Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,411 : : Positions : : 13,167 9,970 727 1,154 1,068 385 0 1 0 2,944 1,565 : : : : Changes from: June 8, 2021 : : 397 215 6 215 34 -11 0 0 0 35 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 57.3 4.2 6.6 6.1 2.2 0.0 0.0 0.0 16.9 9.0 : : : : 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 15, 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 32,359 : : Positions : : 17,186 29,049 5,897 0 1,594 50 141 330 5,977 0 1,204 : : : : Changes from: June 8, 2021 : : 20 377 647 0 -713 0 2 0 -286 0 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 89.8 18.2 0.0 4.9 0.2 0.4 1.0 18.5 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . 0 . . . . 8 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 29,425 : : Positions : : 21,784 25,409 1,239 1,241 2,022 497 0 153 3,085 145 455 : : : : Changes from: June 8, 2021 : : -50 275 300 0 -150 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 86.4 4.2 4.2 6.9 1.7 0.0 0.5 10.5 0.5 1.5 : : : : 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 15, 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 141,164 : : Positions : : 95,155 98,977 3,236 17,165 20,844 15,283 25 70 4,973 2,635 1,123 : : : : Changes from: June 8, 2021 : : 3,389 4,122 289 1,111 2,219 458 -50 -150 385 -375 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 70.1 2.3 12.2 14.8 10.8 0.0 0.0 3.5 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 30 . 5 7 7 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 59,345 : : Positions : : 47,507 42,896 1,485 11,833 2,276 4,224 0 54 2,769 1,213 883 : : : : Changes from: June 8, 2021 : : 952 899 0 -182 -19 -51 0 51 -130 43 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 72.3 2.5 19.9 3.8 7.1 0.0 0.1 4.7 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 17 . 4 . . 0 . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 37,864 : : Positions : : 33,462 28,284 1,427 7,153 833 0 55 0 1,503 865 634 : : : : Changes from: June 8, 2021 : : 505 150 -600 0 0 0 0 0 188 -57 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 74.7 3.8 18.9 2.2 0.0 0.1 0.0 4.0 2.3 1.7 : : : : 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 15, 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 48,007 : : Positions : : 25,257 18,351 5,004 18,385 4,913 11,690 0 0 0 5,308 672 : : : : Changes from: June 8, 2021 : : 271 1,107 -278 -1,335 852 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 38.2 10.4 38.3 10.2 24.4 0.0 0.0 0.0 11.1 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 5 4 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 58,347 : : Positions : : 35,199 23,563 3,131 22,410 6,113 10,477 0 630 548 3,975 1,329 : : : : Changes from: June 8, 2021 : : 320 1,577 -435 -1,253 1,022 306 0 0 31 -330 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 40.4 5.4 38.4 10.5 18.0 0.0 1.1 0.9 6.8 2.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 19 . 5 7 8 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 69,103 : : Positions : : 42,073 27,661 23,266 33,689 1,099 0 0 0 884 5,280 1,354 : : : : Changes from: June 8, 2021 : : 2,145 465 -340 1,340 -28 0 0 0 0 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 40.0 33.7 48.8 1.6 0.0 0.0 0.0 1.3 7.6 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 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 91,983 : : Positions : : 58,020 30,233 30,049 53,252 957 0 50 0 963 6,009 1,457 : : : : Changes from: June 8, 2021 : : 1,915 235 -290 1,390 -18 0 0 0 120 240 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 32.9 32.7 57.9 1.0 0.0 0.1 0.0 1.0 6.5 1.6 : : : : 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 15, 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 29,973 : : Positions : : 18,985 27,429 9,024 0 1,808 0 0 0 100 69 41 : : : : Changes from: June 8, 2021 : : 1,825 1,802 90 0 250 0 0 0 0 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 91.5 30.1 0.0 6.0 0.0 0.0 0.0 0.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 29,563 : : Positions : : 24,712 11,970 685 13,783 3,330 0 350 0 600 100 0 : : : : Changes from: June 8, 2021 : : -105 -180 120 145 110 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 40.5 2.3 46.6 11.3 0.0 1.2 0.0 2.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 8, 2021 : : 0 0 0 0 0 0 0 0 0 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 15, 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 128,959 : : Positions : : 79,868 67,926 9,069 23,380 21,196 11,316 819 973 2,260 10,707 3,643 : : : : Changes from: June 8, 2021 : : 1,920 2,540 -6 -1,698 1,055 706 145 264 -119 1,313 -329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 52.7 7.0 18.1 16.4 8.8 0.6 0.8 1.8 8.3 2.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 38 35 . 