Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 18,165 : : Positions : : 13,748 10,503 604 1,115 1,106 483 0 1 79 3,060 1,657 : : : : Changes from: June 15, 2021 : : 581 533 -123 -39 38 98 0 0 79 117 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 57.8 3.3 6.1 6.1 2.7 0.0 0.0 0.4 16.8 9.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 32,371 : : Positions : : 17,173 29,134 5,882 0 1,557 50 137 334 6,073 0 1,177 : : : : Changes from: June 15, 2021 : : -13 85 -15 0 -37 0 -4 4 96 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 90.0 18.2 0.0 4.8 0.2 0.4 1.0 18.8 0.0 3.6 : : : : 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 22, 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 : : 21,759 25,409 1,239 1,241 2,022 497 0 153 3,110 145 455 : : : : Changes from: June 15, 2021 : : -25 0 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 86.4 4.2 4.2 6.9 1.7 0.0 0.5 10.6 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 146,548 : : Positions : : 98,353 107,244 2,765 12,202 23,201 15,878 0 20 5,154 2,604 928 : : : : Changes from: June 15, 2021 : : 3,198 8,267 -471 -4,963 2,357 595 -25 -50 181 -31 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 73.2 1.9 8.3 15.8 10.8 0.0 0.0 3.5 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 30 . 5 7 9 0 . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,217 : : Positions : : 48,259 43,202 1,485 11,408 2,520 3,979 0 293 2,243 1,305 1,336 : : : : Changes from: June 15, 2021 : : 752 306 0 -425 244 -245 0 239 -526 92 453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 71.7 2.5 18.9 4.2 6.6 0.0 0.5 3.7 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 15 . 4 . . 0 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 37,939 : : Positions : : 33,537 28,359 1,427 7,153 833 0 55 0 1,503 865 634 : : : : Changes from: June 15, 2021 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : 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 22, 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 47,554 : : Positions : : 24,996 18,208 4,916 18,233 4,923 11,690 0 0 0 5,350 630 : : : : Changes from: June 15, 2021 : : -261 -143 -88 -152 10 0 0 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 38.3 10.3 38.3 10.4 24.6 0.0 0.0 0.0 11.3 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 57,922 : : Positions : : 35,848 23,826 2,529 21,642 6,260 10,382 0 630 521 4,132 981 : : : : Changes from: June 15, 2021 : : 649 263 -602 -768 147 -95 0 0 -27 157 -348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 41.1 4.4 37.4 10.8 17.9 0.0 1.1 0.9 7.1 1.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 20 . 5 7 8 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 69,646 : : Positions : : 42,393 27,639 23,462 34,289 1,099 0 0 0 946 5,280 1,319 : : : : Changes from: June 15, 2021 : : 320 -22 196 600 0 0 0 0 62 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 39.7 33.7 49.2 1.6 0.0 0.0 0.0 1.4 7.6 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 93,212 : : Positions : : 58,794 30,633 30,283 54,052 957 0 100 0 1,003 5,847 1,598 : : : : Changes from: June 15, 2021 : : 774 400 234 800 0 0 50 0 40 -162 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 32.9 32.5 58.0 1.0 0.0 0.1 0.0 1.1 6.3 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 16 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 29,998 : : Positions : : 18,990 27,454 9,044 0 1,808 0 0 0 100 69 41 : : : : Changes from: June 15, 2021 : : 5 25 20 0 0 0 0 0 0 0 0 : : : : 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 22, 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 29,473 : : Positions : : 24,162 12,280 575 12,843 3,900 0 350 0 600 100 0 : : : : Changes from: June 15, 2021 : : -550 310 -110 -940 570 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 41.7 2.0 43.6 13.2 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 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,030 : : Positions : : 20,627 24,837 4,860 1,423 2,580 0 0 0 900 165 25 : : : : Changes from: June 15, 2021 : : -400 900 1,500 0 -660 0 0 0 0 165 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 85.6 16.7 4.9 8.9 0.0 0.0 0.0 3.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 129,493 : : Positions : : 80,429 67,321 9,451 24,458 21,255 10,848 808 757 2,174 10,851 3,694 : : : : Changes from: June 15, 2021 : : 561 -605 382 1,078 59 -468 -11 -216 -85 144 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 52.0 7.3 18.9 16.4 8.4 0.6 0.6 1.7 8.4 2.9 : : : : Number of Traders in Each Category Total Traders: 71 : : 38 35 . 5 5 5 . . 