Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 16,959 : : Positions : : 12,629 8,959 340 1,034 1,569 273 0 49 0 3,069 1,269 : : : : Changes from: May 4, 2021 : : -129 8 -44 -44 136 78 0 0 0 -47 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 52.8 2.0 6.1 9.3 1.6 0.0 0.3 0.0 18.1 7.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 32,473 : : Positions : : 18,687 29,022 3,896 0 2,131 174 0 701 6,249 37 440 : : : : Changes from: May 4, 2021 : : 123 1,136 725 0 -445 49 -23 -24 228 12 -193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 89.4 12.0 0.0 6.6 0.5 0.0 2.2 19.2 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 25 . 0 . . 0 . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 31,219 : : Positions : : 23,997 26,773 398 1,624 2,039 0 303 250 4,325 0 200 : : : : Changes from: May 4, 2021 : : 340 575 398 -22 147 0 0 50 -185 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 85.8 1.3 5.2 6.5 0.0 1.0 0.8 13.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 24 . . . 0 . . 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 130,125 : : Positions : : 92,100 91,805 2,260 17,345 13,813 15,441 515 261 4,767 4,986 1,224 : : : : Changes from: May 4, 2021 : : -916 1,882 755 -1,815 122 155 -345 -129 -566 -140 -1,266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 70.6 1.7 13.3 10.6 11.9 0.4 0.2 3.7 3.8 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 31 . 4 5 8 . 5 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 59,318 : : Positions : : 47,369 43,295 1,485 10,801 2,084 5,634 0 0 1,916 2,313 776 : : : : Changes from: May 4, 2021 : : -769 -427 0 661 -310 -205 0 0 -53 -1,283 -367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 73.0 2.5 18.2 3.5 9.5 0.0 0.0 3.2 3.9 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 18 . . . 7 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 36,725 : : Positions : : 32,013 28,080 1,896 4,856 1,130 0 531 50 1,365 1,807 271 : : : : Changes from: May 4, 2021 : : 158 300 366 18 527 0 6 0 -473 -273 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 76.5 5.2 13.2 3.1 0.0 1.4 0.1 3.7 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 49,464 : : Positions : : 29,433 20,159 4,008 19,471 2,950 11,740 100 0 100 5,676 644 : : : : Changes from: May 4, 2021 : : -925 -266 855 306 -298 -50 0 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 40.8 8.1 39.4 6.0 23.7 0.2 0.0 0.2 11.5 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 59,869 : : Positions : : 37,475 24,872 2,557 24,982 3,490 13,796 196 85 336 4,746 1,031 : : : : Changes from: May 4, 2021 : : -85 -410 1,243 -1,305 392 -2,551 0 0 -99 170 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 41.5 4.3 41.7 5.8 23.0 0.3 0.1 0.6 7.9 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 19 . 4 5 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 67,541 : : Positions : : 44,688 33,029 18,787 27,066 908 100 0 0 1,025 5,280 1,125 : : : : Changes from: May 4, 2021 : : -1,020 -85 211 -880 -48 0 0 0 -203 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 48.9 27.8 40.1 1.3 0.1 0.0 0.0 1.5 7.8 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 89,893 : : Positions : : 59,740 34,979 25,917 46,738 805 196 0 10 958 5,451 1,875 : : : : Changes from: May 4, 2021 : : -983 279 115 -1,364 38 -10 0 -15 -113 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 38.9 28.8 52.0 0.9 0.2 0.0 0.0 1.1 6.1 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 17 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 29,561 : : Positions : : 19,548 27,207 8,383 0 1,518 0 0 0 100 286 0 : : : : Changes from: May 4, 2021 : : -1,423 -1,695 -499 0 0 0 0 0 100 -92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 92.0 28.4 0.0 5.1 0.0 0.0 0.0 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 29,786 : : Positions : : 26,480 12,905 0 14,341 2,040 0 400 0 1,010 100 0 : : : : Changes from: May 4, 2021 : : 795 -535 0 1,185 -50 0 -50 0 -75 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 43.3 0.0 48.1 6.8 0.0 1.3 0.0 3.