5 5 7 . 4 8 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 19,138 10,271 6,855 1,482 0 600 0 300 0 0 : : : : Changes from: June 8, 2021 : : 0 25 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 68.2 36.6 24.4 5.3 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 15, 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 26,762 : : Positions : : 14,642 18,130 9,996 7,010 1,022 0 600 0 300 0 0 : : : : Changes from: June 8, 2021 : : 0 25 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 67.7 37.4 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 15, 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 38,901 : : Positions : : 15,182 23,823 18,038 1,469 5,596 50 7,663 0 0 350 0 : : : : Changes from: June 8, 2021 : : 2,040 600 929 1,469 -401 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 61.2 46.4 3.8 14.4 0.1 19.7 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 33,848 : : Positions : : 14,008 21,694 13,825 861 5,980 0 4,963 0 0 350 0 : : : : Changes from: June 8, 2021 : : 1,380 600 981 861 -309 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 64.1 40.8 2.5 17.7 0.0 14.7 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 12 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 74,484 : : Positions : : 53,720 37,990 0 19,462 11,855 5,588 0 0 1,180 2,755 1,550 : : : : Changes from: June 8, 2021 : : 103 948 0 -170 372 900 0 0 150 225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 51.0 0.0 26.1 15.9 7.5 0.0 0.0 1.6 3.7 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 0 6 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 34,344 : : Positions : : 23,576 32,163 9,059 0 1,494 0 0 0 100 169 0 : : : : Changes from: June 8, 2021 : : 2,080 1,807 -110 0 50 0 0 0 0 169 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 93.6 26.4 0.0 4.4 0.0 0.0 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 5 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 46,869 : : Positions : : 37,350 29,560 1,248 10,653 6,087 1,718 350 0 0 210 0 : : : : Changes from: June 8, 2021 : : 9 1,317 233 -857 407 142 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 63.1 2.7 22.7 13.0 3.7 0.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 49,814 : : Positions : : 35,373 45,972 9,038 1,499 1,938 0 0 0 2,749 0 10 : : : : Changes from: June 8, 2021 : : 2,409 2,791 50 0 0 0 0 0 310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 92.3 18.1 3.0 3.9 0.0 0.0 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 56,811 : : Positions : : 40,555 47,903 9,467 5,949 2,595 0 50 0 3,593 0 119 : : : : Changes from: June 8, 2021 : : 3,512 3,291 -1,020 50 860 0 0 0 837 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 84.3 16.7 10.5 4.6 0.0 0.1 0.0 6.3 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 15, 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 88,722 : : Positions : : 69,284 79,260 15,391 5,281 1,265 0 282 115 662 1,204 1,265 : : : : Changes from: June 8, 2021 : : 1,025 1,490 67 -50 50 0 10 0 0 -303 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 89.3 17.3 6.0 1.4 0.0 0.3 0.1 0.7 1.4 1.4 : : : : 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 15, 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 112,817 : : Positions : : 88,514 96,288 16,232 5,458 2,300 1,127 1,353 149 1,720 4,546 2,303 : : : : Changes from: June 8, 2021 : : 394 432 62 180 126 172 -52 5 -618 -625 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 85.3 14.4 4.8 2.0 1.0 1.2 0.1 1.5 4.0 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 26 7 . 6 5 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 65,518 : : Positions : : 48,931 57,762 12,694 0 2,046 0 1,725 60 1,395 3,523 342 : : : : Changes from: June 8, 2021 : : 385 1,011 126 0 75 0 -180 60 195 -80 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 88.2 19.4 0.0 3.1 0.0 2.6 0.1 2.1 5.4 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 53,766 : : Positions : : 37,641 50,021 14,810 134 305 0 1 150 0 2,295 860 : : : : Changes from: June 8, 2021 : : 900 525 -75 0 0 0 0 0 -55 245 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 93.0 27.5 0.2 0.6 0.0 0.0 0.3 0.0 4.3 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 47,435 : : Positions : : 27,108 38,915 12,091 169 7,080 0 0 0 0 984 120 : : : : Changes from: June 8, 2021 : : -732 -973 -87 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 82.0 25.5 0.4 14.9 0.0 0.0 0.0 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 51,136 : : Positions : : 34,271 41,610 12,140 3,392 2,281 595 2,375 0 1,051 906 160 : : : : Changes from: June 8, 2021 : : -895 -700 448 -210 -368 0 50 0 -167 348 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 81.4 23.7 6.6 4.5 1.2 4.6 0.0 2.1 