Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 17,255 : : Positions : : 13,445 9,591 418 992 1,446 154 0 49 0 3,234 889 : : : : Changes from: April 20, 2021 : : 272 113 -74 158 90 4 0 0 0 -109 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 55.6 2.4 5.7 8.4 0.9 0.0 0.3 0.0 18.7 5.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 4 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 34,837 : : Positions : : 20,773 30,835 2,958 0 2,451 246 0 743 6,890 206 581 : : : : Changes from: April 20, 2021 : : -52 164 64 0 133 -28 0 8 198 16 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 88.5 8.5 0.0 7.0 0.7 0.0 2.1 19.8 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 26 . 0 . . 0 . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 32,162 : : Positions : : 24,852 27,148 188 1,244 2,117 0 378 200 3,730 0 1,075 : : : : Changes from: April 20, 2021 : : 275 675 -425 125 15 0 0 0 775 -175 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 84.4 0.6 3.9 6.6 0.0 1.2 0.6 11.6 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 . . . 0 . . 7 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 130,974 : : Positions : : 92,327 91,000 809 17,755 13,894 15,707 980 275 5,129 4,288 2,574 : : : : Changes from: April 20, 2021 : : -1,010 -299 202 1,474 -407 1,209 -240 19 202 -369 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 69.5 0.6 13.6 10.6 12.0 0.7 0.2 3.9 3.3 2.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 28 . 5 5 8 . 4 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 60,144 : : Positions : : 46,951 43,116 1,485 9,920 2,403 6,255 0 0 1,426 3,056 1,558 : : : : Changes from: April 20, 2021 : : 1,664 702 0 767 -321 60 -50 0 -297 -17 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 71.7 2.5 16.5 4.0 10.4 0.0 0.0 2.4 5.1 2.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 19 . . . 6 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 35,163 : : Positions : : 31,180 27,130 1,285 4,778 558 0 522 50 1,715 1,750 375 : : : : Changes from: April 20, 2021 : : 178 25 -15 60 0 0 3 0 0 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 77.2 3.7 13.6 1.6 0.0 1.5 0.1 4.9 5.0 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 50,024 : : Positions : : 30,131 20,320 3,612 19,690 3,217 11,790 100 0 100 5,611 714 : : : : Changes from: April 20, 2021 : : -277 -230 555 -298 0 -900 0 0 100 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 40.6 7.2 39.4 6.4 23.6 0.2 0.0 0.2 11.2 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 61,586 : : Positions : : 37,892 25,347 1,734 26,832 2,945 16,238 146 74 330 4,577 1,200 : : : : Changes from: April 20, 2021 : : -878 319 -15 -1,152 -36 -272 -35 74 60 -213 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 41.2 2.8 43.6 4.8 26.4 0.2 0.1 0.5 7.4 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 . 4 5 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 67,097 : : Positions : : 44,446 32,734 18,535 26,791 949 100 0 0 1,223 5,280 1,125 : : : : Changes from: April 20, 2021 : : 300 100 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 48.8 27.6 39.9 1.4 0.1 0.0 0.0 1.8 7.9 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 89,128 : : Positions : : 59,001 34,072 25,929 46,727 769 156 0 25 892 5,575 1,925 : : : : Changes from: April 20, 2021 : : 538 361 146 200 0 -25 0 25 11 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 38.2 29.1 52.4 0.9 0.2 0.0 0.0 1.0 6.3 2.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 16 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 31,453 : : Positions : : 21,141 28,532 8,602 195 1,683 0 0 0 0 378 0 : : : : Changes from: April 20, 2021 : : -55 -55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 90.7 27.3 0.6 5.4 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 29,386 : : Positions : : 25,935 13,390 0 13,456 2,090 0 450 0 1,085 0 0 : : : : Changes from: April 20, 2021 : : 35 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 45.6 0.0 45.8 7.1 0.0 1.5 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,656 : : Positions : : 22,442 26,584 3,085 705 1,935 100 0 0 1,700 132 300 : : : : Changes from: April 20, 2021 : : 1,150 1,300 0 0 0 50 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 89.6 10.4 2.4 6.5 0.3 0.0 0.0 5.7 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 118,599 : : Positions : : 92,278 81,734 200 16,779 7,051 7,198 520 1,343 5,717 6,702 4,322 : : : : Changes from: April 20, 2021 : : 1,426 472 0 711 -24 146 0 140 33 410 527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 68.9 0.2 14.1 5.9 6.1 0.4 1.1 4.8 5.7 3.