8 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 15, 2021 : : 0 0 0 0 0 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 22, 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 15, 2021 : : 0 0 0 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 22, 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 39,670 : : Positions : : 16,581 24,592 17,408 1,469 5,596 50 7,663 0 0 350 0 : : : : Changes from: June 15, 2021 : : 1,399 769 -630 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 62.0 43.9 3.7 14.1 0.1 19.3 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 34,617 : : Positions : : 15,407 22,463 13,195 861 5,980 0 4,963 0 0 350 0 : : : : Changes from: June 15, 2021 : : 1,399 769 -630 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 64.9 38.1 2.5 17.3 0.0 14.3 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 75,076 : : Positions : : 54,090 39,255 0 18,592 11,807 5,588 0 0 1,530 3,080 1,470 : : : : Changes from: June 15, 2021 : : 370 1,265 0 -870 -48 0 0 0 350 325 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 52.3 0.0 24.8 15.7 7.4 0.0 0.0 2.0 4.1 2.0 : : : : 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 22, 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 34,454 : : Positions : : 23,636 32,263 9,099 0 1,504 0 0 0 100 169 0 : : : : Changes from: June 15, 2021 : : 60 100 40 0 10 0 0 0 0 0 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 14 5 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 47,185 : : Positions : : 37,035 30,022 1,138 9,988 6,557 1,824 350 0 0 268 0 : : : : Changes from: June 15, 2021 : : -315 462 -110 -665 470 106 0 0 0 58 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 63.6 2.4 21.2 13.9 3.9 0.7 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . . 5 . . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 53,129 : : Positions : : 35,904 47,360 11,938 3,599 1,795 0 0 0 2,742 0 10 : : : : Changes from: June 15, 2021 : : 531 1,388 2,900 2,100 -143 0 0 0 -7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 89.1 22.5 6.8 3.4 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 22, 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 60,396 : : Positions : : 41,289 49,338 12,167 8,049 2,595 0 100 0 3,720 0 119 : : : : Changes from: June 15, 2021 : : 734 1,435 2,700 2,100 0 0 50 0 127 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 81.7 20.1 13.3 4.3 0.0 0.2 0.0 6.2 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 22, 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 88,910 : : Positions : : 69,424 79,800 15,336 4,981 1,253 0 292 110 722 1,099 1,325 : : : : Changes from: June 15, 2021 : : 140 540 -55 -300 -12 0 10 -5 60 -105 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 89.8 17.2 5.6 1.4 0.0 0.3 0.1 0.8 1.2 1.5 : : : : 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 22, 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 112,874 : : Positions : : 88,124 97,919 16,367 5,703 2,117 978 875 174 2,972 3,980 1,691 : : : : Changes from: June 15, 2021 : : -391 1,631 135 245 -183 -149 -478 25 1,252 -566 -612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 86.8 14.5 5.1 1.9 0.9 0.8 0.2 2.6 3.5 1.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 26 6 . 5 6 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 65,789 : : Positions : : 49,145 57,902 12,705 0 2,046 0 1,725 60 1,301 3,504 477 : : : : Changes from: June 15, 2021 : : 215 141 11 0 0 0 0 0 -94 -19 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 88.0 19.3 0.0 3.1 0.0 2.6 0.1 2.0 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 53,691 : : Positions : : 37,641 49,796 14,810 134 305 0 1 150 0 2,520 785 : : : : Changes from: June 15, 2021 : : 0 -225 0 0 0 0 0 0 0 225 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 92.7 27.6 0.2 0.6 0.0 0.0 0.3 0.0 4.7 1.5 : : : : 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 22, 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 46,356 : : Positions : : 25,294 39,023 14,051 169 5,880 0 0 0 0 984 120 : : : : Changes from: June 15, 2021 : : -1,814 108 1,960 0 -1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 84.2 30.3 0.4 12.7 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 22, 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 50,243 : : Positions : : 32,745 41,516 11,650 1,424 3,484 595 2,325 0 955 930 166 : : : : Changes from: June 15, 2021 : : -1,526 -94 -490 -1,968 1,203 0 -50 0 -96 24 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 82.6 23.2 2.8 6.9 1.2 4.6 0.0 1.9 1.9 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 22, 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 19,240 : : Positions : : 9,749 15,400 8,172 761 644 0 1,565 0 150 807 0 : : : : Changes from: June 15, 2021 : : 250 30 -290 30 84 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 80.0 42.5 4.0 3.3 0.0 8.1 0.0 0.8 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 17,267 : : Positions : : 8,551 14,382 7,342 1,020 772 0 350 0 50 715 0 : : : : Changes from: June 15, 2021 : : 400 -100 -100 60 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 83.3 42.5 5.9 4.5 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 22, 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 24,261 : : Positions : : 19,048 16,527 2,762 6,961 166 426 30 50 1,155 0 142 : : : : Changes from: June 15, 2021 : : 25 35 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.1 11.4 28.7 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 22, 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 15,672 : : Positions : : 12,602 13,320 1,778 1,689 40 0 0 0 591 70 110 : : : : Changes from: June 15, 2021 : : -10 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 85.0 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 22, 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 40,075 : : Positions : : 24,723 18,802 7,994 12,753 2,097 1,550 4,779 50 2,263 604 710 : : : : Changes from: June 15, 2021 : : -37 -820 -485 140 85 0 0 0 2 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 46.9 19.9 31.8 5.2 3.9 11.9 0.1 5.6 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 22,835 : : Positions : : 17,019 7,283 1,743 10,332 1,654 500 2,775 0 796 0 671 : : : : Changes from: June 15, 2021 : : 496 -154 -315 215 349 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 31.9 7.6 45.2 7.2 2.2 12.2 0.0 3.5 0.0 2.9 : : : : 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 22, 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 F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 3,541 : : Positions : : 2,790 2,656 325 860 0 0 0 0 350 25 0 : : : : Changes from: June 15, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 75.0 9.2 24.3 0.0 0.0 0.0 0.0 9.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 16,420 : : Positions : : 5,552 15,696 8,781 0 263 8 0 248 1,452 75 54 : : : : Changes from: June 15, 2021 : : 0 0 -141 0 0 0 0 0 156 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 95.6 53.5 0.0 1.6 0.0 0.0 1.5 8.8 0.5 0.3 : : : : 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 22, 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 15, 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 22, 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 14,492 : : Positions : : 4,125 6,847 7,862 5,445 1,840 0 0 0 360 180 100 : : : : Changes from: June 15, 2021 : : 0 30 445 415 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 47.2 54.3 37.6 12.7 0.0 0.0 0.0 2.5 1.2 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 22, 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 50,498 : : Positions : : 17,424 43,778 26,605 3,650 2,180 600 0 0 2,270 0 890 : : : : Changes from: June 15, 2021 : : 1,680 4,400 2,350 -370 430 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 86.7 52.7 7.2 4.3 1.2 0.0 0.0 4.5 0.0 1.8 : : : : 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 22, 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 52,468 : : Positions : : 19,024 46,188 28,180 3,660 1,715 30 0 50 2,185 0 855 : : : : Changes from: June 15, 2021 : : 1,280 3,600 2,350 0 210 30 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 88.0 53.7 7.0 3.3 0.1 0.0 0.1 4.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 117,460 : : Positions : : 84,951 87,549 19,023 14,633 9,387 146 805 755 1,489 2,544 1,362 : : : : Changes from: June 15, 2021 : : 2,087 1,004 445 1,320 -540 0 0 0 125 326 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 74.5 16.2 12.5 8.0 0.1 0.7 0.6 1.3 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 26 4 5 6 . . 4 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 130,965 : : Positions : : 93,817 100,147 18,460 10,083 14,024 170 1,438 605 1,745 2,283 1,980 : : : : Changes from: June 15, 2021 : : 3,016 2,669 490 1,020 -98 170 -118 126 -103 22 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 76.5 14.1 7.7 10.7 0.1 1.1 0.5 1.3 1.7 1.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 29 5 4 6 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 660,011 : : Positions : : 443,570 463,262 8,126 18,969 102,626 21,161 10,442 30,519 22,678 3,149 30,866 : : : : Changes from: June 15, 2021 : : 543 -14,243 -12,874 5,081 4,406 401 -398 -85 1,191 -640 -845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 70.2 1.2 2.9 15.5 3.2 1.6 4.6 3.4 0.5 4.7 : : : : Number of Traders in Each Category Total Traders: 98 : : 43 44 . 7 8 13 7 13 17 4 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 15, 2021 : : 0 0 0 0 0 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 22, 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 15, 2021 : : 0 0 0 0 0 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 22, 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 23,150 : : Positions : : 20,325 13,625 350 4,675 550 25 565 25 1,180 3,050 45 : : : : Changes from: June 15, 2021 : : -900 -850 0 -460 25 25 -40 0 -25 315 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 58.9 1.5 20.2 2.4 0.1 2.4 0.1 5.1 13.