Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 16,848 : : Positions : : 12,770 9,755 721 939 1,035 396 0 1 0 2,909 1,434 : : : : Changes from: June 1, 2021 : : -933 -223 328 -58 -320 6 0 0 0 -374 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 57.9 4.3 5.6 6.1 2.4 0.0 0.0 0.0 17.3 8.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 32,444 : : Positions : : 17,166 28,672 5,250 0 2,307 50 139 330 6,263 0 956 : : : : Changes from: June 1, 2021 : : 29 228 -12 0 132 -73 139 -108 398 -43 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 88.4 16.2 0.0 7.1 0.2 0.4 1.0 19.3 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . 0 . . . . 8 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 29,300 : : Positions : : 21,834 25,134 939 1,241 2,172 497 0 153 3,060 145 455 : : : : Changes from: June 1, 2021 : : 300 50 250 -50 -455 375 0 0 -780 145 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 85.8 3.2 4.2 7.4 1.7 0.0 0.5 10.4 0.5 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 134,352 : : Positions : : 91,766 94,855 2,947 16,054 18,625 14,825 75 220 4,588 3,010 1,160 : : : : Changes from: June 1, 2021 : : -599 668 670 -111 1,591 -826 0 -95 617 -779 -888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 70.6 2.2 11.9 13.9 11.0 0.1 0.2 3.4 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 29 . 4 7 8 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 58,376 : : Positions : : 46,555 41,997 1,485 12,015 2,295 4,275 0 3 2,899 1,170 754 : : : : Changes from: June 1, 2021 : : -1,789 -1,874 0 562 -357 -792 0 -16 319 -925 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.9 2.5 20.6 3.9 7.3 0.0 0.0 5.0 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 16 . 4 . . 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 37,833 : : Positions : : 32,957 28,134 2,027 7,153 833 0 55 0 1,315 922 696 : : : : Changes from: June 1, 2021 : : -1,087 -234 -269 188 -113 0 -250 -50 -50 -1,105 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 74.4 5.4 18.9 2.2 0.0 0.1 0.0 3.5 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 47,567 : : Positions : : 24,986 17,244 5,282 19,720 4,061 11,690 0 0 0 5,378 672 : : : : Changes from: June 1, 2021 : : -1,563 -2,503 -362 714 341 -50 -100 0 -100 41 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 36.3 11.1 41.5 8.5 24.6 0.0 0.0 0.0 11.3 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 5 4 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 57,231 : : Positions : : 34,879 21,986 3,566 23,663 5,091 10,171 0 630 517 4,305 1,229 : : : : Changes from: June 1, 2021 : : -131 -1,978 -108 -621 61 -2,958 -206 600 156 -37 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 38.4 6.2 41.3 8.9 17.8 0.0 1.1 0.9 7.5 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 16 . 5 7 8 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 67,331 : : Positions : : 39,928 27,196 23,606 32,349 1,127 0 0 0 884 5,280 1,359 : : : : Changes from: June 1, 2021 : : -5,762 -1,076 3,939 -1,127 209 -100 0 0 -260 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 40.4 35.1 48.0 1.7 0.0 0.0 0.0 1.3 7.8 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 15 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 90,211 : : Positions : : 56,105 29,998 30,339 51,862 975 0 50 0 843 5,769 1,532 : : : : Changes from: June 1, 2021 : : -5,959 -1,153 3,597 -1,535 165 -206 -15 0 -144 10 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 33.3 33.6 57.5 1.1 0.0 0.1 0.0 0.9 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 27,797 : : Positions : : 17,160 25,627 8,934 0 1,558 0 0 0 100 69 33 : : : : Changes from: June 1, 2021 : : -1,388 -1,005 -134 0 -20 0 0 0 0 -167 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 92.2 32.1 0.0 5.6 0.0 0.0 0.0 0.