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 36 36 . 4 . 8 . . 13 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 21,763 : : Positions : : 13,783 19,695 5,665 1,225 643 550 0 0 300 200 0 : : : : Changes from: April 20, 2021 : : -168 -173 -5 0 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 90.5 26.0 5.6 3.0 2.5 0.0 0.0 1.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 19,710 : : Positions : : 12,155 17,892 5,440 1,225 443 550 0 0 300 150 0 : : : : Changes from: April 20, 2021 : : -96 -101 -5 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 90.8 27.6 6.2 2.2 2.8 0.0 0.0 1.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 33,595 : : Positions : : 24,818 25,830 4,905 0 3,477 50 3,988 0 300 300 0 : : : : Changes from: April 20, 2021 : : 520 85 0 0 0 0 135 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 76.9 14.6 0.0 10.3 0.1 11.9 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 31,079 : : Positions : : 22,364 23,614 5,193 0 3,477 0 3,688 0 0 300 0 : : : : Changes from: April 20, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 76.0 16.7 0.0 11.2 0.0 11.9 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 64,751 : : Positions : : 54,968 44,696 0 11,709 3,894 3,688 475 25 600 2,350 870 : : : : Changes from: April 20, 2021 : : 467 402 0 -235 0 135 50 0 0 385 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 69.0 0.0 18.1 6.0 5.7 0.7 0.0 0.9 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 0 4 . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 35,804 : : Positions : : 26,404 33,485 7,859 50 1,494 0 0 0 0 313 0 : : : : Changes from: April 20, 2021 : : 25 -125 -100 50 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 93.5 22.0 0.1 4.2 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 41,303 : : Positions : : 35,559 27,098 0 10,588 2,892 2,481 500 0 0 175 50 : : : : Changes from: April 20, 2021 : : 632 862 0 242 -237 522 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 65.6 0.0 25.6 7.0 6.0 1.2 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 0 . . 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 50,229 : : Positions : : 37,310 46,555 7,082 505 2,539 0 160 0 2,520 0 35 : : : : Changes from: April 20, 2021 : : 49 120 100 100 0 0 0 0 71 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 92.7 14.1 1.0 5.1 0.0 0.3 0.0 5.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 55,946 : : Positions : : 43,051 47,812 7,544 5,444 1,819 0 482 0 2,953 0 59 : : : : Changes from: April 20, 2021 : : 270 260 50 175 -50 0 29 0 144 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 85.5 13.5 9.7 3.3 0.0 0.9 0.0 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 90,375 : : Positions : : 74,646 79,639 12,062 5,374 741 50 325 61 700 2,525 1,585 : : : : Changes from: April 20, 2021 : : 2,107 1,853 -169 40 88 6 -5 0 -300 -244 415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.1 13.3 5.9 0.8 0.1 0.4 0.1 0.8 2.8 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 4 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 113,020 : : Positions : : 91,250 97,456 13,349 5,741 1,463 657 708 200 2,431 3,860 3,237 : : : : Changes from: April 20, 2021 : : 2,754 3,008 -332 -70 68 60 -65 0 773 447 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.2 11.8 5.1 1.3 0.6 0.6 0.2 2.2 3.4 2.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 25 . . . . 4 4 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 65,886 : : Positions : : 50,607 56,635 11,538 387 1,833 0 4,511 0 1,566 2,188 317 : : : : Changes from: April 20, 2021 : : 2,278 1,694 -108 -56 56 0 592 -3 -160 -250 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 86.0 17.5 0.6 2.8 0.0 6.8 0.0 2.4 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 . . . 0 . 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 49,274 : : Positions : : 33,774 45,250 13,166 0 354 0 500 75 200 1,345 1,705 : : : : Changes from: April 20, 2021 : : 975 1,675 75 0 -15 0 0 0 75 -550 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 91.8 26.7 0.0 0.7 0.0 1.0 0.2 0.4 2.7 3.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 . 0 . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 49,583 : : Positions : : 29,521 40,510 10,926 329 7,375 160 0 0 744 1,185 141 : : : : Changes from: April 20, 2021 : : -55 -20 93 -5 115 0 0 0 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 81.7 22.0 0.7 14.9 0.3 0.0 0.0 1.5 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 57,424 : : Positions : : 40,650 46,884 8,940 3,165 3,625 2,286 2,475 41 903 469 385 : : : : Changes from: April 20, 2021 : : 224 -794 605 1,920 -2,091 34 0 0 64 -193 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 81.6 15.6 5.5 6.3 4.0 4.3 0.1 1.6 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 21,108 : : Positions : : 9,623 17,447 10,363 171 514 0 1,875 0 0 799 219 : : : : Changes from: April 20, 2021 : : 175 60 -25 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 82.7 49.1 0.8 2.4 0.0 8.9 0.0 0.0 3.8 1.0 : : : : 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 April 27, 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 18,980 : : Positions : : 7,979 16,670 8,964 360 697 0 450 0 50 765 0 : : : : Changes from: April 20, 2021 : : 0 0 0 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 87.8 47.2 1.9 3.7 0.0 2.4 0.0 0.3 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 24,589 : : Positions : : 20,109 17,059 1,770 6,959 78 496 0 0 1,350 0 147 : : : : Changes from: April 20, 2021 : : 225 311 -80 285 10 0 0 0 389 -36 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 69.4 7.2 28.3 0.3 2.0 0.0 0.0 5.5 0.0 0.6 : : : : 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 April 27, 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 15,639 : : Positions : : 12,561 13,716 1,410 1,062 130 0 0 0 781 215 40 : : : : Changes from: April 20, 2021 : : 34 150 17 42 18 0 0 0 60 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 87.7 9.0 6.8 0.8 0.0 0.0 0.0 5.0 1.4 0.3 : : : : 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 April 27, 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 43,593 : : Positions : : 30,123 20,543 6,862 15,807 732 2,090 4,836 140 2,621 645 749 : : : : Changes from: April 20, 2021 : : 941 1,250 430 -100 0 0 20 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 47.1 15.7 36.3 1.7 4.8 11.1 0.3 6.0 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 27,043 : : Positions : : 21,355 9,237 1,746 13,182 673 700 2,860 0 1,507 0 720 : : : : Changes from: April 20, 2021 : : 133 -34 -80 -3 -42 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 34.2 6.5 48.7 2.5 2.6 10.6 0.0 5.6 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 18,110 : : Positions : : 5,434 17,309 9,323 0 107 0 67 481 2,615 50 60 : : : : Changes from: April 20, 2021 : : 73 595 55 0 0 0 3 0 430 -5 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 95.6 51.5 0.0 0.6 0.0 0.4 2.7 14.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 0 . 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 22,684 : : Positions : : 6,346 22,583 12,017 0 0 0 86 15 4,220 0 0 : : : : Changes from: April 20, 2021 : : 175 199 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 99.6 53.0 0.0 0.0 0.0 0.4 0.1 18.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 0 0 0 . . 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 9,997 : : Positions : : 5,375 4,545 2,010 3,490 1,542 0 5 75 495 200 100 : : : : Changes from: April 20, 2021 : : 270 0 -200 90 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 45.5 20.1 34.9 15.4 0.0 0.0 0.8 5.0 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 6 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 7,508 : : Positions : : 5,000 3,645 540 2,345 993 0 5 75 315 200 205 : : : : Changes from: April 20, 2021 : : 270 0 -20 270 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 48.5 7.2 31.2 13.2 0.0 0.1 1.0 4.2 2.7 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 6 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 46,809 : : Positions : : 17,453 41,869 23,320 2,060 1,480 755 0 0 2,245 0 1,400 : : : : Changes from: April 20, 2021 : : 450 25 -425 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 89.4 49.8 4.4 3.2 1.6 0.0 0.0 4.8 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 48,974 : : Positions : : 19,073 44,339 24,240 2,060 1,210 780 0 0 2,160 0 1,365 : : : : Changes from: April 20, 2021 : : 850 1,325 475 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 90.5 49.5 4.2 2.5 1.6 0.0 0.0 4.4 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 121,900 : : Positions : : 88,464 104,139 19,079 3,816 9,144 50 1,515 435 2,591 943 1,649 : : : : Changes from: April 20, 2021 : : 285 1,448 640 -760 521 -10 0 10 -120 100 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 85.4 15.7 3.1 7.5 0.0 1.2 0.4 2.1 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 27 5 . 5 . 4 4 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 131,148 : : Positions : : 93,428 110,476 16,553 831 13,165 194 2,449 739 5,039 1,527 1,883 : : : : Changes from: April 20, 2021 : : 525 1,373 45 -1,285 1,178 0 -15 -20 -127 370 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 84.2 12.6 0.6 10.0 0.1 1.9 0.6 3.8 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 32 5 . 