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 31,389 : : Positions : : 23,832 23,681 3,877 1,748 2,930 0 0 0 535 2,870 145 : : : : Changes from: June 15, 2021 : : -90 180 0 -350 350 0 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 75.4 12.4 5.6 9.3 0.0 0.0 0.0 1.7 9.1 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . 5 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 23,485 : : Positions : : 13,940 16,910 3,800 3,895 2,500 1,350 0 0 1,475 0 0 : : : : Changes from: June 15, 2021 : : 2,730 5,630 2,400 -200 2,500 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 72.0 16.2 16.6 10.6 5.7 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 85,713 : : Positions : : 62,995 54,672 11,034 16,789 1,639 0 5,277 240 2,750 0 0 : : : : Changes from: June 15, 2021 : : 1,105 1,125 -100 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 63.8 12.9 19.6 1.9 0.0 6.2 0.3 3.2 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 22, 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 67,446 : : Positions : : 48,217 37,141 8,043 17,381 1,279 0 4,162 60 2,450 0 0 : : : : Changes from: June 15, 2021 : : 600 620 0 -20 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 55.1 11.9 25.8 1.9 0.0 6.2 0.1 3.6 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 22, 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 41,047 : : Positions : : 23,070 16,775 7,707 13,211 518 4,150 4,254 1,520 82 649 540 : : : : Changes from: June 15, 2021 : : -1,118 -133 -215 -1,200 254 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 40.9 18.8 32.2 1.3 10.1 10.4 3.7 0.2 1.6 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 22, 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 28,798 : : Positions : : 16,526 10,928 8,299 6,590 143 300 6,715 720 0 822 336 : : : : Changes from: June 15, 2021 : : -720 -5 -425 -1,200 143 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 37.9 28.8 22.9 0.5 1.0 23.3 2.5 0.0 2.9 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 22,927 : : Positions : : 15,642 9,537 2,975 3,381 1,094 0 5,991 0 114 0 0 : : : : Changes from: June 15, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 41.6 13.0 14.7 4.8 0.0 26.1 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,461 : : Positions : : 11,250 6,491 6,730 1,640 165 0 10,020 400 0 35 75 : : : : Changes from: June 15, 2021 : : 775 625 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 31.7 32.9 8.0 0.8 0.0 49.0 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 22, 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 96,490 : : Positions : : 24,648 38,002 36,741 39,575 3,620 16,960 1,200 0 650 0 620 : : : : Changes from: June 15, 2021 : : 725 1,454 854 125 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 39.4 38.1 41.0 3.8 17.6 1.2 0.0 0.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 91,472 : : Positions : : 24,518 37,907 33,294 35,645 3,290 17,235 1,200 0 138 305 396 : : : : Changes from: June 15, 2021 : : 655 1,259 604 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 41.4 36.4 39.0 3.6 18.8 1.3 0.0 0.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 28,797 : : Positions : : 22,014 7,612 55 1,697 1,640 0 10,980 50 1,020 3,025 0 : : : : Changes from: June 15, 2021 : : 50 125 -50 0 50 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 26.4 0.2 5.9 5.7 0.0 38.1 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 22, 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 7,652 105 1,782 1,575 0 10,930 50 1,020 2,850 0 : : : : Changes from: June 15, 2021 : : 0 125 0 0 0 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 26.9 0.4 6.3 5.5 0.0 38.4 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 22, 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 57,040 : : Positions : : 16,722 45,152 21,750 9,345 60 10,960 0 0 4,975 0 0 : : : : Changes from: June 15, 2021 : : 137 1,587 2,200 750 -195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 79.2 38.1 16.4 0.1 19.2 0.0 0.0 8.7 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 22, 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 56,249 : : Positions : : 16,585 46,274 21,999 7,640 80 10,610 0 0 4,660 0 0 : : : : Changes from: June 15, 2021 : : 5 905 1,800 900 -195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 82.3 39.1 13.6 0.1 18.9 0.0 0.0 8.3 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 22, 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 54,525 : : Positions : : 