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 19,096 : : Positions : : 9,499 15,370 8,462 731 560 0 1,565 0 50 807 0 : : : : Changes from: June 8, 2021 : : 770 -30 -500 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 80.5 44.3 3.8 2.9 0.0 8.2 0.0 0.3 4.2 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 15, 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 17,247 : : Positions : : 8,151 14,482 7,442 960 712 0 350 0 50 715 0 : : : : Changes from: June 8, 2021 : : 675 -30 -300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 84.0 43.1 5.6 4.1 0.0 2.0 0.0 0.3 4.1 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 15, 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 24,236 : : Positions : : 19,023 16,492 2,762 6,971 166 426 30 50 1,155 0 142 : : : : Changes from: June 8, 2021 : : 100 110 10 -10 10 -10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.0 11.4 28.8 0.7 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 15, 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 15,682 : : Positions : : 12,612 13,080 1,778 1,689 40 0 0 0 591 70 110 : : : : Changes from: June 8, 2021 : : 75 -240 10 75 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 83.4 11.3 10.8 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 15, 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 40,515 : : Positions : : 24,760 19,622 8,479 12,613 2,012 1,550 4,779 50 2,261 444 710 : : : : Changes from: June 8, 2021 : : -52 728 -64 -750 -94 0 20 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 48.4 20.9 31.1 5.0 3.8 11.8 0.1 5.6 1.1 1.8 : : : : 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 15, 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 22,305 : : Positions : : 16,523 7,437 2,058 10,117 1,305 500 2,655 0 796 0 671 : : : : Changes from: June 8, 2021 : : 86 301 -380 -595 58 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 33.3 9.2 45.4 5.9 2.2 11.9 0.0 3.6 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 16,411 : : Positions : : 5,552 15,696 8,922 0 263 8 0 248 1,296 75 60 : : : : Changes from: June 8, 2021 : : 0 -15 -15 0 0 0 0 0 0 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 15, 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 8, 2021 : : 0 0 0 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 15, 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 14,049 : : Positions : : 4,125 6,817 7,417 5,030 1,842 0 0 0 360 180 100 : : : : Changes from: June 8, 2021 : : 0 15 1,115 1,020 60 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 48.5 52.8 35.8 13.1 0.0 0.0 0.0 2.6 1.3 0.7 : : : : 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 15, 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 46,038 : : Positions : : 15,744 39,378 24,255 4,020 1,750 600 0 0 2,270 0 890 : : : : Changes from: June 8, 2021 : : -130 -420 700 925 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 85.5 52.7 8.7 3.8 1.3 0.0 0.0 4.9 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 48,608 : : Positions : : 17,744 42,588 25,830 3,660 1,505 0 0 0 2,185 0 855 : : : : Changes from: June 8, 2021 : : -130 -460 330 565 285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 87.6 53.1 7.5 3.1 0.0 0.0 0.0 4.5 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 115,391 : : Positions : : 82,864 86,545 18,578 13,313 9,927 146 805 755 1,364 2,218 1,408 : : : : Changes from: June 8, 2021 : : 1,475 -3,626 405 5,430 -990 0 -300 300 64 450 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 75.0 16.1 11.5 8.6 0.1 0.7 0.7 1.2 1.9 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 25 4 5 7 . . 4 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 127,396 : : Positions : : 90,801 97,478 17,970 9,063 14,122 0 1,556 479 1,848 2,261 2,015 : : : : Changes from: June 8, 2021 : : 1,552 -3,050 -1,426 3,495 479 0 -300 300 175 243 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 76.5 14.1 7.1 11.1 0.0 1.2 0.4 1.5 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 27 5 4 7 0 . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 667,431 : : Positions : : 443,027 477,505 21,000 13,888 98,220 20,760 10,840 30,604 21,487 3,789 31,711 : : : : Changes from: June 8, 2021 : : 33,452 29,073 -8,930 3,478 5,546 3,650 -2,220 3,100 1,331 -1,398 4,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 71.5 3.1 2.1 14.7 3.1 1.6 4.6 3.2 0.6 4.8 : : : : Number of Traders in Each Category Total Traders: 94 : : 42 42 4 5 8 13 6 13 15 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 15,900 : : Positions : : 9,375 11,035 1,950 3,585 1,075 985 0 0 1,615 0 0 : : : : Changes from: June 8, 2021 : : 200 -85 330 640 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 69.4 12.3 22.5 6.8 6.2 0.0 0.0 10.2 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 15, 