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 28,755 : : Positions : : 22,342 25,683 2,410 820 1,820 150 0 0 1,650 132 300 : : : : Changes from: May 4, 2021 : : -300 -801 -325 115 -115 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 89.3 8.4 2.9 6.3 0.5 0.0 0.0 5.7 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 118,154 : : Positions : : 93,274 81,353 200 15,960 7,710 7,462 520 1,101 3,555 7,080 4,240 : : : : Changes from: May 4, 2021 : : -1,764 -1,873 0 178 19 311 0 -196 -1,292 -1,009 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 68.9 0.2 13.5 6.5 6.3 0.4 0.9 3.0 6.0 3.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 37 33 . 4 . 8 . . 10 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 20,668 : : Positions : : 12,948 18,648 5,788 1,500 520 300 0 0 300 0 0 : : : : Changes from: May 4, 2021 : : -885 -747 123 -25 -123 -200 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 90.2 28.0 7.3 2.5 1.5 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 18,940 : : Positions : : 11,645 17,070 5,513 1,500 370 300 0 0 300 0 0 : : : : Changes from: May 4, 2021 : : -560 -522 73 -25 -73 -200 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 90.1 29.1 7.9 2.0 1.6 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 32,604 : : Positions : : 24,410 24,764 4,627 0 3,477 50 4,063 0 0 300 0 : : : : Changes from: May 4, 2021 : : -558 -1,116 -278 0 0 0 75 0 -200 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 76.0 14.2 0.0 10.7 0.2 12.5 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 30,263 : : Positions : : 21,881 22,723 4,865 0 3,477 0 3,763 0 0 300 0 : : : : Changes from: May 4, 2021 : : -633 -941 -328 0 0 0 75 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 75.1 16.1 0.0 11.5 0.0 12.4 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 64,429 : : Positions : : 54,303 46,111 0 9,489 4,482 3,763 325 25 450 2,565 720 : : : : Changes from: May 4, 2021 : : -3,040 -1,460 0 -1,270 0 75 -150 0 150 65 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 71.6 0.0 14.7 7.0 5.8 0.5 0.0 0.7 4.0 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 0 4 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 33,747 : : Positions : : 23,812 31,625 8,354 50 1,444 0 0 0 100 196 0 : : : : Changes from: May 4, 2021 : : -2,542 -2,135 170 0 -50 0 0 0 100 -117 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 93.7 24.8 0.1 4.3 0.0 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 44,736 : : Positions : : 37,872 26,270 0 13,453 4,263 2,255 425 0 0 275 50 : : : : Changes from: May 4, 2021 : : -1,494 -1,673 0 0 916 -129 -75 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 58.7 0.0 30.1 9.5 5.0 1.0 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 0 . . 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 47,812 : : Positions : : 35,578 44,103 7,039 894 2,190 0 100 0 2,202 0 95 : : : : Changes from: May 4, 2021 : : -1,978 -3,167 -421 194 -194 0 -60 0 -299 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 92.2 14.7 1.9 4.6 0.0 0.2 0.0 4.6 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 11, 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 53,530 : : Positions : : 40,580 45,726 7,757 5,619 1,580 0 161 0 3,014 0 119 : : : : Changes from: May 4, 2021 : : -2,810 -3,109 -231 0 -104 0 -321 0 41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 85.4 14.5 10.5 3.0 0.0 0.3 0.0 5.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 14 . . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 88,903 : : Positions : : 73,273 79,622 12,258 5,259 863 41 185 20 643 1,584 1,209 : : : : Changes from: May 4, 2021 : : -2,458 -2,047 -284 5 64 -14 -40 -61 -57 -701 -495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 89.6 13.8 5.9 1.0 0.0 0.2 0.0 0.7 1.8 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 114,191 : : Positions : : 93,955 98,026 13,559 5,198 1,630 607 2,188 226 1,812 4,722 1,976 : : : : Changes from: May 4, 2021 : : 1,194 -1,402 -630 -248 -13 -50 1,320 26 -618 259 -1,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 85.8 11.9 4.6 1.4 0.5 1.9 0.2 1.6 4.1 1.