Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 35,531 : : Positions : : 22,743 30,893 2,652 951 2,256 375 100 661 6,149 25 630 : : : : Changes from: March 23, 2021 : : 745 435 21 951 -933 -1 0 1 582 25 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 86.9 7.5 2.7 6.3 1.1 0.3 1.9 17.3 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . . . . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 32,091 : : Positions : : 26,496 25,952 633 1,144 2,242 0 98 455 940 875 1,325 : : : : Changes from: March 23, 2021 : : 525 450 25 25 15 0 25 0 -60 -10 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 80.9 2.0 3.6 7.0 0.0 0.3 1.4 2.9 2.7 4.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . . 0 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 137,175 : : Positions : : 101,494 95,522 0 18,245 14,842 13,638 1,980 445 4,445 4,186 1,727 : : : : Changes from: March 23, 2021 : : 4,508 2,123 -587 702 -257 -25 -95 0 -296 887 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 69.6 0.0 13.3 10.8 9.9 1.4 0.3 3.2 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 27 0 6 5 6 4 . 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 57,318 : : Positions : : 43,818 41,194 1,485 8,470 3,029 5,677 0 257 1,620 2,947 1,286 : : : : Changes from: March 23, 2021 : : -381 234 0 -818 362 43 0 0 -3 225 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 71.9 2.6 14.8 5.3 9.9 0.0 0.4 2.8 5.1 2.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 21 . . . 5 0 . 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 34,606 : : Positions : : 31,023 26,940 1,315 3,875 641 0 637 50 1,168 2,054 409 : : : : Changes from: March 23, 2021 : : 698 400 -423 -300 0 0 0 0 100 275 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 77.8 3.8 11.2 1.9 0.0 1.8 0.1 3.4 5.9 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 50,381 : : Positions : : 30,270 19,829 2,651 20,928 2,849 13,340 0 0 0 5,521 804 : : : : Changes from: March 23, 2021 : : 456 950 836 370 -569 0 0 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 39.4 5.3 41.5 5.7 26.5 0.0 0.0 0.0 11.0 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 30, 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 62,920 : : Positions : : 38,632 23,698 1,653 29,203 2,754 17,168 785 0 420 4,742 1,276 : : : : Changes from: March 23, 2021 : : 427 1,085 529 411 -450 10 -290 -10 164 -56 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 37.7 2.6 46.4 4.4 27.3 1.2 0.0 0.7 7.5 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . 4 5 . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 65,838 : : Positions : : 44,136 32,493 17,158 25,414 1,223 0 25 0 1,394 5,280 1,373 : : : : Changes from: March 23, 2021 : : 427 94 2,140 2,432 -549 0 0 0 -7 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 49.4 26.1 38.6 1.9 0.0 0.0 0.0 2.1 8.0 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 85,460 : : Positions : : 57,133 33,456 24,130 43,615 816 20 0 5 1,016 5,511 2,022 : : : : Changes from: March 23, 2021 : : 426 181 2,240 2,400 -44 0 0 0 -60 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 39.1 28.2 51.0 1.0 0.0 0.0 0.0 1.2 6.4 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 18 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 32,870 : : Positions : : 22,042 29,617 8,691 175 1,943 0 0 0 0 395 0 : : : : Changes from: March 23, 2021 : : -50 -70 125 35 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 90.1 26.4 0.5 5.9 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 30,151 : : Positions : : 26,500 13,855 0 13,701 2,095 0 500 0 1,260 0 0 : : : : Changes from: March 23, 2021 : : -50 -210 0 160 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 46.0 0.0 45.4 6.9 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 30, 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 108,319 : : Positions : : 83,197 78,999 200 11,138 8,461 6,743 395 768 4,909 4,870 3,565 : : : : Changes from: March 23, 2021 : : 2,597 2,639 0 -80 653 696 245 -11 376 838 407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 72.9 0.2 10.3 7.8 6.2 0.4 0.7 4.5 4.5 3.3 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 36 . 4 . 7 . . 11 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 21,246 : : Positions : : 13,091 18,205 5,567 1,250 861 300 0 0 325 150 0 : : : : Changes from: March 23, 2021 : : 10 765 600 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 85.7 26.2 5.9 4.1 1.4 0.0 0.0 1.