Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 16,691 : : Positions : : 12,758 8,950 384 1,078 1,434 196 0 49 0 3,116 1,052 : : : : Changes from: April 27, 2021 : : -687 -641 -34 86 -12 42 0 0 0 -118 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 53.6 2.3 6.5 8.6 1.2 0.0 0.3 0.0 18.7 6.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 32,010 : : Positions : : 18,564 27,886 3,171 0 2,576 125 23 725 6,021 25 633 : : : : Changes from: April 27, 2021 : : -2,209 -2,949 213 0 125 -121 23 -18 -869 -181 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 87.1 9.9 0.0 8.0 0.4 0.1 2.3 18.8 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 25 . 0 . . . . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 30,644 : : Positions : : 23,657 26,198 0 1,646 1,892 0 303 200 4,510 0 375 : : : : Changes from: April 27, 2021 : : -1,195 -950 -188 402 -225 0 -75 0 780 0 -700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 85.5 0.0 5.4 6.2 0.0 1.0 0.7 14.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 0 . . 0 . . 7 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 132,300 : : Positions : : 93,016 89,923 1,505 19,160 13,691 15,286 860 390 5,333 5,126 2,490 : : : : Changes from: April 27, 2021 : : 689 -1,077 696 1,405 -203 -421 -120 115 204 838 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 68.0 1.1 14.5 10.3 11.6 0.7 0.3 4.0 3.9 1.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 27 28 . 5 5 8 . 5 7 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 61,044 : : Positions : : 48,138 43,722 1,485 10,140 2,394 5,839 0 0 1,969 3,596 1,143 : : : : Changes from: April 27, 2021 : : 1,187 606 0 220 -9 -416 0 0 543 540 -415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 71.6 2.4 16.6 3.9 9.6 0.0 0.0 3.2 5.9 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 18 . . . 7 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 36,169 : : Positions : : 31,855 27,780 1,530 4,838 603 0 525 50 1,838 2,080 293 : : : : Changes from: April 27, 2021 : : 675 650 245 60 45 0 3 0 123 330 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 76.8 4.2 13.4 1.7 0.0 1.5 0.1 5.1 5.8 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 49,743 : : Positions : : 30,358 20,425 3,153 19,165 3,248 11,790 100 0 100 5,601 719 : : : : Changes from: April 27, 2021 : : 227 105 -459 -525 31 0 0 0 0 -10 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 41.1 6.3 38.5 6.5 23.7 0.2 0.0 0.2 11.3 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 61,211 : : Positions : : 37,560 25,282 1,314 26,287 3,098 16,347 196 85 435 4,576 1,201 : : : : Changes from: April 27, 2021 : : -332 -65 -420 -545 153 109 50 11 105 -1 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 41.3 2.1 42.9 5.1 26.7 0.3 0.1 0.7 7.5 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 20 . 4 5 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 68,652 : : Positions : : 45,708 33,114 18,576 27,946 956 100 0 0 1,228 5,280 1,125 : : : : Changes from: April 27, 2021 : : 1,262 380 41 1,155 7 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 48.2 27.1 40.7 1.4 0.1 0.0 0.0 1.8 7.7 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 91,130 : : Positions : : 60,723 34,700 25,802 48,102 767 206 0 25 1,071 5,581 1,875 : : : : Changes from: April 27, 2021 : : 1,722 628 -127 1,375 -2 50 0 0 179 6 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 38.1 28.3 52.8 0.8 0.2 0.0 0.0 1.2 6.1 2.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 17 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 31,383 : : Positions : : 20,971 28,902 8,882 0 1,518 0 0 0 0 378 0 : : : : Changes from: April 27, 2021 : : -170 370 280 -195 -165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 92.1 28.3 0.0 4.8 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 29,136 : : Positions : : 25,685 13,440 0 13,156 2,090 0 450 0 1,085 0 0 : : : : Changes from: April 27, 2021 : : -250 50 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 46.1 0.0 45.2 7.2 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 May 4, 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 29,556 : : Positions : : 22,642 26,484 2,735 705 1,935 150 0 0 1,700 132 300 : : : : Changes from: April 27, 2021 : : 200 -100 -350 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 89.6 9.3 2.4 6.5 0.5 0.0 0.0 5.8 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 121,105 : : Positions : : 95,038 83,227 200 15,782 7,690 7,150 520 1,297 4,847 8,089 4,373 : : : : Changes from: April 27, 2021 : : 2,760 1,492 0 -997 640 -47 0 -46 -870 1,387 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.7 0.2 13.0 6.4 5.9 0.4 1.1 4.0 6.7 3.