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 28 4 . . . 6 5 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 64,927 : : Positions : : 49,916 56,775 11,741 346 1,757 0 3,674 0 1,331 2,178 167 : : : : Changes from: May 4, 2021 : : -1,333 -1,040 1 -80 -37 0 -665 0 -716 -288 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 87.4 18.1 0.5 2.7 0.0 5.7 0.0 2.0 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 10 . . . 0 . 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 51,454 : : Positions : : 36,439 47,515 13,281 0 354 0 275 150 125 2,055 1,105 : : : : Changes from: May 4, 2021 : : 715 160 -110 0 -75 0 -225 75 -75 595 -495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 92.3 25.8 0.0 0.7 0.0 0.5 0.3 0.2 4.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 48,975 : : Positions : : 28,796 40,112 11,082 194 7,395 100 0 0 776 1,076 148 : : : : Changes from: May 4, 2021 : : -945 -77 576 -135 0 -60 0 0 -3 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 81.9 22.6 0.4 15.1 0.2 0.0 0.0 1.6 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 54,257 : : Positions : : 38,180 43,989 9,883 3,935 2,664 2,016 2,400 0 864 709 204 : : : : Changes from: May 4, 2021 : : -1,526 -1,680 552 409 -541 -230 -75 -41 -26 135 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 81.1 18.2 7.3 4.9 3.7 4.4 0.0 1.6 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 20,111 : : Positions : : 9,421 17,010 9,663 5 440 0 1,720 0 51 838 0 : : : : Changes from: May 4, 2021 : : -139 -907 -693 5 -5 0 -155 0 51 40 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 84.6 48.0 0.0 2.2 0.0 8.6 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 18,112 : : Positions : : 8,039 16,162 8,335 110 642 0 400 0 50 740 0 : : : : Changes from: May 4, 2021 : : -130 -963 -569 50 -50 0 -50 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 89.2 46.0 0.6 3.5 0.0 2.2 0.0 0.3 4.1 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 11, 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 23,942 : : Positions : : 19,420 16,669 1,910 6,770 58 496 0 0 1,345 0 102 : : : : Changes from: May 4, 2021 : : -579 -655 -160 -189 -20 0 0 0 -6 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 69.6 8.0 28.3 0.2 2.1 0.0 0.0 5.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 16,139 : : Positions : : 13,021 13,775 1,769 1,736 6 0 0 0 729 100 40 : : : : Changes from: May 4, 2021 : : -625 -841 -61 74 -74 0 0 0 -52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 85.4 11.0 10.8 0.0 0.0 0.0 0.0 4.5 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 42,025 : : Positions : : 28,924 20,006 6,879 14,667 1,052 1,800 4,900 50 2,220 599 710 : : : : Changes from: May 4, 2021 : : -1,436 -1,175 -513 -1,260 280 -290 54 -90 -242 -46 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 47.6 16.4 34.9 2.5 4.3 11.7 0.1 5.3 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 20 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 25,049 : : Positions : : 19,668 8,412 1,819 12,133 883 600 2,790 0 1,043 0 675 : : : : Changes from: May 4, 2021 : : -1,655 -953 -387 -1,169 180 -100 -75 0 -244 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 33.6 7.3 48.4 3.5 2.4 11.1 0.0 4.2 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 17,656 : : Positions : : 5,350 17,017 9,008 0 207 133 0 323 2,495 0 60 : : : : Changes from: May 4, 2021 : : -35 20 -55 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 96.4 51.0 0.0 1.2 0.8 0.0 1.8 14.1 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 11, 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 20,949 : : Positions : : 5,861 20,848 11,147 0 0 0 86 15 3,615 0 0 : : : : Changes from: May 4, 2021 : : 150 75 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 99.5 53.2 0.0 0.0 0.0 0.4 0.1 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . 0 0 0 . . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 12,377 : : Positions : : 5,643 6,321 4,208 4,100 1,756 0 0 0 440 0 100 : : : : Changes from: May 4, 2021 : : -58 1,341 1,398 0 170 0 -5 -75 -55 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 51.1 34.0 33.1 14.2 0.0 0.0 0.0 3.