Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 15,901 : : Positions : : 12,065 8,764 67 853 1,327 131 0 49 41 2,758 1,038 : : : : Changes from: March 16, 2021 : : 449 425 -25 16 105 53 0 0 -49 65 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 55.1 0.4 5.4 8.3 0.8 0.0 0.3 0.3 17.3 6.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 35,181 : : Positions : : 21,998 30,458 2,631 0 3,189 376 100 660 5,567 0 760 : : : : Changes from: March 16, 2021 : : -188 437 -11 -11 -106 -197 0 12 678 -25 -336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 86.6 7.5 0.0 9.1 1.1 0.3 1.9 15.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . 0 . . . . 8 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 31,686 : : Positions : : 25,971 25,502 608 1,119 2,227 0 73 455 1,000 885 1,425 : : : : Changes from: March 16, 2021 : : -20 630 608 -142 192 0 0 0 -200 -100 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 80.5 1.9 3.5 7.0 0.0 0.2 1.4 3.2 2.8 4.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . . . 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 133,881 : : Positions : : 96,986 93,399 587 17,543 15,099 13,663 2,075 445 4,741 3,299 1,808 : : : : Changes from: March 16, 2021 : : 2,110 3,297 -267 -3,035 2,648 -2,160 35 25 284 -352 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.8 0.4 13.1 11.3 10.2 1.5 0.3 3.5 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 27 . 5 5 6 4 . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 57,247 : : Positions : : 44,199 40,960 1,485 9,288 2,667 5,634 0 257 1,623 2,722 1,338 : : : : Changes from: March 16, 2021 : : 989 2,222 0 -838 -105 313 0 0 208 110 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 71.5 2.6 16.2 4.7 9.8 0.0 0.4 2.8 4.8 2.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 21 . . . 6 0 . 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 34,381 : : Positions : : 30,325 26,540 1,738 4,175 641 0 637 50 1,068 1,779 559 : : : : Changes from: March 16, 2021 : : 1,353 970 150 180 -105 0 18 0 -160 175 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 77.2 5.1 12.1 1.9 0.0 1.9 0.1 3.1 5.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . . 0 . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 49,673 : : Positions : : 29,814 18,879 1,815 20,558 3,418 13,340 0 0 0 5,506 819 : : : : Changes from: March 16, 2021 : : 359 6 -3 285 -132 0 0 0 -185 0 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 38.0 3.7 41.4 6.9 26.9 0.0 0.0 0.0 11.1 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 4 . 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 62,024 : : Positions : : 38,205 22,613 1,124 28,792 3,204 17,158 1,075 10 256 4,798 1,255 : : : : Changes from: March 16, 2021 : : 1,157 -228 10 1,168 -247 -5 15 10 29 160 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 36.5 1.8 46.4 5.2 27.7 1.7 0.0 0.4 7.7 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . 4 5 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 63,781 : : Positions : : 43,709 32,399 15,018 22,982 1,772 0 25 0 1,401 5,280 1,323 : : : : Changes from: March 16, 2021 : : 95 1 140 270 0 0 0 0 35 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 50.8 23.5 36.0 2.8 0.0 0.0 0.0 2.2 8.3 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 82,873 : : Positions : : 56,707 33,275 21,890 41,215 860 20 0 5 1,076 5,486 1,997 : : : : Changes from: March 16, 2021 : : 306 220 30 106 50 0 0 0 70 80 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 40.2 26.4 49.7 1.0 0.0 0.0 0.0 1.3 6.6 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,830 : : Positions : : 22,092 29,687 8,566 140 1,978 0 0 0 0 395 0 : : : : Changes from: March 16, 2021 : : -31 110 141 0 -107 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.4 26.1 0.4 6.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 30,261 : : Positions : : 26,550 14,065 0 13,541 2,155 0 500 0 1,260 0 0 : : : : Changes from: March 16, 2021 : : -250 -250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 46.5 0.0 44.7 7.1 0.0 1.7 0.0 4.2 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 103,677 : : Positions : : 80,600 76,360 200 11,218 7,809 6,048 150 779 4,533 4,032 3,158 : : : : Changes from: March 16, 2021 : : 1,584 824 0 -146 67 -84 -70 16 137 995 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 73.7 0.2 10.8 7.5 5.8 0.1 0.8 4.4 3.9 3.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 35 . 4 . 6 . . 