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 36 34 . 4 . 8 . . 13 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 : : 13,833 19,395 5,665 1,525 643 500 0 0 300 200 0 : : : : Changes from: April 27, 2021 : : 50 -300 0 300 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 89.1 26.0 7.0 3.0 2.3 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 May 4, 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 : : 12,205 17,592 5,440 1,525 443 500 0 0 300 150 0 : : : : Changes from: April 27, 2021 : : 50 -300 0 300 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 89.3 27.6 7.7 2.2 2.5 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 May 4, 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 33,745 : : Positions : : 24,968 25,880 4,905 0 3,477 50 3,988 0 200 300 100 : : : : Changes from: April 27, 2021 : : 150 50 0 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 76.7 14.5 0.0 10.3 0.1 11.8 0.0 0.6 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 31,229 : : Positions : : 22,514 23,664 5,193 0 3,477 0 3,688 0 0 400 0 : : : : Changes from: April 27, 2021 : : 150 50 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 75.8 16.6 0.0 11.1 0.0 11.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 67,414 : : Positions : : 57,343 47,571 0 10,759 4,482 3,688 475 25 300 2,500 870 : : : : Changes from: April 27, 2021 : : 2,375 2,875 0 -950 588 0 0 0 -300 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 70.6 0.0 16.0 6.6 5.5 0.7 0.0 0.4 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 0 4 . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,079 : : Positions : : 26,354 33,760 8,184 50 1,494 0 0 0 0 313 0 : : : : Changes from: April 27, 2021 : : -50 275 325 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 93.6 22.7 0.1 4.1 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 May 4, 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 45,468 : : Positions : : 39,366 27,943 0 13,453 3,347 2,384 500 0 0 175 50 : : : : Changes from: April 27, 2021 : : 3,807 846 0 2,865 455 -96 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 61.5 0.0 29.6 7.4 5.2 1.1 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 May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 51,044 : : Positions : : 37,556 47,270 7,460 700 2,384 0 160 0 2,501 0 95 : : : : Changes from: April 27, 2021 : : 246 715 378 195 -155 0 0 0 -19 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 92.6 14.6 1.4 4.7 0.0 0.3 0.0 4.9 0.0 0.2 : : : : 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 May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 57,069 : : Positions : : 43,390 48,835 7,988 5,619 1,684 0 482 0 2,973 0 119 : : : : Changes from: April 27, 2021 : : 339 1,023 444 175 -135 0 0 0 20 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 85.6 14.0 9.8 3.0 0.0 0.8 0.0 5.2 0.0 0.2 : : : : 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 May 4, 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 92,142 : : Positions : : 75,731 81,669 12,542 5,254 799 55 225 81 700 2,285 1,704 : : : : Changes from: April 27, 2021 : : 1,085 2,030 480 -120 58 5 -100 20 0 -240 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 88.6 13.6 5.7 0.9 0.1 0.2 0.1 0.8 2.5 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 4 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 115,338 : : Positions : : 92,761 99,428 14,189 5,446 1,643 657 868 200 2,430 4,463 3,030 : : : : Changes from: April 27, 2021 : : 1,512 1,972 840 -295 180 0 160 0 -1 603 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 86.2 12.3 4.7 1.4 0.6 0.8 0.2 2.1 3.9 2.