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 29,488 : : Positions : : 24,817 12,150 565 13,638 3,220 0 350 0 650 100 0 : : : : Changes from: June 1, 2021 : : -690 -735 565 590 155 0 -50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 41.2 1.9 46.2 10.9 0.0 1.2 0.0 2.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 28,600 : : Positions : : 21,027 23,937 3,360 1,423 3,240 0 0 0 900 0 0 : : : : Changes from: June 1, 2021 : : -1,415 -3,438 -450 663 775 -150 0 0 -750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 83.7 11.7 5.0 11.3 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 125,466 : : Positions : : 77,948 65,385 9,075 25,078 20,141 10,610 674 709 2,379 9,394 3,972 : : : : Changes from: June 1, 2021 : : -21,371 -10,482 8,875 132 9,139 1,129 34 -395 -280 -1,235 -371 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 52.1 7.2 20.0 16.1 8.5 0.5 0.6 1.9 7.5 3.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 37 35 . 5 5 7 . 4 8 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 28,075 : : Positions : : 15,220 19,113 10,246 6,855 1,507 0 600 0 300 0 0 : : : : Changes from: June 1, 2021 : : -243 -6,130 678 5,655 27 -300 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 68.1 36.5 24.4 5.4 0.0 2.1 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 26,737 : : Positions : : 14,642 18,105 9,971 7,010 1,022 0 600 0 300 0 0 : : : : Changes from: June 1, 2021 : : 156 -5,886 678 5,810 -8 -300 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 67.7 37.3 26.2 3.8 0.0 2.2 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 36,333 : : Positions : : 13,142 23,223 17,109 0 5,997 50 6,763 0 0 350 0 : : : : Changes from: June 1, 2021 : : -13,124 -1,845 11,634 0 1,728 0 300 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 63.9 47.1 0.0 16.5 0.1 18.6 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 4 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 31,796 : : Positions : : 12,628 21,094 12,844 0 6,289 0 4,063 0 0 350 0 : : : : Changes from: June 1, 2021 : : -9,568 -1,892 7,731 0 2,020 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 66.3 40.4 0.0 19.8 0.0 12.8 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 12 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 72,904 : : Positions : : 53,617 37,042 0 19,632 11,483 4,688 0 0 1,030 2,530 1,525 : : : : Changes from: June 1, 2021 : : -8,237 -6,972 0 1,505 5,886 625 -325 -25 185 -1,620 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 50.8 0.0 26.9 15.8 6.4 0.0 0.0 1.4 3.5 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 0 6 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 32,321 : : Positions : : 21,496 30,356 9,169 0 1,444 0 0 0 100 0 0 : : : : Changes from: June 1, 2021 : : -2,092 -1,900 20 -50 0 0 0 0 0 -196 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 93.9 28.4 0.0 4.5 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 45,993 : : Positions : : 37,341 28,243 1,015 11,510 5,680 1,576 350 0 0 210 0 : : : : Changes from: June 1, 2021 : : -1,500 282 1,015 -752 232 -360 -75 0 0 -55 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 61.4 2.2 25.0 12.3 3.4 0.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 47,023 : : Positions : : 32,964 43,181 8,988 1,499 1,938 0 0 0 2,439 0 10 : : : : Changes from: June 1, 2021 : : -2,814 -2,761 564 305 -305 0 -100 0 -297 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 91.8 19.1 3.2 4.1 0.0 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 52,600 : : Positions : : 37,043 44,612 10,487 5,899 1,735 0 50 0 2,756 0 119 : : : : Changes from: June 1, 2021 : : -3,441 -3,247 485 250 5 0 -106 0 -257 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 84.8 19.9 11.2 3.3 0.0 0.1 0.0 5.