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 13,470 : : Positions : : 7,590 8,305 1,940 3,045 1,370 285 600 0 1,285 0 0 : : : : Changes from: June 8, 2021 : : 105 -80 430 600 -255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 61.7 14.4 22.6 10.2 2.1 4.5 0.0 9.5 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 15, 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 DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 24,125 : : Positions : : 21,225 14,475 350 5,135 525 0 605 25 1,205 2,735 155 : : : : Changes from: June 8, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 60.0 1.5 21.3 2.2 0.0 2.5 0.1 5.0 11.3 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 31,129 : : Positions : : 23,922 23,501 3,877 2,098 2,580 0 0 0 535 2,780 145 : : : : Changes from: June 8, 2021 : : 5,790 3,705 320 230 170 0 0 0 -50 2,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 75.5 12.5 6.7 8.3 0.0 0.0 0.0 1.7 8.9 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 15,555 : : Positions : : 11,210 11,280 1,400 4,095 0 1,350 0 0 1,175 0 0 : : : : Changes from: June 8, 2021 : : 1,040 1,590 550 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 72.5 9.0 26.3 0.0 8.7 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 84,568 : : Positions : : 61,890 53,547 11,134 16,909 1,519 0 5,277 240 2,750 0 0 : : : : Changes from: June 8, 2021 : : 180 180 0 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.3 13.2 20.0 1.8 0.0 6.2 0.3 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 66,736 : : Positions : : 47,617 36,521 8,043 17,401 1,159 0 4,162 60 2,450 0 0 : : : : Changes from: June 8, 2021 : : 225 128 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 54.7 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: 24 : : 15 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 41,995 : : Positions : : 24,188 16,908 7,922 14,411 264 4,150 4,254 1,520 82 649 540 : : : : Changes from: June 8, 2021 : : -1,032 -552 -120 -600 41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 40.3 18.9 34.3 0.6 9.9 10.1 3.6 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 15, 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 29,593 : : Positions : : 17,246 10,933 8,724 7,790 0 300 6,715 720 0 822 336 : : : : Changes from: June 8, 2021 : : -514 -49 -120 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 36.9 29.5 26.3 0.0 1.0 22.7 2.4 0.0 2.8 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 19,816 : : Positions : : 10,475 5,866 6,880 1,640 165 0 10,020 400 0 35 75 : : : : Changes from: June 8, 2021 : : 175 115 -60 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 29.6 34.7 8.3 0.8 0.0 50.6 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 15, 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 94,950 : : Positions : : 23,923 36,548 35,887 39,450 3,640 16,960 1,200 0 650 0 620 : : : : Changes from: June 8, 2021 : : 900 600 830 780 -60 250 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 38.5 37.8 41.5 3.8 17.9 1.3 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 15, 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 90,177 : : Positions : : 23,863 36,648 32,690 35,645 3,290 17,235 1,200 0 138 305 396 : : : : Changes from: June 8, 2021 : : 900 600 770 720 0 250 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 40.6 36.3 39.5 3.6 19.1 1.3 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 15, 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 7,487 105 1,697 1,590 0 11,105 50 1,020 3,025 0 : : : : Changes from: June 8, 2021 : : 0 300 0 -300 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 26.0 0.4 5.9 5.5 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 15, 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 7,527 105 1,782 1,575 0 11,055 50 1,020 2,850 0 : : : : Changes from: June 8, 2021 : : 0 300 0 -300 215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 26.4 0.4 6.3 5.5 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 15, 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 55,325 : : Positions : : 16,585 43,565 19,550 8,595 255 10,960 0 0 4,975 0 0 : : : : Changes from: June 8, 2021 : : 665 1,660 890 480 40 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 78.7 35.3 15.5 0.5 19.8 0.0 0.0 9.0 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 15, 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 55,064 : : Positions : : 16,580 45,369 20,199 6,740 275 10,610 0 0 4,660 0 0 : : : : Changes from: June 8, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 82.4 36.7 12.2 0.5 19.3 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 53,760 : : Positions : : 19,440 48,550 18,355 1,465 1,540 2,230 300 260 9,515 0 35 : : : : Changes from: June 8, 2021 : : 330 2,165 1,855 