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 27 . . . . 5 4 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 67,166 : : Positions : : 51,249 57,815 11,740 426 1,794 0 4,339 0 2,047 2,466 311 : : : : Changes from: April 27, 2021 : : 642 1,180 202 39 -39 0 -172 0 481 278 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 86.1 17.5 0.6 2.7 0.0 6.5 0.0 3.0 3.7 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 May 4, 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 51,419 : : Positions : : 35,724 47,355 13,391 0 429 0 500 75 200 1,460 1,600 : : : : Changes from: April 27, 2021 : : 1,950 2,105 225 0 75 0 0 0 0 115 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 92.1 26.0 0.0 0.8 0.0 1.0 0.1 0.4 2.8 3.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 . 0 . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 49,515 : : Positions : : 29,741 40,189 10,506 329 7,395 160 0 0 779 1,201 148 : : : : Changes from: April 27, 2021 : : 220 -321 -420 0 20 0 0 0 35 16 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 81.2 21.2 0.7 14.9 0.3 0.0 0.0 1.6 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 May 4, 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 56,232 : : Positions : : 39,706 45,669 9,331 3,526 3,205 2,246 2,475 41 890 574 342 : : : : Changes from: April 27, 2021 : : -944 -1,215 391 361 -420 -40 0 0 -13 105 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 81.2 16.6 6.3 5.7 4.0 4.4 0.1 1.6 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 21,398 : : Positions : : 9,560 17,917 10,356 0 445 0 1,875 0 0 798 220 : : : : Changes from: April 27, 2021 : : -63 470 -7 -171 -69 0 0 0 0 -1 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 83.7 48.4 0.0 2.1 0.0 8.8 0.0 0.0 3.7 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 19,205 : : Positions : : 8,169 17,125 8,904 60 692 0 450 0 50 765 0 : : : : Changes from: April 27, 2021 : : 190 455 -60 -300 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 89.2 46.4 0.3 3.6 0.0 2.3 0.0 0.3 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 24,875 : : Positions : : 19,999 17,324 2,070 6,959 78 496 0 0 1,351 0 147 : : : : Changes from: April 27, 2021 : : -110 265 300 0 0 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 69.6 8.3 28.0 0.3 2.0 0.0 0.0 5.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 16,974 : : Positions : : 13,646 14,616 1,830 1,662 80 0 0 0 781 100 40 : : : : Changes from: April 27, 2021 : : 1,085 900 420 600 -50 0 0 0 0 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 86.1 10.8 9.8 0.5 0.0 0.0 0.0 4.6 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 44,400 : : Positions : : 30,359 21,180 7,392 15,927 772 2,090 4,846 140 2,462 645 749 : : : : Changes from: April 27, 2021 : : 236 637 530 120 40 0 10 0 -159 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 47.7 16.6 35.9 1.7 4.7 10.9 0.3 5.5 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 18 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 27,326 : : Positions : : 21,323 9,365 2,206 13,302 703 700 2,865 0 1,287 0 720 : : : : Changes from: April 27, 2021 : : -32 128 460 120 30 0 5 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 34.3 8.1 48.7 2.6 2.6 10.5 0.0 4.7 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 17,636 : : Positions : : 5,385 16,997 9,063 0 207 133 0 323 2,395 0 60 : : : : Changes from: April 27, 2021 : : -49 -312 -260 0 100 133 -67 -158 -220 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 96.4 51.4 0.0 1.2 0.8 0.0 1.8 13.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 0 . . 0 . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 20,874 : : Positions : : 5,711 20,773 11,147 0 0 0 86 15 3,690 0 0 : : : : Changes from: April 27, 2021 : : -635 -1,810 -870 0 0 0 0 0 -530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 99.5 53.4 0.0 0.0 0.0 0.4 0.1 17.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . 0 0 0 . . 