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 19,085 : : Positions : : 11,625 17,174 5,492 1,250 511 300 0 0 325 150 0 : : : : Changes from: March 23, 2021 : : -60 695 600 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 90.0 28.8 6.5 2.7 1.6 0.0 0.0 1.7 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 30, 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 31,344 : : Positions : : 25,507 24,232 1,933 0 3,664 50 3,423 25 0 0 0 : : : : Changes from: March 23, 2021 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.3 6.2 0.0 11.7 0.2 10.9 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 64,033 : : Positions : : 54,825 47,288 0 9,059 4,114 3,423 200 25 425 2,080 495 : : : : Changes from: March 23, 2021 : : 418 143 0 0 360 0 0 0 25 300 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 73.8 0.0 14.1 6.4 5.3 0.3 0.0 0.7 3.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 0 4 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 37,367 : : Positions : : 28,007 35,031 7,724 0 1,524 0 0 0 100 320 0 : : : : Changes from: March 23, 2021 : : 375 355 -20 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 93.7 20.7 0.0 4.1 0.0 0.0 0.0 0.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 42,255 : : Positions : : 39,300 25,204 0 13,551 1,724 815 1,545 20 0 160 50 : : : : Changes from: March 23, 2021 : : -160 -3 0 -160 60 -3 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 59.6 0.0 32.1 4.1 1.9 3.7 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 30, 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 52,594 : : Positions : : 39,039 49,179 7,980 450 2,420 0 60 0 2,117 0 35 : : : : Changes from: March 23, 2021 : : 34 43 -40 0 0 0 60 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 93.5 15.2 0.9 4.6 0.0 0.1 0.0 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 58,311 : : Positions : : 44,543 50,642 8,148 4,835 2,125 0 344 0 2,890 0 35 : : : : Changes from: March 23, 2021 : : 61 -231 40 135 -60 0 274 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 86.8 14.0 8.3 3.6 0.0 0.6 0.0 5.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 87,457 : : Positions : : 71,663 77,525 11,725 5,134 1,171 0 494 0 1,115 1,579 1,529 : : : : Changes from: March 23, 2021 : : 2,262 1,090 -37 100 -76 0 10 0 -685 344 -194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 88.6 13.4 5.9 1.3 0.0 0.6 0.0 1.3 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 4 . 4 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 107,072 : : Positions : : 85,488 92,814 13,171 5,659 1,845 20 1,712 113 2,374 1,112 3,498 : : : : Changes from: March 23, 2021 : : 2,552 1,510 501 -100 11 -5 -5 50 -1,218 628 689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 86.7 12.3 5.3 1.7 0.0 1.6 0.1 2.2 1.0 3.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 27 5 . 5 . 6 4 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 62,734 : : Positions : : 46,026 54,926 13,753 354 1,696 0 4,306 3 842 1,055 394 : : : : Changes from: March 23, 2021 : : 1,588 1,325 105 -255 390 0 100 0 170 693 -458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.6 21.9 0.6 2.7 0.0 6.9 0.0 1.3 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . . . 0 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 43,485 : : Positions : : 28,924 39,245 12,838 0 300 0 675 0 325 2,167 1,098 : : : : Changes from: March 23, 2021 : : 300 200 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 90.2 29.5 0.0 0.7 0.0 1.6 0.0 0.7 5.0 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 10 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 52,132 : : Positions : : 31,233 42,562 11,102 250 7,860 60 0 0 981 1,294 123 : : : : Changes from: March 23, 2021 : : -556 -67 -124 0 0 60 0 0 324 -25 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 81.6 21.3 0.5 15.1 0.1 0.0 0.0 1.9 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 60,833 : : Positions : : 42,584 48,487 9,016 1,916 6,052 1,543 2,480 41 847 1,328 135 : : : : Changes from: March 23, 2021 : : -89 1,006 131 25 -121 283 -360 41 407 -4 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 79.7 14.8 3.1 9.9 2.5 4.1 0.1 1.4 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 22,555 : : Positions : : 9,919 18,818 10,841 97 536 100 1,995 0 0 657 361 : : : : Changes from: March 23, 2021 : : -315 -40 -153 0 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 83.4 48.1 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 30, 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 20,395 : : Positions : : 9,136 18,005 9,679 310 667 0 465 0 50 910 0 : : : : Changes from: March 23, 2021 : : -315 60 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 88.3 47.5 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 30, 