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 90.3 34.1 2.7 2.9 4.1 0.6 0.5 17.7 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 15, 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 48,185 : : Positions : : 17,250 42,760 18,060 1,675 1,175 2,175 345 240 6,615 0 385 : : : : Changes from: June 8, 2021 : : 325 2,240 1,935 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 88.7 37.5 3.5 2.4 4.5 0.7 0.5 13.7 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 15, 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 85,175 : : Positions : : 32,395 74,965 21,160 3,080 1,485 21,215 300 1,000 3,580 275 1,275 : : : : Changes from: June 8, 2021 : : -240 340 1,600 870 -270 -150 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 88.0 24.8 3.6 1.7 24.9 0.4 1.2 4.2 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 82,420 : : Positions : : 31,925 71,875 20,715 3,080 1,560 20,865 600 1,000 2,260 275 1,275 : : : : Changes from: June 8, 2021 : : -240 340 1,600 870 -280 -150 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 87.2 25.1 3.7 1.9 25.3 0.7 1.2 2.7 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 62,525 : : Positions : : 35,737 27,910 2,399 21,845 20 13,685 780 1,945 1,390 2,755 825 : : : : Changes from: June 8, 2021 : : -10 475 35 -50 0 0 -400 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 44.6 3.8 34.9 0.0 21.9 1.2 3.1 2.2 4.4 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 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,123 : : Positions : : 31,168 27,930 2,339 15,324 20 9,985 780 1,945 1,030 810 1,055 : : : : Changes from: June 8, 2021 : : 90 615 -25 -150 0 0 -400 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 51.6 4.3 28.3 0.0 18.4 1.4 3.6 1.9 1.5 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 228,980 : : Positions : : 130,987 95,075 32,662 6,779 7,971 0 49,814 460 320 12,318 286 : : : : Changes from: June 8, 2021 : : 3,680 1,080 -3,005 -910 -326 0 600 60 45 -40 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 41.5 14.3 3.0 3.5 0.0 21.8 0.2 0.1 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 26 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 206,888 : : Positions : : 124,583 89,001 20,204 1,334 9,035 0 45,090 535 295 9,737 1,403 : : : : Changes from: June 8, 2021 : : 3,589 910 -3,144 -970 -455 0 600 110 20 -65 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 43.0 9.8 0.6 4.4 0.0 21.8 0.3 0.1 4.7 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 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 52,232 : : Positions : : 15,018 28,270 14,628 4,951 10,693 4,550 0 1,193 0 1,155 10 : : : : Changes from: June 8, 2021 : : 543 2,605 -2,443 -4,505 5,153 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 54.1 28.0 9.5 20.5 8.7 0.0 2.3 0.0 2.2 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 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 44,205 : : Positions : : 12,175 25,285 12,286 2,641 7,364 4,115 0 1,330 0 890 10 : : : : Changes from: June 8, 2021 : : 40 2,510 -1,875 -4,345 3,215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 57.2 27.8 6.0 16.7 9.3 0.0 3.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 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 48,803 : : Positions : : 21,800 26,165 5,115 1,125 11,815 2,850 3,910 648 1,105 0 0 : : : : Changes from: June 8, 2021 : : 1,790 630 -1,160 0 865 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 53.6 10.5 2.3 24.2 5.8 8.0 1.3 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 15, 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 50,087 : : Positions : : 16,134 29,075 756 1,325 9,424 16,395 4,005 48 1,105 0 0 : : : : Changes from: June 8, 2021 : : 1,374 255 -1,119 0 1,359 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 58.0 1.5 2.6 18.8 32.7 8.0 0.1 2.2 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 15, 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 237,790 : : Positions : : 123,019 145,646 5,750 6,459 37,181 24,694 0 2,100 0 1,503 1,168 : : : : Changes from: June 8, 2021 : : 3,386 2,876 -2,039 -534 937 685 -310 410 0 31 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 61.2 2.4 2.7 15.6 10.4 0.0 0.9 0.0 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 4 . 6 4 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 15, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 175,119 : : Positions : : 95,547 99,813 4,095 11,722 19,617 12,915 0 8,970 135 902 1,055 : : : : Changes from: June 8, 2021 : : -250 1,019 -832 -891 1,731 970 0 -250 135 -175 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 57.0 2.3 6.7 11.2 7.4 0.0 5.1 0.1 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . 4 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 21, 2021