12 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 20,481 : : Positions : : 13,081 17,440 4,967 1,250 861 300 0 0 350 150 0 : : : : Changes from: March 16, 2021 : : 125 -25 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 85.2 24.3 6.1 4.2 1.5 0.0 0.0 1.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 18,390 : : Positions : : 11,685 16,479 4,892 1,250 511 300 0 0 350 150 0 : : : : Changes from: March 16, 2021 : : 150 0 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 89.6 26.6 6.8 2.8 1.6 0.0 0.0 1.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 31,244 : : Positions : : 25,407 24,132 1,933 0 3,664 50 3,423 25 0 0 0 : : : : Changes from: March 16, 2021 : : 0 25 0 0 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 77.2 6.2 0.0 11.7 0.2 11.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 63,255 : : Positions : : 54,407 47,145 0 9,059 3,754 3,423 200 25 400 1,780 520 : : : : Changes from: March 16, 2021 : : -325 -150 0 -150 30 -25 0 25 150 100 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 74.5 0.0 14.3 5.9 5.4 0.3 0.0 0.6 2.8 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 0 4 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,027 : : Positions : : 27,632 34,676 7,744 0 1,539 0 0 0 100 320 0 : : : : Changes from: March 16, 2021 : : -26 124 150 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 93.7 20.9 0.0 4.2 0.0 0.0 0.0 0.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 42,358 : : Positions : : 39,460 25,207 0 13,711 1,664 818 1,545 20 0 160 50 : : : : Changes from: March 16, 2021 : : -320 419 0 -596 0 138 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 59.5 0.0 32.4 3.9 1.9 3.6 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 0 . . . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 52,541 : : Positions : : 39,005 49,136 8,020 450 2,420 0 0 0 2,147 0 35 : : : : Changes from: March 16, 2021 : : -38 98 0 0 0 0 0 0 36 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 93.5 15.3 0.9 4.6 0.0 0.0 0.0 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 58,215 : : Positions : : 44,482 50,873 8,108 4,700 2,185 0 70 0 2,885 0 35 : : : : Changes from: March 16, 2021 : : 128 155 0 0 0 0 25 0 42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 87.4 13.9 8.1 3.8 0.0 0.1 0.0 5.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 86,168 : : Positions : : 69,401 76,435 11,762 5,034 1,247 0 484 0 1,800 1,235 1,723 : : : : Changes from: March 16, 2021 : : 1,081 234 54 234 -1 0 56 0 -4 627 -436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 88.7 13.7 5.8 1.4 0.0 0.6 0.0 2.1 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 4 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 104,249 : : Positions : : 82,936 91,304 12,670 5,759 1,834 25 1,717 63 3,592 484 2,809 : : : : Changes from: March 16, 2021 : : 2,461 1,627 83 345 -25 0 108 -2 -221 127 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 87.6 12.2 5.5 1.8 0.0 1.6 0.1 3.4 0.5 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 25 5 . 5 . 6 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 60,939 : : Positions : : 44,438 53,601 13,648 609 1,306 0 4,206 3 672 362 852 : : : : Changes from: March 16, 2021 : : 1,302 575 -425 -107 75 0 287 0 80 202 -172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 88.0 22.4 1.0 2.1 0.0 6.9 0.0 1.1 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 . . . 0 . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 43,185 : : Positions : : 28,624 39,045 12,838 0 300 0 675 0 325 2,067 1,098 : : : : Changes from: March 16, 2021 : : 1,097 1,250 25 0 0 0 125 0 25 -228 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 90.4 29.7 0.0 0.7 0.0 1.6 0.0 0.8 4.8 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 9 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 52,242 : : Positions : : 31,789 42,629 11,226 250 7,860 0 0 0 657 1,319 149 : : : : Changes from: March 16, 2021 : : -41 -153 -10 0 0 0 0 0 297 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 81.6 21.5 0.5 15.0 0.0 0.0 0.0 1.3 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 60,277 : : Positions : : 42,673 47,481 8,885 1,891 6,173 1,260 2,840 0 440 1,332 166 : : : : Changes from: March 16, 2021 : : -276 -362 -289 -672 384 -50 405 0 310 -21 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 78.8 14.7 3.1 10.2 2.1 4.7 0.0 0.7 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 22,590 : : Positions : : 10,234 18,858 10,994 97 536 100 1,995 0 0 652 361 : : : : Changes from: March 16, 2021 : : 435 255 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 83.5 48.7 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 20,335 : : Positions : : 9,451 17,945 9,744 310 667 0 465 0 50 910 0 : : : : Changes from: March 16, 2021 : : 435 255 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 88.2 47.9 1.5 3.3 0.0 2.3 0.0 0.2 4.5 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 25,550 : : Positions : : 20,721 17,899 1,830 5,561 300 496 0 0 1,134 1,397 393 : : : : Changes from: March 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 70.1 7.2 21.8 1.2 1.9 0.0 0.0 4.4 5.5 1.5 : : : : 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,162 : : Positions : : 12,579 14,278 1,905 300 62 0 0 0 631 752 255 : : : : Changes from: March 16, 2021 : : 0 -4 0 0 0 0 0 0 1 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 88.3 11.8 1.9 0.4 0.0 0.0 0.0 3.9 4.7 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 45,484 : : Positions : : 32,431 20,680 6,157 16,116 772 2,200 5,067 165 1,915 799 1,588 : : : : Changes from: March 16, 2021 : : -85 -145 0 -40 0 -25 20 -15 -50 0 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 45.5 13.5 35.4 1.7 4.8 11.1 0.4 4.2 1.8 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 17 . . 4 . 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 28,374 : : Positions : : 22,561 9,080 1,527 13,941 946 700 2,790 0 1,053 30 1,356 : : : : Changes from: March 16, 2021 : : 548 613 -5 -90 7 0 25 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 32.0 5.4 49.1 3.3 2.5 9.8 0.0 3.7 0.1 4.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . 4 . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,544 : : Positions : : 5,399 16,594 9,492 0 102 0 45 481 1,893 155 140 : : : : Changes from: March 16, 2021 : : 204 219 33 0 -3 0 -2 6 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 94.6 54.1 0.0 0.6 0.0 0.3 2.7 10.8 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 23,236 : : Positions : : 6,022 23,136 12,844 0 0 0 85 15 4,295 0 0 : : : : Changes from: March 16, 2021 : : 175 250 -225 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 99.6 55.3 0.0 0.0 0.0 0.4 0.1 18.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 0 0 0 . . 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 8,150 : : Positions : : 4,595 5,016 926 995 1,729 25 0 50 680 200 100 : : : : Changes from: March 16, 2021 : : 0 0 -30 0 13 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 61.5 11.4 12.2 21.2 0.3 0.0 0.6 8.3 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 7,511 : : Positions : : 4,238 4,209 806 1,145 1,642 25 0 50 500 200 205 : : : : Changes from: March 16, 2021 : : 0 0 -30 0 43 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 56.0 10.7 15.2 21.9 0.3 0.0 0.7 6.7 2.7 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 49,172 : : Positions : : 16,100 46,062 27,200 60 1,370 625 0 25 1,655 0 1,655 : : : : Changes from: March 16, 2021 : : 250 1,900 1,690 0 -225 25 -25 25 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 93.7 55.3 0.1 2.8 1.3 0.0 0.1 3.4 0.0 3.4 : : : : 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,612 : : Positions : : 16,695 46,572 27,185 60 1,335 650 0 25 1,570 0 1,620 : : : : Changes from: March 16, 2021 : : 75 1,900 1,875 0 -260 50 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 93.9 54.8 0.1 2.7 1.3 0.0 0.1 3.2 0.0 3.3 : : : : 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 121,968 : : Positions : : 91,591 100,851 18,662 8,947 6,654 210 1,705 575 2,121 1,050 1,793 : : : : Changes from: March 16, 2021 : : 2,575 1,698 -777 815 907 0 25 0 860 -25 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 82.7 15.3 7.3 5.5 0.2 1.4 0.5 1.7 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 4 . 6 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 128,450 : : Positions : : 95,284 106,343 17,625 6,178 8,722 0 2,012 1,259 3,242 1,665 2,171 : : : : Changes from: March 16, 2021 : : 2,970 2,017 -673 1,082 647 0 -4 50 887 75 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 82.8 13.7 4.8 6.8 0.0 1.6 1.0 2.5 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 30 . 4 6 0 5 . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 522,157 : : Positions : : 338,195 348,759 9,455 7,718 93,120 13,398 15,728 22,810 20,212 9,023 24,091 : : : : Changes from: March 16, 2021 : : -7,743 -9,205 1,558 480 -2,066 -2,088 -290 -407 -125 637 -1,688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 66.8 1.8 1.5 17.8 2.6 3.0 4.4 3.9 1.7 4.6 : : : : Number of Traders in Each Category Total Traders: 97 : : 39 38 . 6 6 8 12 10 12 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,655 : : Positions : : 8,255 12,880 1,975 155 1,830 900 620 60 1,670 0 0 : : : : Changes from: March 16, 2021 : : 0 -30 200 150 0 -30 20 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 82.3 12.6 1.0 11.7 5.7 4.0 0.4 10.7 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,340 : : Positions : : 6,470 10,055 1,930 610 1,890 300 620 85 1,670 0 0 : : : : Changes from: March 16, 2021 : : 0 -30 200 180 -75 -30 20 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 75.4 14.5 4.6 14.2 2.2 4.6 0.6 12.5 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 16,547 : : Positions : : 13,845 15,770 1,630 148 252 0 0 0 735 300 45 : : : : Changes from: March 16, 2021 : : 2,925 3,700 1,050 50 -200 0 0 0 -100 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 95.3 9.9 0.9 1.5 0.0 0.0 0.0 4.4 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 5,645 : : Positions : : 2,675 5,315 1,250 0 150 700 0 0 450 0 0 : : : : Changes from: March 16, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 94.2 22.1 0.0 2.7 12.4 0.0 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 89,782 : : Positions : : 65,404 57,132 12,481 15,586 740 0 8,725 60 3,585 0 0 : : : : Changes from: March 16, 2021 : : 150 -295 75 645 -175 0 -110 60 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 63.6 13.9 17.4 0.8 0.0 9.7 0.1 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,405 : : Positions : : 51,135 40,160 9,562 16,365 300 0 7,455 60 3,300 0 0 : : : : Changes from: March 16, 2021 : : 953 108 -80 945 -650 0 -60 60 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 55.5 13.2 22.6 0.4 0.0 10.3 0.1 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 46,239 : : Positions : : 30,190 16,173 5,743 17,671 10 3,295 6,070 2,300 1,210 814 0 : : : : Changes from: March 16, 2021 : : 1,225 1,205 80 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 35.0 12.4 38.2 0.0 7.1 13.1 5.0 2.6 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 34,110 : : Positions : : 23,152 12,676 6,912 9,590 0 225 7,780 720 25 254 516 : : : : Changes from: March 16, 2021 : : 1,100 1,070 70 0 0 0 0 0 0 40 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 37.2 20.3 28.1 0.0 0.7 22.8 2.1 0.1 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 19,230 : : Positions : : 9,825 8,225 6,635 0 310 0 8,195 550 0 25 75 : : : : Changes from: March 16, 2021 : : 0 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 42.8 34.5 0.0 1.6 0.0 42.6 2.9 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 89,152 : : Positions : : 43,482 31,725 11,385 38,525 2,505 16,185 1,065 0 720 95 1,085 : : : : Changes from: March 16, 2021 : : 505 1,315 570 1,200 0 1,440 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 35.6 12.8 43.2 2.8 18.2 1.2 0.0 0.8 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 85,303 : : Positions : : 41,205 32,000 10,583 34,275 2,705 16,735 940 5 470 1,510 330 : : : : Changes from: March 16, 2021 : : 770 1,500 510 1,200 70 1,440 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 37.5 12.4 40.2 3.2 19.6 1.1 0.0 0.6 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,335 : : Positions : : 19,415 5,695 365 0 2,205 0 10,210 550 1,095 5,210 350 : : : : Changes from: March 16, 2021 : : 220 300 0 0 70 0 -100 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 20.8 1.3 0.0 8.1 0.0 37.4 2.0 4.0 19.1 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 27,110 : : Positions : : 19,365 5,735 205 0 2,340 0 10,210 550 1,095 4,960 425 : : : : Changes from: March 16, 2021 : : 220 300 -25 -25 95 0 -100 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 21.2 0.8 0.0 8.6 0.0 37.7 2.0 4.0 18.3 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 58,125 : : Positions : : 19,135 48,775 16,315 7,005 130 14,135 25 0 6,335 0 0 : : : : Changes from: March 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 83.9 28.1 12.1 0.2 24.3 0.0 0.0 10.9 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 49,983 : : Positions : : 18,355 43,413 5,968 1,475 1,900 4,335 0 0 15,585 0 85 : : : : Changes from: March 16, 2021 : : -100 -15 150 0 50 125 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 86.9 11.9 3.0 3.8 8.7 0.0 0.0 31.