20,340 48,490 17,560 1,465 2,140 2,305 600 185 9,515 0 35 : : : : Changes from: June 15, 2021 : : 900 -60 -795 0 600 75 300 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 88.9 32.2 2.7 3.9 4.2 1.1 0.3 17.5 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 22, 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 48,825 : : Positions : : 17,905 42,695 17,505 1,675 1,655 2,205 600 210 6,615 0 385 : : : : Changes from: June 15, 2021 : : 655 -65 -555 0 480 30 255 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 87.4 35.9 3.4 3.4 4.5 1.2 0.4 13.5 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 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 87,605 : : Positions : : 34,265 74,965 20,230 3,920 2,860 21,115 300 1,090 3,580 275 1,275 : : : : Changes from: June 15, 2021 : : 1,870 0 -930 840 1,375 -100 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 85.6 23.1 4.5 3.3 24.1 0.3 1.2 4.1 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 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 84,850 : : Positions : : 33,795 71,875 19,785 3,920 2,955 20,765 600 1,090 2,260 275 1,275 : : : : Changes from: June 15, 2021 : : 1,870 0 -930 840 1,395 -100 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 84.7 23.3 4.6 3.5 24.5 0.7 1.3 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 22, 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 62,755 : : Positions : : 35,787 28,140 2,429 21,745 20 13,735 780 1,945 1,390 2,755 825 : : : : Changes from: June 15, 2021 : : 50 230 30 -100 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 44.8 3.9 34.7 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 22, 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 54,353 : : Positions : : 31,168 28,160 2,369 15,174 20 10,035 780 1,945 1,030 810 1,055 : : : : Changes from: June 15, 2021 : : 0 230 30 -150 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 51.8 4.4 27.9 0.0 18.5 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 22, 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 233,763 : : Positions : : 132,408 98,510 35,091 7,244 7,680 0 49,764 440 320 12,318 286 : : : : Changes from: June 15, 2021 : : 1,421 3,435 2,429 465 -291 0 -50 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 42.1 15.0 3.1 3.3 0.0 21.3 0.2 0.1 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 211,013 : : Positions : : 125,743 91,792 22,570 2,024 8,724 0 45,040 570 295 9,832 1,283 : : : : Changes from: June 15, 2021 : : 1,160 2,791 2,366 690 -311 0 -50 35 0 95 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 43.5 10.7 1.0 4.1 0.0 21.3 0.3 0.1 4.7 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 24 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 52,432 : : Positions : : 15,088 28,615 14,358 4,506 10,883 4,650 0 1,193 0 1,155 10 : : : : Changes from: June 15, 2021 : : 70 345 -270 -445 190 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 54.6 27.4 8.6 20.8 8.9 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 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 45,035 : : Positions : : 12,195 25,605 11,976 2,131 7,964 4,215 0 1,330 0 890 10 : : : : Changes from: June 15, 2021 : : 20 320 -310 -510 600 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 56.9 26.6 4.7 17.7 9.4 0.0 3.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 49,333 : : Positions : : 23,090 25,855 4,510 2,120 11,520 2,850 3,910 648 1,105 0 0 : : : : Changes from: June 15, 2021 : : 1,290 -310 -605 995 -295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 52.4 9.1 4.3 23.4 5.8 7.9 1.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 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 50,517 : : Positions : : 16,434 28,475 1,225 2,694 8,675 16,395 4,005 48 1,105 0 0 : : : : Changes from: June 15, 2021 : : 300 -600 469 1,369 -749 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 56.4 2.4 5.3 17.2 32.5 7.9 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 22, 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 239,376 : : Positions : : 124,484 144,786 6,189 9,308 36,989 24,894 0 2,200 0 1,466 1,218 : : : : Changes from: June 15, 2021 : : 1,465 -859 439 2,849 -191 200 0 100 0 -37 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 60.5 2.6 3.9 15.5 10.4 0.0 0.9 0.0 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . . 6 4 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 22, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 177,529 : : Positions : : 96,192 99,928 4,095 12,052 20,527 12,715 0 9,070 135 902 1,055 : : : : Changes from: June 15, 2021 : : 645 115 0 330 910 -200 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 56.3 2.3 6.8 11.6 7.2 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 25, 2021