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 4 4 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 87,414 : : Positions : : 68,259 77,770 15,324 5,331 1,215 0 272 115 662 1,507 1,154 : : : : Changes from: June 1, 2021 : : -3,712 -3,404 142 -9 -16 -36 10 -20 9 -31 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 89.0 17.5 6.1 1.4 0.0 0.3 0.1 0.8 1.7 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 24 6 . 4 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 112,537 : : Positions : : 88,120 95,855 16,170 5,278 2,174 955 1,405 144 2,338 5,171 2,195 : : : : Changes from: June 1, 2021 : : -4,295 -4,833 -252 140 28 198 30 -165 -485 -203 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 85.2 14.4 4.7 1.9 0.8 1.2 0.1 2.1 4.6 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 26 7 . 6 4 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 64,556 : : Positions : : 48,545 56,750 12,568 0 1,971 0 1,905 0 1,200 3,603 267 : : : : Changes from: June 1, 2021 : : -1,978 -867 -155 -191 59 0 -1,164 0 170 205 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 87.9 19.5 0.0 3.1 0.0 3.0 0.0 1.9 5.6 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 52,991 : : Positions : : 36,741 49,496 14,885 134 305 0 1 150 55 2,050 855 : : : : Changes from: June 1, 2021 : : -1,315 -920 -305 30 -20 0 -150 0 25 -555 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 93.4 28.1 0.3 0.6 0.0 0.0 0.3 0.1 3.9 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 48,345 : : Positions : : 27,840 39,888 12,178 169 7,080 0 0 0 0 984 120 : : : : Changes from: June 1, 2021 : : -1,899 -999 686 -25 285 -100 0 0 -74 -86 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 82.5 25.2 0.3 14.6 0.0 0.0 0.0 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 51,983 : : Positions : : 35,166 42,310 11,692 3,602 2,649 595 2,325 0 1,218 558 202 : : : : Changes from: June 1, 2021 : : -3,373 -1,687 1,715 195 -374 -191 -75 0 87 -151 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 81.4 22.5 6.9 5.1 1.1 4.5 0.0 2.3 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 5 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 18,826 : : Positions : : 8,729 15,400 8,962 431 560 0 1,565 0 50 807 0 : : : : Changes from: June 1, 2021 : : -852 -1,041 -339 17 -30 0 -155 0 -1 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 81.8 47.6 2.3 3.0 0.0 8.3 0.0 0.3 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 16,977 : : Positions : : 7,476 14,512 7,742 660 712 0 350 0 50 715 0 : : : : Changes from: June 1, 2021 : : -785 -1,098 -283 40 -50 0 -50 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 85.5 45.6 3.9 4.2 0.0 2.1 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 24,126 : : Positions : : 18,923 16,382 2,752 6,981 156 436 30 50 1,155 0 142 : : : : Changes from: June 1, 2021 : : -1,672 -977 852 -203 136 0 10 -10 -290 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 67.9 11.4 28.9 0.6 1.8 0.1 0.2 4.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,603 : : Positions : : 12,537 13,320 1,768 1,614 46 0 0 0 591 70 110 : : : : Changes from: June 1, 2021 : : -504 -505 -1 -122 40 0 0 0 -138 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 85.4 11.3 10.3 0.3 0.0 0.0 0.0 3.8 0.4 0.7 : : : : 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 June 8, 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 40,601 : : Positions : : 24,812 18,894 8,543 13,363 2,106 1,550 4,759 50 2,137 444 710 : : : : Changes from: June 1, 2021 : : -2,892 -1,504 276 -1,312 213 -250 -31 0 -188 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 46.5 21.0 32.9 5.2 3.8 11.7 0.1 5.3 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 22,541 : : Positions : : 16,437 7,136 2,438 10,712 1,247 500 2,655 0 796 0 671 : : : : Changes from: June 1, 2021 : : -2,480 -1,674 -40 -946 108 -100 -145 0 -252 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 31.7 10.8 47.5 5.5 2.2 11.8 0.0 3.5 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 16,426 : : Positions : : 5,552 15,711 8,937 0 263 8 0 248 1,296 75 60 : : : : Changes from: June 1, 2021 : : -25 101 -50 0 1 0 0 0 176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 95.6 54.4 0.0 1.6 0.0 0.0 1.5 7.9 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 4 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 19,933 : : Positions : : 6,146 19,933 10,997 0 0 0 0 0 2,470 0 0 : : : : Changes from: June 1, 2021 : : 0 150 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 100.0 55.2 0.0 0.0 0.0 0.0 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 0 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 12,874 : : Positions : : 4,125 6,802 6,302 4,010 1,782 0 0 0 360 100 100 : : : : Changes from: June 1, 2021 : : -2,784 -745 2,009 -90 -14 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 52.8 49.0 31.1 13.8 0.0 0.0 0.0 2.8 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 45,543 : : Positions : : 15,874 39,798 23,555 3,095 1,760 600 0 0 2,270 0 890 : : : : Changes from: June 1, 2021 : : -1,547 -1,768 -645 25 5 -180 0 0 205 0 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 87.4 51.7 6.8 3.9 1.3 0.0 0.0 5.0 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 48,218 : : Positions : : 17,874 43,048 25,500 3,095 1,220 0 0 0 2,185 0 855 : : : : Changes from: June 1, 2021 : : -1,417 -1,828 -235 25 5 -780 0 0 205 0 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 89.3 52.9 6.4 2.5 0.0 0.0 0.0 4.5 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 114,078 : : Positions : : 81,389 90,171 18,173 7,883 10,917 146 1,105 455 1,300 1,768 1,352 : : : : Changes from: June 1, 2021 : : -5,178 -10,229 -725 4,115 -299 0 -275 -45 -167 15 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 79.0 15.9 6.9 9.6 0.1 1.0 0.4 1.1 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 24 4 5 8 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 126,235 : : Positions : : 89,249 100,528 19,396 5,568 13,643 0 1,856 179 1,673 2,018 1,975 : : : : Changes from: June 1, 2021 : : -5,659 -10,052 -15 5,048 -1,021 -30 -881 -189 -115 -328 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 79.6 15.4 4.4 10.8 0.0 1.5 0.1 1.3 1.6 1.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 26 6 . 8 0 . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 624,722 : : Positions : : 409,575 448,432 29,930 10,409 92,674 17,110 13,060 27,504 20,156 5,187 27,192 : : : : Changes from: June 1, 2021 : : 33,310 38,247 9,026 544 -504 134 2,874 4,997 -1,522 -660 2,089 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 71.8 4.8 1.7 14.8 2.7 2.1 4.4 3.2 0.8 4.4 : : : : Number of Traders in Each Category Total Traders: 97 : : 44 41 . 6 8 10 8 13 17 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 15,440 : : Positions : : 9,175 11,120 1,620 2,945 1,155 985 0 0 1,615 0 0 : : : : Changes from: June 1, 2021 : : -257 -405 195 188 -320 0 -25 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 72.0 10.5 19.1 7.5 6.4 0.0 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 13,195 : : Positions : : 7,485 8,385 1,510 2,445 1,625 285 600 0 1,285 0 0 : : : : Changes from: June 1, 2021 : : -300 -455 210 160 -325 -50 -25 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 63.5 11.4 18.5 12.3 2.2 4.5 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 24,899 : : Positions : : 18,132 19,796 3,557 1,868 2,410 0 0 0 585 680 145 : : : : Changes from: June 1, 2021 : : -5,372 -2,420 2,880 90 418 0 0 0 120 -20 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 79.5 14.3 7.5 9.7 0.0 0.0 0.0 2.3 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 14,115 : : Positions : : 10,170 9,690 850 4,095 150 1,350 0 0 1,175 0 0 : : : : Changes from: June 1, 2021 : : -1,696 -4,766 150 2,740 -350 -250 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 68.7 6.0 29.0 1.1 9.6 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 84,303 : : Positions : : 61,710 53,367 11,134 16,909 