6 . 5 4 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 530,612 : : Positions : : 344,835 363,216 10,278 10,575 91,187 16,281 9,132 22,405 20,085 8,726 24,929 : : : : Changes from: April 20, 2021 : : 8,268 8,916 -281 551 1,080 284 -977 1,672 -280 -352 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 68.5 1.9 2.0 17.2 3.1 1.7 4.2 3.8 1.6 4.7 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 42 . 5 6 13 7 12 16 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 15,112 : : Positions : : 7,617 12,235 2,020 252 1,820 985 645 0 1,555 0 0 : : : : Changes from: April 20, 2021 : : 20 65 170 175 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 81.0 13.4 1.7 12.0 6.5 4.3 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 12,468 : : Positions : : 5,943 9,415 1,710 413 1,855 385 645 0 1,555 0 0 : : : : Changes from: April 20, 2021 : : 170 20 -125 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 75.5 13.7 3.3 14.9 3.1 5.2 0.0 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 24,154 : : Positions : : 20,462 20,332 880 308 1,812 0 0 0 565 1,335 335 : : : : Changes from: April 20, 2021 : : 412 -138 -50 0 0 0 0 0 -300 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 84.2 3.6 1.3 7.5 0.0 0.0 0.0 2.3 5.5 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 13,586 : : Positions : : 9,461 13,031 1,350 125 250 1,200 0 0 885 0 0 : : : : Changes from: April 20, 2021 : : 956 966 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 95.9 9.9 0.9 1.8 8.8 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 90,583 : : Positions : : 65,761 58,768 13,517 16,581 690 0 6,939 240 3,055 0 0 : : : : Changes from: April 20, 2021 : : 2,265 2,030 185 0 0 0 0 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 64.9 14.9 18.3 0.8 0.0 7.7 0.3 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 71,080 : : Positions : : 51,062 40,612 9,334 17,125 100 25 5,399 60 2,745 0 0 : : : : Changes from: April 20, 2021 : : 1,265 1,330 310 -175 0 0 0 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 57.1 13.1 24.1 0.1 0.0 7.6 0.1 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,656 : : Positions : : 11,970 17,391 6,110 0 4,110 500 750 350 100 0 0 : : : : Changes from: April 20, 2021 : : 300 300 0 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 65.2 22.9 0.0 15.4 1.9 2.8 1.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 45,341 : : Positions : : 30,874 18,088 4,276 15,861 60 3,830 4,869 1,965 132 759 540 : : : : Changes from: April 20, 2021 : : 145 160 -235 0 0 0 -300 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 39.9 9.4 35.0 0.1 8.4 10.7 4.3 0.3 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 33,875 : : Positions : : 23,177 12,754 6,385 8,610 0 375 7,605 720 0 1,152 336 : : : : Changes from: April 20, 2021 : : 310 150 -60 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 37.7 18.8 25.4 0.0 1.1 22.5 2.1 0.0 3.4 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 19,900 : : Positions : : 10,220 8,150 7,120 0 260 25 9,370 400 75 0 0 : : : : Changes from: April 20, 2021 : : 645 315 -430 0 120 25 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 41.0 35.8 0.0 1.3 0.1 47.1 2.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 91,895 : : Positions : : 41,520 34,273 14,060 38,895 2,505 17,775 960 0 1,105 0 790 : : : : Changes from: April 20, 2021 : : -155 -390 -35 300 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 37.3 15.3 42.3 2.7 19.3 1.0 0.0 1.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 88,301 : : Positions : : 40,051 34,878 12,815 34,700 2,705 18,100 860 0 505 805 550 : : : : Changes from: April 20, 2021 : : 0 -290 -90 300 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 39.5 14.5 39.3 3.1 20.5 1.0 0.0 0.6 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 28,319 : : Positions : : 20,504 6,695 155 274 2,265 0 9,660 400 1,070 5,200 260 : : : : Changes from: April 20, 2021 : : 0 25 25 10 -25 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 23.6 0.5 1.0 8.0 0.0 34.1 1.4 3.8 18.4 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,044 : : Positions : : 20,404 6,735 155 409 2,240 0 9,610 400 1,070 4,975 310 : : : : Changes from: April 20, 2021 : : 0 25 25 10 -25 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 24.0 0.6 1.5 8.0 0.0 34.3 1.4 3.8 17.7 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 58,057 : : Positions : : 19,802 47,300 17,123 8,525 130 12,910 0 0 5,935 0 0 : : : : Changes from: April 20, 2021 : : 137 45 58 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 81.5 29.5 14.7 0.2 22.2 0.0 0.0 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 52,730 : : Positions : : 18,215 47,155 11,495 1,505 1,585 3,490 300 195 14,865 0 85 : : : : Changes from: April 20, 2021 : : 205 1,755 1,950 0 0 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 89.4 21.8 2.9 3.0 6.6 0.6 0.4 28.