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 11,221 : : Positions : : 5,701 4,980 2,810 4,100 1,586 0 5 75 495 200 100 : : : : Changes from: April 27, 2021 : : 326 435 800 610 44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 44.4 25.0 36.5 14.1 0.0 0.0 0.7 4.4 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 6 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 7,681 : : Positions : : 4,977 4,080 480 1,745 1,196 0 5 75 315 200 205 : : : : Changes from: April 27, 2021 : : -23 435 -60 -600 203 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 53.1 6.2 22.7 15.6 0.0 0.1 1.0 4.1 2.6 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 May 4, 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 48,104 : : Positions : : 17,588 42,004 24,405 3,035 1,505 805 0 0 2,245 0 1,400 : : : : Changes from: April 27, 2021 : : 135 135 1,085 975 25 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 87.3 50.7 6.3 3.1 1.7 0.0 0.0 4.7 0.0 2.9 : : : : 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 May 4, 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 50,469 : : Positions : : 19,163 44,689 24,840 3,035 1,235 830 0 0 2,160 0 1,365 : : : : Changes from: April 27, 2021 : : 90 350 600 975 25 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 88.5 49.2 6.0 2.4 1.6 0.0 0.0 4.3 0.0 2.7 : : : : 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 May 4, 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 122,218 : : Positions : : 88,363 102,926 18,300 3,956 9,416 50 1,515 480 2,736 898 1,690 : : : : Changes from: April 27, 2021 : : -101 -1,213 -779 140 272 0 0 45 145 -45 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 84.2 15.0 3.2 7.7 0.0 1.2 0.4 2.2 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 27 5 . 6 . 4 4 8 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 133,471 : : Positions : : 95,215 111,295 15,599 353 13,503 154 2,455 823 5,008 1,730 2,004 : : : : Changes from: April 27, 2021 : : 1,787 819 -954 -478 338 -40 6 84 -31 203 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 83.4 11.7 0.3 10.1 0.1 1.8 0.6 3.8 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 31 6 . 6 . 5 4 8 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 538,469 : : Positions : : 353,401 368,919 8,325 10,514 93,260 17,608 9,051 21,006 19,153 9,455 24,600 : : : : Changes from: April 27, 2021 : : 8,566 5,703 -1,953 -61 2,073 1,327 -81 -1,400 -933 729 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 68.5 1.5 2.0 17.3 3.3 1.7 3.9 3.6 1.8 4.6 : : : : Number of Traders in Each Category Total Traders: 97 : : 42 41 . 5 6 12 7 11 15 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 15,377 : : Positions : : 7,857 11,710 1,900 782 1,820 985 645 0 1,905 0 0 : : : : Changes from: April 27, 2021 : : 240 -525 -120 530 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 76.2 12.4 5.1 11.8 6.4 4.2 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 12,823 : : Positions : : 6,258 8,980 1,710 943 1,855 385 645 0 1,555 0 0 : : : : Changes from: April 27, 2021 : : 315 -435 0 530 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 70.0 13.3 7.4 14.5 3.0 5.0 0.0 12.1 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 May 4, 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 25,054 : : Positions : : 21,264 21,032 780 408 1,912 0 0 0 565 1,235 435 : : : : Changes from: April 27, 2021 : : 802 700 -100 100 100 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 83.9 3.1 1.6 7.6 0.0 0.0 0.0 2.3 4.9 1.7 : : : : 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 May 4, 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 14,511 : : Positions : : 9,946 13,606 1,150 480 400 1,600 0 0 975 0 0 : : : : Changes from: April 27, 2021 : : 485 575 -200 355 150 400 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 93.8 7.9 3.3 2.8 11.0 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . . 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 92,083 : : Positions : : 66,486 60,123 13,697 16,281 870 0 6,110 240 3,205 0 0 : : : : Changes from: April 27, 2021 : : 725 1,355 180 -300 180 0 -829 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 65.3 14.9 17.7 0.9 0.0 6.6 0.3 3.5 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 May 4, 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 72,065 : : Positions : : 51,217 41,367 9,514 16,825 280 25 5,399 60 2,865 0 0 : : : : Changes from: April 27, 2021 : : 155 755 180 -300 180 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 57.4 13.2 23.3 0.4 0.0 7.5 0.1 4.0 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 May 4, 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 27,526 : : Positions : : 12,030 17,416 6,155 0 4,485 480 750 350 100 0 0 : : : : Changes from: April 27, 2021 : : 60 25 45 0 375 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 63.3 22.4 0.0 16.3 1.7 2.7 1.3 0.4 0.0 0.0 : : : : 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 May 4, 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 45,046 : : Positions : : 30,567 17,876 4,336 16,161 0 3,805 4,569 1,965 192 759 480 : : : : Changes from: April 27, 2021 : : -307 -212 60 300 -60 -25 -300 0 60 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 39.7 9.6 35.9 0.0 8.4 10.1 4.4 0.4 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 33,640 : : Positions : : 22,872 12,599 6,595 8,610 0 375 7,605 720 0 1,092 336 : : : : Changes from: April 27, 2021 : : -305 -155 210 0 0 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 37.5 19.6 25.6 0.0 1.1 22.6 2.1 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 20,155 : : Positions : : 10,345 8,390 7,270 0 200 25 9,345 400 15 0 60 : : : : Changes from: April 27, 2021 : : 125 240 150 0 -60 0 -25 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 41.6 36.1 0.0 1.0 0.1 46.4 2.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 93,510 : : Positions : : 42,120 35,063 14,630 39,610 2,505 18,670 1,000 0 585 0 825 : : : : Changes from: April 27, 2021 : : 600 790 570 715 0 895 40 0 -520 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 37.5 15.6 42.4 2.7 20.0 1.1 0.0 0.6 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 May 4, 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 89,822 : : Positions : : 40,566 35,798 13,267 35,240 2,705 18,995 860 0 103 805 561 : : : : Changes from: April 27, 2021 : : 515 920 452 540 0 895 0 0 -402 0 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 39.9 14.8 39.2 3.0 21.1 1.0 0.0 0.1 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 May 4, 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 29,594 : : Positions : : 21,767 6,858 205 849 1,965 0 10,345 400 1,070 5,080 260 : : : : Changes from: April 27, 2021 : : 1,263 163 50 575 -300 0 685 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 23.2 0.7 2.9 6.6 0.0 35.0 1.4 3.6 17.2 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 29,319 : : Positions : : 21,667 6,898 205 984 1,940 0 10,295 400 1,070 4,855 310 : : : : Changes from: April 27, 2021 : : 1,263 163 50 575 -300 0 685 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 23.5 0.7 3.4 6.6 0.0 35.1 1.4 3.6 16.6 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 58,902 : : Positions : : 20,317 48,130 17,638 8,525 95 12,710 0 0 5,935 0 0 : : : : Changes from: April 27, 2021 : : 515 830 515 0 -35 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 81.7 29.9 14.5 0.2 21.6 0.0 0.0 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 59,175 : : Positions : : 20,230 50,390 19,205 6,820 95 12,360 0 0 5,310 0 0 : : : : Changes from: April 27, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 85.2 32.5 11.5 0.2 20.9 0.0 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 55,650 : : Positions : : 18,215 50,155 13,895 1,505 1,585 3,490 300 195 15,465 0 85 : : : : Changes from: April 27, 2021 : : 0 3,000 2,400 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 90.1 25.0 2.7 2.8 6.3 0.5 0.4 27.8 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 May 4, 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 49,285 : : Positions : : 16,360 43,585 13,530 1,825 1,110 3,390 300 220 11,640 0 435 : : : : Changes from: April 27, 2021 : : 0 3,000 2,400 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 