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 25,383 : : Positions : : 20,721 17,710 1,830 5,571 300 496 0 0 1,031 1,409 329 : : : : Changes from: March 23, 2021 : : 0 -189 0 10 0 0 0 0 -103 12 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.8 7.2 21.9 1.2 2.0 0.0 0.0 4.1 5.6 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 16,132 : : Positions : : 12,579 14,248 1,880 300 62 0 0 0 631 757 250 : : : : Changes from: March 23, 2021 : : 0 -30 -25 0 0 0 0 0 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 88.3 11.7 1.9 0.4 0.0 0.0 0.0 3.9 4.7 1.5 : : : : 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 30, 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 45,342 : : Positions : : 31,957 20,670 6,827 16,106 722 2,240 5,172 140 1,675 794 1,638 : : : : Changes from: March 23, 2021 : : -474 -10 670 -10 -50 40 105 -25 -240 -5 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 45.6 15.1 35.5 1.6 4.9 11.4 0.3 3.7 1.8 3.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 . . 4 . 4 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 29,099 : : Positions : : 22,864 9,667 1,947 13,891 937 700 2,910 0 1,069 30 1,356 : : : : Changes from: March 23, 2021 : : 303 587 420 -50 -9 0 120 0 16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 33.2 6.7 47.7 3.2 2.4 10.0 0.0 3.7 0.1 4.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 17,649 : : Positions : : 5,629 16,819 9,442 0 102 0 45 481 1,938 155 15 : : : : Changes from: March 23, 2021 : : 230 225 -50 0 0 0 0 0 45 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 95.3 53.5 0.0 0.6 0.0 0.3 2.7 11.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 23,434 : : Positions : : 6,247 23,334 12,667 0 0 0 85 15 4,445 0 0 : : : : Changes from: March 23, 2021 : : 225 198 -177 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 99.6 54.1 0.0 0.0 0.0 0.4 0.1 19.0 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 30, 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 8,112 : : Positions : : 4,565 5,016 941 995 1,691 25 0 50 680 200 100 : : : : Changes from: March 23, 2021 : : -30 0 15 0 -38 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 61.8 11.6 12.3 20.8 0.3 0.0 0.6 8.4 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 30, 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 7,456 : : Positions : : 4,208 4,209 821 1,145 1,587 25 0 50 500 200 205 : : : : Changes from: March 23, 2021 : : -30 0 15 0 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 56.5 11.0 15.4 21.3 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 30, 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 49,857 : : Positions : : 16,910 46,712 27,040 60 1,405 625 0 25 1,655 0 1,655 : : : : Changes from: March 23, 2021 : : 810 650 -160 0 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 93.7 54.2 0.1 2.8 1.3 0.0 0.1 3.3 0.0 3.3 : : : : 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 30, 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 50,562 : : Positions : : 17,695 47,522 27,135 60 1,335 650 0 25 1,570 0 1,620 : : : : Changes from: March 23, 2021 : : 1,000 950 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 94.0 53.7 0.1 2.6 1.3 0.0 0.0 3.1 0.0 3.2 : : : : 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 30, 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 125,915 : : Positions : : 93,182 105,613 19,837 8,118 6,692 220 1,705 600 3,188 984 1,810 : : : : Changes from: March 23, 2021 : : 1,591 4,762 1,175 -829 38 10 0 25 1,067 -66 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 83.9 15.8 6.4 5.3 0.2 1.4 0.5 2.5 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 27 5 . 6 . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 133,628 : : Positions : : 97,967 111,680 18,225 4,749 9,480 137 2,311 1,334 4,086 1,741 2,235 : : : : Changes from: March 23, 2021 : : 2,683 5,337 600 -1,429 758 137 299 75 844 76 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 83.6 13.6 3.6 7.1 0.1 1.7 1.0 3.1 1.3 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 30 . 4 6 . 5 4 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 520,088 : : Positions : : 338,471 347,763 10,755 11,602 90,649 12,927 14,083 21,295 20,434 9,279 24,336 : : : : Changes from: March 23, 2021 : : 276 -996 1,300 3,884 -2,471 -471 -1,645 -1,515 222 256 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 66.9 2.1 2.2 17.4 2.5 2.7 4.1 3.9 1.8 4.7 : : : : Number of Traders in Each Category Total Traders: 100 : : 40 39 . 