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 8,701 : : Positions : : 4,710 5,538 1,423 1,260 1,598 0 0 0 260 0 205 : : : : Changes from: May 4, 2021 : : -267 1,458 943 -485 402 0 -5 -75 -55 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 63.6 16.4 14.5 18.4 0.0 0.0 0.0 3.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 46,866 : : Positions : : 17,006 41,146 23,830 3,070 1,505 780 0 0 2,430 0 1,145 : : : : Changes from: May 4, 2021 : : -582 -858 -575 35 0 -25 0 0 185 0 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 87.8 50.8 6.6 3.2 1.7 0.0 0.0 5.2 0.0 2.4 : : : : 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 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,271 : : Positions : : 18,556 43,856 25,085 3,070 1,235 780 0 0 2,345 0 1,110 : : : : Changes from: May 4, 2021 : : -607 -833 245 35 0 -50 0 0 185 0 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 89.0 50.9 6.2 2.5 1.6 0.0 0.0 4.8 0.0 2.3 : : : : 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 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 117,769 : : Positions : : 86,465 100,724 17,423 2,558 10,161 0 1,185 495 1,407 1,030 1,475 : : : : Changes from: May 4, 2021 : : -1,898 -2,202 -877 -1,398 745 -50 -330 15 -1,329 132 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 85.5 14.8 2.2 8.6 0.0 1.0 0.4 1.2 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 26 4 . 6 0 4 . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 127,887 : : Positions : : 93,506 108,599 16,173 480 12,672 0 2,119 634 3,011 1,551 1,768 : : : : Changes from: May 4, 2021 : : -1,709 -2,696 574 127 -831 -154 -336 -189 -1,997 -179 -236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 84.9 12.6 0.4 9.9 0.0 1.7 0.5 2.4 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 29 5 . 6 0 5 . 6 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 550,416 : : Positions : : 358,152 384,169 9,375 10,083 94,793 20,928 7,461 21,572 19,257 6,136 25,586 : : : : Changes from: May 4, 2021 : : 4,751 15,250 1,050 -431 1,533 3,320 -1,590 566 105 -3,319 985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 69.8 1.7 1.8 17.2 3.8 1.4 3.9 3.5 1.1 4.6 : : : : Number of Traders in Each Category Total Traders: 97 : : 42 41 . 5 7 15 5 9 17 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 16,272 : : Positions : : 9,242 11,360 1,450 2,187 1,940 985 625 0 1,770 0 0 : : : : Changes from: May 4, 2021 : : 1,385 -350 -450 1,405 120 0 -20 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 69.8 8.9 13.4 11.9 6.1 3.8 0.0 10.9 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 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,695 : : Positions : : 7,655 8,675 1,325 2,315 1,940 335 625 0 1,420 0 0 : : : : Changes from: May 4, 2021 : : 1,397 -305 -385 1,372 85 -50 -20 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 63.3 9.7 16.9 14.2 2.4 4.6 0.0 10.4 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 11, 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 23,859 : : Positions : : 21,189 20,707 200 808 1,542 0 0 0 465 405 365 : : : : Changes from: May 4, 2021 : : -75 -325 -580 400 -370 0 0 0 -100 -830 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 86.8 0.8 3.4 6.5 0.0 0.0 0.0 1.9 1.7 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 14,066 : : Positions : : 10,311 13,161 350 480 425 1,600 0 0 950 0 0 : : : : Changes from: May 4, 2021 : : 365 -445 -800 0 25 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 93.6 2.5 3.4 3.0 11.4 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 88,292 : : Positions : : 64,774 58,393 12,298 15,553 845 0 5,943 240 2,860 0 0 : : : : Changes from: May 4, 2021 : : -1,712 -1,730 -1,399 -728 -25 0 -167 0 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 66.1 13.9 17.6 1.0 0.0 6.7 0.3 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 69,646 : : Positions : : 50,559 40,960 8,441 16,020 280 25 4,678 60 2,545 0 0 : : : : Changes from: May 4, 2021 : : -658 -407 -1,073 -805 0 0 -721 0 -320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 58.8 12.1 23.0 0.4 0.0 6.7 0.1 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 27,076 : : Positions : : 11,355 17,736 7,000 0 4,105 605 700 175 50 0 0 : : : : Changes from: May 4, 2021 : : -675 320 845 0 -380 125 -50 -175 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 65.5 25.9 0.0 15.2 2.2 2.6 0.6 0.2 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 11, 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 43,602 : : Positions : : 29,324 17,336 4,844 15,716 0 3,965 4,574 1,780 197 704 480 : : : : Changes from: May 4, 2021 : : -1,243 -540 508 -445 0 160 5 -185 5 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 39.8 11.1 36.0 0.0 9.1 10.5 4.1 0.5 1.6 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 32,113 : : Positions : : 21,856 11,969 6,283 8,560 0 350 7,215 720 0 927 336 : : : : Changes from: May 4, 2021 : : -1,016 -630 -312 -50 0 -25 -390 0 0 -165 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 37.3 19.6 26.7 0.0 1.1 22.5 2.2 0.0 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 20,320 : : Positions : : 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60 : : : : Changes from: May 4, 2021 : : 275 -610 -100 0 0 0 860 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 38.3 35.3 0.0 1.0 0.1 50.2 2.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 92,083 : : Positions : : 40,903 34,861 16,075 39,365 2,505 17,640 845 0 730 0 680 : : : : Changes from: May 4, 2021 : : -1,217 -202 1,445 -245 0 -1,030 -155 0 145 0 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 37.9 17.5 42.7 2.7 19.2 0.9 0.0 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 88,255 : : Positions : : 39,269 35,406 14,762 35,270 2,635 17,890 755 0 138 460 561 : : : : Changes from: May 4, 2021 : : -1,297 -392 1,495 30 -70 -1,105 -105 0 35 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 40.1 16.7 40.0 3.0 20.3 0.9 0.0 0.2 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 29,758 : : Positions : : 22,355 6,792 280 813 2,040 0 11,170 200 1,045 4,980 230 : : : : Changes from: May 4, 2021 : : 588 -66 75 -36 75 0 825 -200 -25 -100 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 22.8 0.9 2.7 6.9 0.0 37.5 0.7 3.5 16.7 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 29,483 : : Positions : : 22,255 6,832 280 923 2,015 0 11,120 200 1,045 4,780 255 : : : : Changes from: May 4, 2021 : : 588 -66 75 -61 75 0 825 -200 -25 -75 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 23.2 0.9 3.1 6.8 0.0 37.7 0.7 3.5 16.2 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 55,542 : : Positions : : 19,832 44,515 16,388 8,145 95 10,935 0 0 5,455 0 0 : : : : Changes from: May 4, 2021 : : -485 -3,615 -1,250 -380 0 -1,775 0 0 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 80.1 29.5 14.7 0.2 19.7 0.0 0.0 9.8 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 11, 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 55,245 : : Positions : : 19,600 46,315 17,500 6,360 95 10,585 0 0 4,880 0 0 : : : : Changes from: May 4, 2021 : : -630 -4,075 -1,705 -460 0 -1,775 0 0 -430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 83.8 31.7 11.5 0.2 19.2 0.0 0.0 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 52,865 : : Positions : : 17,040 47,770 13,725 1,310 1,480 3,210 300 195 14,565 0 85 : : : : Changes from: May 4, 2021 : : -1,175 -2,385 -170 -195 -105 -280 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 90.4 26.0 2.5 2.8 6.1 0.6 0.4 27.6 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 11, 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 46,905 : : Positions : : 15,080 41,600 13,355 1,550 1,085 3,110 300 220 11,165 0 435 : : : : Changes from: May 4, 2021 : : -1,280 -1,985 -175 -275 -25 -280 0 0 -475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 88.7 28.5 3.3 2.3 6.6 0.6 0.5 23.