11,320 0 435 : : : : Changes from: March 2, 2021 : : -1,530 -2,050 -835 -250 30 -400 0 0 155 -50 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 85.2 12.7 4.2 2.9 9.6 0.0 0.0 26.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 63,446 : : Positions : : 28,705 46,655 8,810 0 2,760 4,370 8,230 738 13,075 550 1,225 : : : : Changes from: March 2, 2021 : : -2,605 -1,570 -125 0 -195 -180 -2,635 0 -1,325 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 73.5 13.9 0.0 4.4 6.9 13.0 1.2 20.6 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 61,396 : : Positions : : 27,975 44,935 9,990 0 2,900 4,070 8,230 738 11,425 550 1,225 : : : : Changes from: March 2, 2021 : : -2,655 -1,390 25 0 -345 -160 -2,635 0 -1,285 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 73.2 16.3 0.0 4.7 6.6 13.4 1.2 18.6 0.9 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 62,569 : : Positions : : 35,403 33,155 0 11,603 325 14,820 75 2,755 1,200 6,660 1,300 : : : : Changes from: March 2, 2021 : : -2,679 -1,970 0 -1,044 -50 -2,190 -130 0 120 -1,580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 53.0 0.0 18.5 0.5 23.7 0.1 4.4 1.9 10.6 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 53,259 : : Positions : : 31,329 29,550 0 8,409 325 10,400 180 2,675 0 4,335 1,355 : : : : Changes from: March 2, 2021 : : -2,288 -1,515 0 -1,028 -260 -1,850 -50 -80 0 -1,410 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 55.5 0.0 15.8 0.6 19.5 0.3 5.0 0.0 8.1 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 7 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 196,528 : : Positions : : 118,225 81,087 18,880 2,130 8,666 0 30,695 1,100 650 23,358 1,280 : : : : Changes from: March 2, 2021 : : -3,688 -6,249 -60 95 1,194 0 -70 -210 -75 2,140 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 41.3 9.6 1.1 4.4 0.0 15.6 0.6 0.3 11.9 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 171,341 : : Positions : : 107,414 72,381 9,378 895 8,395 0 25,045 1,038 650 18,764 2,575 : : : : Changes from: March 2, 2021 : : -1,048 -5,477 -1,052 300 738 0 160 -210 -275 2,386 -490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 42.2 5.5 0.5 4.9 0.0 14.6 0.6 0.4 11.0 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 51,996 : : Positions : : 19,945 28,210 17,181 9,996 4,670 2,560 0 2,405 0 1,450 0 : : : : Changes from: March 2, 2021 : : -1,400 -640 410 665 -155 1,160 0 -595 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 54.3 33.0 19.2 9.0 4.9 0.0 4.6 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 45,422 : : Positions : : 18,600 25,912 13,936 8,429 3,019 2,810 0 2,230 0 1,050 0 : : : : Changes from: March 2, 2021 : : -1,390 -92 715 507 118 1,145 0 -520 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 57.0 30.7 18.6 6.6 6.2 0.0 4.9 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 37,845 : : Positions : : 18,670 23,490 4,820 1,470 4,735 3,675 3,905 0 1,450 0 0 : : : : Changes from: March 2, 2021 : : -2,455 -1,565 1,575 500 -1,455 -250 -175 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 62.1 12.7 3.9 12.5 9.7 10.3 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 47,865 : : Positions : : 14,470 30,845 1,075 2,090 6,085 19,120 3,705 75 1,450 0 0 : : : : Changes from: March 2, 2021 : : -1,975 -1,520 1,075 360 -1,110 -275 -25 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 64.4 2.2 4.4 12.7 39.9 7.7 0.2 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 200,858 : : Positions : : 115,074 120,563 1,990 17,973 20,707 24,500 20 2,360 0 2,722 1,030 : : : : Changes from: March 2, 2021 : : -2,995 -7,808 297 2,887 -3,213 -1,915 -55 5 -50 5 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 60.0 1.0 8.9 10.3 12.2 0.0 1.2 0.0 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . 4 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 174,208 : : Positions : : 107,573 113,013 865 7,068 16,091 13,580 0 9,670 0 1,857 905 : : : : Changes from: March 2, 2021 : : 5,700 -3,755 425 2,400 -3,138 -7,695 0 5,700 0 -426 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 64.9 0.5 4.1 9.2 7.8 0.0 5.6 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 22 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,274 : : Positions : : 22,795 16,005 1,720 8,625 1,905 25 555 1,329 655 0 195 : : : : Changes from: March 2, 2021 : : -1,110 -725 30 -455 -30 0 125 -125 30 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 52.9 5.7 28.5 6.3 0.1 1.8 4.4 2.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 9, 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 29,674 : : Positions : : 22,880 15,235 1,380 8,435 1,965 25 555 1,329 0 50 475 : : : : Changes from: March 2, 2021 : : -1,250 -725 195 -430 -195 0 125 -125 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 51.3 4.7 28.4 6.6 0.1 1.9 4.5 0.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 12, 2021