6 6 8 12 11 14 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 15,635 : : Positions : : 8,255 12,855 1,900 155 1,835 950 620 60 1,670 0 0 : : : : Changes from: March 23, 2021 : : 0 -25 -75 0 5 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 82.2 12.2 1.0 11.7 6.1 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 30, 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 13,285 : : Positions : : 6,470 10,030 1,795 575 1,880 350 620 60 1,670 0 0 : : : : Changes from: March 23, 2021 : : 0 -25 -135 -35 -10 50 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 75.5 13.5 4.3 14.2 2.6 4.7 0.5 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 18,543 : : Positions : : 15,166 16,946 2,280 168 252 0 0 0 755 1,095 50 : : : : Changes from: March 23, 2021 : : 1,321 1,176 650 20 0 0 0 0 20 795 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 91.4 12.3 0.9 1.4 0.0 0.0 0.0 4.1 5.9 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 6,630 : : Positions : : 3,135 6,275 1,250 25 150 700 0 0 975 0 0 : : : : Changes from: March 23, 2021 : : 460 960 0 25 0 0 0 0 525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 94.6 18.9 0.4 2.3 10.6 0.0 0.0 14.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 91,047 : : Positions : : 66,369 58,247 12,781 15,586 740 0 8,875 60 3,585 0 0 : : : : Changes from: March 23, 2021 : : 965 1,115 300 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 64.0 14.0 17.1 0.8 0.0 9.7 0.1 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 72,645 : : Positions : : 51,515 40,540 9,562 16,365 300 0 7,455 60 3,300 0 0 : : : : Changes from: March 23, 2021 : : 380 380 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 55.8 13.2 22.5 0.4 0.0 10.3 0.1 4.5 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 30, 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 47,783 : : Positions : : 31,748 17,431 5,688 17,871 10 3,295 5,895 2,300 895 814 0 : : : : Changes from: March 23, 2021 : : 1,558 1,258 -55 200 0 0 -175 0 -315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 36.5 11.9 37.4 0.0 6.9 12.3 4.8 1.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 35,658 : : Positions : : 24,467 12,931 6,717 9,590 0 225 8,405 720 25 569 516 : : : : Changes from: March 23, 2021 : : 1,315 255 -195 0 0 0 625 0 0 315 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 36.3 18.8 26.9 0.0 0.6 23.6 2.0 0.1 1.6 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,160 : : Positions : : 10,820 8,220 6,235 0 610 0 8,795 550 0 25 75 : : : : Changes from: March 23, 2021 : : 995 -5 -400 0 300 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 40.8 30.9 0.0 3.0 0.0 43.6 2.7 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 89,887 : : Positions : : 42,937 32,140 11,385 38,765 2,505 17,085 1,065 0 925 0 950 : : : : Changes from: March 23, 2021 : : -545 415 0 240 0 900 0 0 205 -95 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 35.8 12.7 43.1 2.8 19.0 1.2 0.0 1.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 86,403 : : Positions : : 40,800 32,615 10,583 34,515 2,705 17,635 940 5 470 1,150 565 : : : : Changes from: March 23, 2021 : : -405 615 0 240 0 900 0 0 0 -360 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 37.7 12.2 39.9 3.1 20.4 1.1 0.0 0.5 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 28,045 : : Positions : : 19,765 6,520 890 0 2,230 0 10,210 550 1,095 5,260 350 : : : : Changes from: March 23, 2021 : : 350 825 525 0 25 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 23.2 3.2 0.0 8.0 0.0 36.4 2.0 3.9 18.8 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 27,745 : : Positions : : 19,665 6,560 730 0 2,365 0 10,160 550 1,095 5,010 425 : : : : Changes from: March 23, 2021 : : 300 825 525 0 25 0 -50 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 23.6 2.6 0.0 8.5 0.0 36.6 2.0 3.9 18.1 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 59,035 : : Positions : : 20,100 49,665 16,240 7,005 130 14,135 25 0 6,335 0 0 : : : : Changes from: March 23, 2021 : : 965 890 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 84.1 27.5 11.9 0.2 23.9 0.0 0.0 10.7 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 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 50,708 : : Positions : : 19,285 43,323 5,258 1,475 1,900 4,335 300 0 15,585 0 85 : : : : Changes from: March 23, 2021 : : 930 -90 -710 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 85.4 10.4 2.9 3.7 8.5 0.6 0.0 30.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 43,678 : : Positions : : 17,470 36,383 5,243 1,825 1,245 4,235 300 0 11,035 0 435 : : : : Changes from: March 23, 2021 : : 940 -80 -710 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 83.3 12.0 4.2 2.9 9.7 0.7 0.0 25.