88.4 27.5 3.7 2.3 6.9 0.6 0.4 23.6 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 May 4, 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 87,250 : : Positions : : 28,250 76,335 15,695 0 1,855 18,000 145 3,550 14,495 425 1,225 : : : : Changes from: April 27, 2021 : : 450 7,830 480 0 -30 6,000 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 87.5 18.0 0.0 2.1 20.6 0.2 4.1 16.6 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 84,960 : : Positions : : 26,995 74,225 16,710 0 1,930 17,650 445 3,550 13,490 425 1,225 : : : : Changes from: April 27, 2021 : : 450 7,830 480 0 -30 6,000 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 87.4 19.7 0.0 2.3 20.8 0.5 4.2 15.9 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 63,436 : : Positions : : 37,456 26,362 0 19,588 300 14,100 760 2,260 1,410 6,510 1,300 : : : : Changes from: April 27, 2021 : : 1,300 -1,800 0 2,415 0 0 100 -100 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 41.6 0.0 30.9 0.5 22.2 1.2 3.6 2.2 10.3 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 54,614 : : Positions : : 33,278 25,705 0 13,430 325 10,075 760 2,260 1,050 4,845 1,355 : : : : Changes from: April 27, 2021 : : 1,300 -1,800 0 2,415 0 0 100 -100 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 47.1 0.0 24.6 0.6 18.4 1.4 4.1 1.9 8.9 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 May 4, 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 232,754 : : Positions : : 139,280 89,332 30,061 1,045 7,287 0 50,845 45 450 28,458 321 : : : : Changes from: April 27, 2021 : : 6,886 1,541 955 0 50 0 5,195 25 -50 1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 38.4 12.9 0.4 3.1 0.0 21.8 0.0 0.2 12.2 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 May 4, 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 210,515 : : Positions : : 133,515 82,333 18,203 0 7,357 0 44,675 25 425 25,062 1,218 : : : : Changes from: April 27, 2021 : : 4,750 -710 870 0 87 0 5,275 0 0 1,050 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 39.1 8.6 0.0 3.5 0.0 21.2 0.0 0.2 11.9 0.6 : : : : 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 May 4, 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 53,051 : : Positions : : 19,110 28,885 20,866 12,376 3,165 2,665 0 2,180 0 1,350 0 : : : : Changes from: April 27, 2021 : : 420 1,135 360 -355 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 54.4 39.3 23.3 6.0 5.0 0.0 4.1 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 45,475 : : Positions : : 17,290 26,475 16,431 9,266 2,299 2,990 0 1,955 0 975 0 : : : : Changes from: April 27, 2021 : : 420 955 360 -175 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 58.2 36.1 20.4 5.1 6.6 0.0 4.3 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 43,262 : : Positions : : 18,175 28,802 9,102 430 5,295 4,300 3,965 0 1,335 0 0 : : : : Changes from: April 27, 2021 : : 450 2,235 1,585 0 40 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 66.6 21.0 1.0 12.2 9.9 9.2 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 49,690 : : Positions : : 15,030 32,695 1,515 710 7,070 19,595 4,105 25 1,335 0 0 : : : : Changes from: April 27, 2021 : : 60 375 315 0 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 65.8 3.0 1.4 14.2 39.4 8.3 0.1 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 219,297 : : Positions : : 120,393 129,423 2,795 15,031 25,441 22,446 320 1,820 60 2,484 1,258 : : : : Changes from: April 27, 2021 : : 4,487 2,916 0 1,349 1,301 -1,364 100 0 -35 277 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 59.0 1.3 6.9 11.6 10.2 0.1 0.8 0.0 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 23 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 175,710 : : Positions : : 102,820 102,331 295 11,663 16,245 12,285 0 9,720 200 1,471 935 : : : : Changes from: April 27, 2021 : : -1,625 -3,135 25 1,540 -115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 58.2 0.2 6.6 9.2 7.0 0.0 5.5 0.1 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . 4 . 0 . . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated May 06, 2021