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 42,853 : : Positions : : 16,530 36,463 5,953 1,825 1,245 4,235 0 0 11,035 0 435 : : : : Changes from: March 16, 2021 : : -75 -40 150 50 0 125 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 85.1 13.9 4.3 2.9 9.9 0.0 0.0 25.8 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 73,938 : : Positions : : 28,710 60,510 8,310 0 2,810 10,640 0 5,005 12,905 550 1,225 : : : : Changes from: March 16, 2021 : : 5 14,155 -200 0 50 6,270 -8,230 4,267 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 81.8 11.2 0.0 3.8 14.4 0.0 6.8 17.5 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . 0 . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 71,883 : : Positions : : 28,030 58,585 9,220 0 2,950 10,040 0 5,005 11,570 550 1,225 : : : : Changes from: March 16, 2021 : : 105 13,975 -520 0 50 5,970 -8,230 4,267 170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 81.5 12.8 0.0 4.1 14.0 0.0 7.0 16.1 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 63,277 : : Positions : : 35,883 33,820 0 11,793 325 14,800 220 2,800 1,340 6,260 1,300 : : : : Changes from: March 16, 2021 : : 360 265 0 -50 0 -20 145 45 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 53.4 0.0 18.6 0.5 23.4 0.3 4.4 2.1 9.9 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 53,982 : : Positions : : 31,924 29,830 0 8,699 325 10,425 370 2,675 0 4,335 1,355 : : : : Changes from: March 16, 2021 : : 475 280 0 50 0 25 190 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 55.3 0.0 16.1 0.6 19.3 0.7 5.0 0.0 8.0 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 210,736 : : Positions : : 130,090 81,267 19,835 1,035 9,319 0 44,880 25 650 23,148 1,110 : : : : Changes from: March 16, 2021 : : 10,205 -1,710 420 -1,095 744 0 13,810 -1,075 0 -380 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 38.6 9.4 0.5 4.4 0.0 21.3 0.0 0.3 11.0 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 187,631 : : Positions : : 121,219 75,881 11,633 0 8,924 0 38,780 50 650 18,744 2,130 : : : : Changes from: March 16, 2021 : : 12,975 1,565 1,095 -895 459 0 13,460 -1,013 0 -40 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 40.4 6.2 0.0 4.8 0.0 20.7 0.0 0.3 10.0 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . 0 . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 51,681 : : Positions : : 19,380 27,915 18,001 10,661 3,750 2,735 0 2,230 0 1,450 0 : : : : Changes from: March 16, 2021 : : -155 -135 120 40 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 54.0 34.8 20.6 7.3 5.3 0.0 4.3 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 44,947 : : Positions : : 18,085 25,807 14,606 8,834 2,719 2,985 0 2,055 0 1,050 0 : : : : Changes from: March 16, 2021 : : -140 -120 130 80 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 57.4 32.5 19.7 6.0 6.6 0.0 4.6 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 39,770 : : Positions : : 19,820 25,615 5,305 1,210 4,810 3,675 3,705 0 1,450 0 0 : : : : Changes from: March 16, 2021 : : 25 200 -15 -160 260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 64.4 13.3 3.0 12.1 9.2 9.3 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 48,275 : : Positions : : 14,940 31,545 1,255 2,040 6,045 19,120 3,705 75 1,450 0 0 : : : : Changes from: March 16, 2021 : : -30 0 130 100 -130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 65.3 2.6 4.2 12.5 39.6 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 203,457 : : Positions : : 112,000 122,142 2,120 14,285 24,980 24,025 70 2,505 525 2,187 1,188 : : : : Changes from: March 16, 2021 : : -1,501 158 105 -749 2,434 0 0 0 525 -280 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 60.0 1.0 7.0 12.3 11.8 0.0 1.2 0.3 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 175,913 : : Positions : : 106,573 113,323 2,107 6,835 16,533 13,305 0 9,670 0 1,677 905 : : : : Changes from: March 16, 2021 : : -490 -310 520 340 -437 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 64.4 1.2 3.9 9.4 7.6 0.0 5.5 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,274 : : Positions : : 22,795 16,005 1,720 8,625 1,905 25 555 1,329 655 0 195 : : : : Changes from: March 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,674 : : Positions : : 22,880 15,235 1,380 8,435 1,965 25 555 1,329 0 50 475 : : : : Changes from: March 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 25, 2021