1,569 0 5,277 240 2,750 0 0 : : : : Changes from: June 1, 2021 : : -3,682 -3,378 -374 320 15 0 -666 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.3 13.2 20.1 1.9 0.0 6.3 0.3 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 66,631 : : Positions : : 47,392 36,393 8,043 17,401 1,159 0 4,162 60 2,450 0 0 : : : : Changes from: June 1, 2021 : : -2,676 -2,950 -253 350 180 -25 -516 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 54.6 12.1 26.1 1.7 0.0 6.2 0.1 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 43,147 : : Positions : : 25,220 17,460 8,042 15,011 223 4,150 4,254 1,520 82 649 540 : : : : Changes from: June 1, 2021 : : -2,219 -513 456 -865 223 185 -320 -260 -55 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 40.5 18.6 34.8 0.5 9.6 9.9 3.5 0.2 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 30,227 : : Positions : : 17,760 10,982 8,844 8,390 0 300 6,715 720 0 822 336 : : : : Changes from: June 1, 2021 : : -1,524 -787 9 -170 0 -50 -500 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 36.3 29.3 27.8 0.0 1.0 22.2 2.4 0.0 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 19,851 : : Positions : : 10,300 5,751 6,940 1,640 155 0 10,020 400 0 35 75 : : : : Changes from: June 1, 2021 : : -370 -2,210 -205 1,640 -45 -25 -185 0 -15 35 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 29.0 35.0 8.3 0.8 0.0 50.5 2.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 92,820 : : Positions : : 23,023 35,948 35,057 38,670 3,700 16,710 600 0 650 0 620 : : : : Changes from: June 1, 2021 : : -16,554 788 16,367 -1,595 -180 -1,030 -245 0 110 0 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 38.7 37.8 41.7 4.0 18.0 0.6 0.0 0.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 88,082 : : Positions : : 22,963 36,048 31,920 34,925 3,290 16,985 600 0 138 305 396 : : : : Changes from: June 1, 2021 : : -14,810 638 14,818 -1,195 -200 -1,105 -155 0 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 40.9 36.2 39.7 3.7 19.3 0.7 0.0 0.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 28,747 : : Positions : : 21,964 7,187 105 1,997 1,350 0 11,105 50 1,020 3,025 0 : : : : Changes from: June 1, 2021 : : -1,066 -590 0 834 -840 0 -15 -200 -25 -1,170 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 25.0 0.4 6.9 4.7 0.0 38.6 0.2 3.5 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,472 : : Positions : : 21,864 7,227 105 2,082 1,360 0 11,055 50 1,020 2,850 0 : : : : Changes from: June 1, 2021 : : -1,066 -590 0 809 -805 0 -15 -200 -25 -1,145 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 25.4 0.4 7.3 4.8 0.0 38.8 0.2 3.6 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 52,855 : : Positions : : 15,920 41,905 18,660 8,115 215 10,360 0 0 4,975 0 0 : : : : Changes from: June 1, 2021 : : -4,162 -4,355 1,497 -535 0 -1,775 0 0 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 79.3 35.3 15.4 0.4 19.6 0.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 51,710 : : Positions : : 19,110 46,385 16,500 1,465 1,540 2,230 300 260 9,515 0 35 : : : : Changes from: June 1, 2021 : : -2,835 -3,085 1,015 155 -155 -380 0 0 -685 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 89.7 31.9 2.8 3.0 4.3 0.6 0.5 18.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 46,060 : : Positions : : 16,925 40,520 16,125 1,675 1,175 2,175 345 240 6,615 0 385 : : : : Changes from: June 1, 2021 : : -2,760 -2,505 1,010 125 -125 -335 45 -45 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 88.0 35.0 3.6 2.6 4.7 0.7 0.5 14.