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 74,463 : : Positions : : 29,110 60,610 8,710 0 2,985 9,895 105 5,200 13,055 550 1,225 : : : : Changes from: March 23, 2021 : : 400 100 400 0 175 -745 105 195 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 81.4 11.7 0.0 4.0 13.3 0.1 7.0 17.5 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 72,403 : : Positions : : 28,260 58,585 9,670 0 2,975 9,545 405 5,200 11,790 550 1,225 : : : : Changes from: March 23, 2021 : : 230 0 450 0 25 -495 405 195 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 80.9 13.4 0.0 4.1 13.2 0.6 7.2 16.3 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 63,476 : : Positions : : 36,016 33,792 0 12,018 325 14,800 220 2,800 1,340 6,220 1,300 : : : : Changes from: March 23, 2021 : : 133 -28 0 225 0 0 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 53.2 0.0 18.9 0.5 23.3 0.3 4.4 2.1 9.8 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 54,269 : : Positions : : 32,077 29,850 0 8,924 325 10,425 370 2,675 0 4,335 1,355 : : : : Changes from: March 23, 2021 : : 153 20 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 55.0 0.0 16.4 0.6 19.2 0.7 4.9 0.0 8.0 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 211,352 : : Positions : : 128,841 81,065 20,765 1,035 9,244 0 44,130 25 650 23,791 790 : : : : Changes from: March 23, 2021 : : -1,249 -202 930 0 -75 0 -750 0 0 643 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 38.4 9.8 0.5 4.4 0.0 20.9 0.0 0.3 11.3 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . . . 0 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 188,531 : : Positions : : 119,897 76,193 12,608 0 8,783 0 37,630 50 650 19,280 2,180 : : : : Changes from: March 23, 2021 : : -1,322 312 975 0 -141 0 -1,150 0 0 536 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 40.4 6.7 0.0 4.7 0.0 20.0 0.0 0.3 10.2 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . 0 . 0 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 51,911 : : Positions : : 19,370 28,035 18,481 11,011 3,560 2,735 0 2,230 0 1,450 0 : : : : Changes from: March 23, 2021 : : -10 120 480 350 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 54.0 35.6 21.2 6.9 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 30, 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 45,142 : : Positions : : 18,085 25,887 15,086 9,234 2,494 2,985 0 2,055 0 1,050 0 : : : : Changes from: March 23, 2021 : : 0 80 480 400 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 57.3 33.4 20.5 5.5 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 30, 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 41,190 : : Positions : : 19,785 26,465 5,590 610 5,510 3,675 3,705 0 1,450 0 0 : : : : Changes from: March 23, 2021 : : -35 850 285 -600 700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 64.3 13.6 1.5 13.4 8.9 9.0 0.0 3.5 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 30, 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 49,505 : : Positions : : 14,970 32,475 1,555 1,440 6,645 19,120 3,705 75 1,450 0 0 : : : : Changes from: March 23, 2021 : : 30 930 300 -600 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 65.6 3.1 2.9 13.4 38.6 7.5 0.2 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 205,767 : : Positions : : 110,913 123,218 2,210 13,492 26,357 24,970 70 1,605 845 2,162 1,168 : : : : Changes from: March 23, 2021 : : -1,087 1,076 90 -793 1,377 945 0 -900 320 -25 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 59.9 1.1 6.6 12.8 12.1 0.0 0.8 0.4 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 30, 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 174,561 : : Positions : : 103,108 110,958 2,987 7,110 16,413 13,650 0 9,370 100 1,627 930 : : : : Changes from: March 23, 2021 : : -3,465 -2,365 880 275 -120 345 0 -300 100 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.6 1.7 4.1 9.4 7.8 0.0 5.4 0.1 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 30, 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 30,574 : : Positions : : 22,795 16,005 2,020 8,925 1,905 25 555 1,329 655 0 195 : : : : Changes from: March 23, 2021 : : 0 0 300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 52.3 6.6 29.2 6.2 0.1 1.8 4.3 2.1 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 30, 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 29,974 : : Positions : : 22,880 15,235 1,680 8,735 1,965 25 555 1,329 0 50 475 : : : : Changes from: March 23, 2021 : : 0 0 300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 50.8 5.6 29.1 6.6 0.1 1.9 4.4 0.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated April 02, 2021