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 85,590 : : Positions : : 26,775 76,910 16,485 0 1,825 19,935 210 2,100 13,780 300 1,225 : : : : Changes from: May 4, 2021 : : -1,475 575 790 0 -30 1,935 65 -1,450 -715 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 89.9 19.3 0.0 2.1 23.3 0.2 2.5 16.1 0.4 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 11, 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 83,925 : : Positions : : 25,600 74,955 17,500 0 1,850 19,585 510 2,100 12,845 300 1,225 : : : : Changes from: May 4, 2021 : : -1,395 730 790 0 -80 1,935 65 -1,450 -645 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 89.3 20.9 0.0 2.2 23.3 0.6 2.5 15.3 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 61,523 : : Positions : : 36,209 25,469 195 19,224 355 13,715 1,070 1,880 1,390 6,060 1,300 : : : : Changes from: May 4, 2021 : : -1,247 -893 195 -364 55 -385 310 -380 -20 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 41.4 0.3 31.2 0.6 22.3 1.7 3.1 2.3 9.8 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 53,096 : : Positions : : 32,177 25,052 195 13,007 355 9,840 1,070 1,880 1,030 4,490 1,355 : : : : Changes from: May 4, 2021 : : -1,101 -653 195 -423 30 -235 310 -380 -20 -355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 47.2 0.4 24.5 0.7 18.5 2.0 3.5 1.9 8.5 2.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 228,754 : : Positions : : 135,913 89,998 30,000 1,030 6,568 0 47,935 45 725 27,598 406 : : : : Changes from: May 4, 2021 : : -3,367 666 -61 -15 -719 0 -2,910 0 275 -860 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 39.3 13.1 0.5 2.9 0.0 21.0 0.0 0.3 12.1 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 207,379 : : Positions : : 131,028 81,548 17,426 0 7,059 0 42,715 75 300 24,447 1,598 : : : : Changes from: May 4, 2021 : : -2,487 -785 -777 0 -298 0 -1,960 50 -125 -615 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 39.3 8.4 0.0 3.4 0.0 20.6 0.0 0.1 11.8 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 . 0 . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 49,627 : : Positions : : 18,385 28,470 17,391 9,291 3,665 3,290 0 1,791 0 1,275 0 : : : : Changes from: May 4, 2021 : : -725 -415 -3,475 -3,085 500 625 0 -389 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 57.4 35.0 18.7 7.4 6.6 0.0 3.6 0.0 2.6 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 11, 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 42,400 : : Positions : : 16,550 26,155 14,541 6,961 2,069 3,040 0 1,830 0 975 0 : : : : Changes from: May 4, 2021 : : -740 -320 -1,890 -2,305 -230 50 0 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 61.7 34.3 16.4 4.9 7.2 0.0 4.3 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 46,932 : : Positions : : 20,805 27,102 4,767 200 11,295 4,125 3,925 0 1,220 0 0 : : : : Changes from: May 4, 2021 : : 2,630 -1,700 -4,335 -230 6,000 -175 -40 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 57.7 10.2 0.4 24.1 8.8 8.4 0.0 2.6 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 11, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 48,560 : : Positions : : 14,645 31,545 1,165 550 7,420 19,145 4,105 0 1,220 0 0 : : : : Changes from: May 4, 2021 : : -385 -1,150 -350 -160 350 -450 0 -25 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 65.0 2.4 1.1 15.3 39.4 8.5 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 219,229 : : Positions : : 118,572 131,541 2,285 9,427 30,785 22,965 295 1,920 0 2,559 1,108 : : : : Changes from: May 4, 2021 : : -1,821 2,117 -510 -5,604 5,343 519 -25 100 -60 75 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 60.0 1.0 4.3 14.0 10.5 0.1 0.9 0.0 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 24 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 11, 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 172,660 : : Positions : : 101,305 98,481 0 12,788 15,480 11,560 0 9,720 0 1,346 980 : : : : Changes from: May 4, 2021 : : -1,515 -3,850 -295 1,125 -765 -725 0 0 -200 -125 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 57.0 0.0 7.4 9.0 6.7 0.0 5.6 0.0 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 21 0 4 4 . 0 . 0 4 . : ----------------------------------------------------------------------------------------------------------------
Updated May 14, 2021