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 83,870 : : Positions : : 32,635 74,625 19,560 2,210 1,755 21,365 300 1,000 3,580 275 1,225 : : : : Changes from: June 1, 2021 : : -2,710 -125 2,935 15 -155 1,430 90 -1,100 -1,625 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 89.0 23.3 2.6 2.1 25.5 0.4 1.2 4.3 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 81,415 : : Positions : : 32,165 71,535 19,115 2,210 1,840 21,015 600 1,000 2,260 275 1,225 : : : : Changes from: June 1, 2021 : : -2,515 -1,260 1,525 15 -95 1,430 90 -1,100 -1,550 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 87.9 23.5 2.7 2.3 25.8 0.7 1.2 2.8 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 61,850 : : Positions : : 35,747 27,435 2,364 21,895 20 13,685 1,180 1,545 1,390 2,755 825 : : : : Changes from: June 1, 2021 : : -1,286 -969 163 -24 -230 -130 110 -335 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 44.4 3.8 35.4 0.0 22.1 1.9 2.5 2.2 4.5 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 53,308 : : Positions : : 31,078 27,315 2,364 15,474 20 9,985 1,180 1,545 1,030 810 1,055 : : : : Changes from: June 1, 2021 : : -1,273 -1,067 163 112 -230 45 110 -335 0 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 51.2 4.4 29.0 0.0 18.7 2.2 2.9 1.9 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 226,583 : : Positions : : 127,307 93,995 35,667 7,689 8,297 0 49,214 400 275 12,358 311 : : : : Changes from: June 1, 2021 : : -5,693 -3,619 3,053 -57 -1,602 0 1,700 355 -125 -725 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 41.5 15.7 3.4 3.7 0.0 21.7 0.2 0.1 5.5 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 . . 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 204,742 : : Positions : : 120,994 88,091 23,348 2,304 9,490 0 44,490 425 275 9,802 1,388 : : : : Changes from: June 1, 2021 : : -6,574 -4,946 3,187 298 -1,415 0 1,745 400 -125 -515 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 43.0 11.4 1.1 4.6 0.0 21.7 0.2 0.1 4.8 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 25 4 . 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 48,419 : : Positions : : 14,475 25,665 17,071 9,456 5,540 4,550 0 1,193 0 1,155 10 : : : : Changes from: June 1, 2021 : : -2,620 -1,600 745 55 -5 0 0 -50 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 53.0 35.3 19.5 11.4 9.4 0.0 2.5 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 41,545 : : Positions : : 12,135 22,775 14,161 6,986 4,149 4,115 0 1,330 0 890 10 : : : : Changes from: June 1, 2021 : : -2,170 -1,320 720 -20 90 -125 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 54.8 34.1 16.8 10.0 9.9 0.0 3.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 47,178 : : Positions : : 20,010 25,535 6,275 1,125 10,950 2,850 3,910 648 1,105 0 0 : : : : Changes from: June 1, 2021 : : -1,415 -1,867 638 925 -765 -75 -15 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 54.1 13.3 2.4 23.2 6.0 8.3 1.4 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 48,613 : : Positions : : 14,760 28,820 1,875 1,325 8,065 16,395 4,005 48 1,105 0 0 : : : : Changes from: June 1, 2021 : : -1,240 -2,305 385 1,075 40 -350 -100 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 59.3 3.9 2.7 16.6 33.7 8.2 0.1 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 233,054 : : Positions : : 119,633 142,769 7,789 6,993 36,243 24,009 310 1,690 0 1,472 1,213 : : : : Changes from: June 1, 2021 : : 554 2,178 1,230 -226 -458 -280 -70 0 -110 -345 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 61.3 3.3 3.0 15.6 10.3 0.1 0.7 0.0 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . . 6 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 8, 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 173,050 : : Positions : : 95,797 98,794 4,927 12,613 17,886 11,945 0 9,220 0 1,077 1,035 : : : : Changes from: June 1, 2021 : : -3,365 -670 2,565 -5 130 -115 0 0 0 -200 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 57.1 2.8 7.3 10.3 6.9 0.0 5.3 0.0 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 20 . . 4 . 0 . 0 4 . : ----------------------------------------------------------------------------------------------------------------
Updated June 11, 2021