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 46,435 : : Positions : : 16,360 40,585 11,130 1,825 1,110 3,390 300 220 11,040 0 435 : : : : Changes from: April 20, 2021 : : 175 1,725 1,850 0 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 87.4 24.0 3.9 2.4 7.3 0.6 0.5 23.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 79,525 : : Positions : : 27,800 68,505 15,215 0 1,885 12,000 145 3,550 13,595 425 1,225 : : : : Changes from: April 20, 2021 : : 75 2,175 175 0 -585 600 -25 -325 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 86.1 19.1 0.0 2.4 15.1 0.2 4.5 17.1 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 77,235 : : Positions : : 26,545 66,395 16,230 0 1,960 11,650 445 3,550 12,590 425 1,225 : : : : Changes from: April 20, 2021 : : 75 2,175 175 0 -620 600 -25 -325 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 86.0 21.0 0.0 2.5 15.1 0.6 4.6 16.3 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 62,221 : : Positions : : 36,156 28,162 0 17,173 300 14,100 660 2,360 1,410 5,910 1,300 : : : : Changes from: April 20, 2021 : : 650 -775 0 1,425 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 45.3 0.0 27.6 0.5 22.7 1.1 3.8 2.3 9.5 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 53,399 : : Positions : : 31,978 27,505 0 11,015 325 10,075 660 2,360 1,050 4,245 1,355 : : : : Changes from: April 20, 2021 : : 810 -730 0 1,425 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 51.5 0.0 20.6 0.6 18.9 1.2 4.4 2.0 7.9 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 223,476 : : Positions : : 132,394 87,791 29,106 1,045 7,237 0 45,650 20 500 27,408 321 : : : : Changes from: April 20, 2021 : : 668 1,503 1,755 25 -2,130 0 275 0 75 1,230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 39.3 13.0 0.5 3.2 0.0 20.4 0.0 0.2 12.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 26 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 203,358 : : Positions : : 128,765 83,043 17,333 0 7,270 0 39,400 25 425 24,012 1,338 : : : : Changes from: April 20, 2021 : : 1,539 1,129 1,345 0 -2,033 0 275 0 0 1,265 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 40.8 8.5 0.0 3.6 0.0 19.4 0.0 0.2 11.8 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . 0 . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 52,526 : : Positions : : 18,690 27,750 20,506 12,731 3,320 2,665 0 2,180 0 1,350 0 : : : : Changes from: April 20, 2021 : : 80 360 400 220 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 52.8 39.0 24.2 6.3 5.1 0.0 4.2 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 44,740 : : Positions : : 16,870 25,520 16,071 9,441 2,349 2,990 0 1,955 0 975 0 : : : : Changes from: April 20, 2021 : : 120 580 400 40 70 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 57.0 35.9 21.1 5.3 6.7 0.0 4.4 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 40,792 : : Positions : : 17,725 26,567 7,517 430 5,255 4,100 3,965 0 1,335 0 0 : : : : Changes from: April 20, 2021 : : -300 1,462 1,022 -140 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 65.1 18.4 1.1 12.9 10.1 9.7 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 49,230 : : Positions : : 14,970 32,320 1,200 710 6,975 19,595 4,105 25 1,335 0 0 : : : : Changes from: April 20, 2021 : : 340 600 -240 100 240 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 65.7 2.4 1.4 14.2 39.8 8.3 0.1 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 212,760 : : Positions : : 115,906 126,507 2,795 13,682 24,141 23,810 220 1,820 95 2,207 1,353 : : : : Changes from: April 20, 2021 : : 1,508 -258 350 1,276 -1,467 -640 50 290 -50 100 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 59.5 1.3 6.4 11.3 11.2 0.1 0.9 0.0 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 23 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 27, 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 177,500 : : Positions : : 104,445 105,466 270 10,123 16,360 12,285 0 9,720 200 1,471 935 : : : : Changes from: April 20, 2021 : : 220 -1,780 0 1,220 -1,225 -700 0 350 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 59.4 0.2 5.7 9.2 6.9 0.0 5.5 0.1 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 21 . . 4 . 0 . . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated April 30, 2021